# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070978
**Filing Date:** 2026-2
**Character Count:** 1338063
**Document Hash:** feb02d4fe034da127b07ac9fb3b6de82
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070978.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070978

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677548

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

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

## Series and Classes Contracts Data

### JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (Series ID: S000001741)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000004648 | JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (A) |  |
| C000067979 | JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Fidelity Institutional Asset Management Total Bond Fund

- **b. EDGAR series identifier (if any):** S000001741

- **c. LEI of Series:** 5MOEXA412PBCXUP0ZJ40

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $1698007528.69

**Total Liabilities:** $190491062.89

**Net Assets:** $1507516465.80

**Delayed Delivery Securities:** $175602901.44

**Cash Not Reported:** $782095.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -471.009566885063 | **1-Year:** -15069.293685787535 | **5-Year:** -67228.557422588398 | **10-Year:** -107792.847975280723 | **30-Year:** -147212.945072459930

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

- **3-Month:** -352.425074128965 | **1-Year:** -8158.107196160763 | **5-Year:** -39210.155561866624 | **10-Year:** -20699.657941551000 | **30-Year:** -6440.568079714323

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004648 | 0.70%                | 0.61%                | -0.31%               |
| Class ID C000067979 | 0.67%                | 0.67%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2464025.46             | $7726072.23                                |
| Month 2  | $106804.36               | $3457719.75                                |
| Month 3  | $-1749590.67             | $-6840219.12                               |

**Designated Index Information**

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

- **Index Identifier:** LHMN0001

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8264228 | NS      | $8264228.31   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1043 | NC      | $-170984.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |  30778000 | PA      | $-31626.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    440000 | PA      | $-2502.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | FR        |      9000 | PA      | $-105.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    229000 | PA      | $-854.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   5661000 | PA      | $-6323.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |  24995000 | PA      | $-38062.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    970000 | PA      | $-4999.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     70000 | PA      | $11695.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     40000 | PA      | $6683.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     80000 | PA      | $13366.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     30000 | PA      | $5012.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |   -970000 | PA      | $4999.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     20000 | PA      | $3341.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     30000 | PA      | $5012.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $8354.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     60000 | PA      | $10025.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $8354.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     10000 | PA      | $1670.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     40000 | PA      | $6683.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1138.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1700000 | PA      | $37895.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1700000 | PA      | $49308.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1138.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                                 | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1138.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -300000 | PA      | $-3416.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   2480000 | PA      | $63138.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   2480000 | PA      | $751.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    300000 | PA      | $24250.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $15620.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $15620.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -500000 | PA      | $-5693.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $8083.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1138.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -300000 | PA      | $-3416.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $15620.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    470000 | PA      | $13308.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    470000 | PA      | $11797.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1490000 | PA      | $40860.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1490000 | PA      | $38949.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1380000 | PA      | $36219.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1380000 | PA      | $37720.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    600000 | PA      | $16966.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    600000 | PA      | $15110.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1930000 | PA      | $49977.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1930000 | PA      | $53522.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $8083.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    610000 | PA      | $15105.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    610000 | PA      | $17553.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $8083.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    450000 | PA      | $7573.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    450000 | PA      | $9705.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   3040000 | PA      | $53156.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   3040000 | PA      | $67852.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - INDEX                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    595000 | PA      | $-603.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    999745 | PA      | $4756.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $8354.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $13173.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -400000 | PA      | $-4555.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -400000 | PA      | $-4555.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       133 | NC      | $1760.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       157 | NC      | $-40073.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        14 | NC      | $-9496.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -1 | NC      | $2717.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco CLO 11 Ltd                                                                         | Aimco CLO 11 Ltd                                                                         | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    969000 | PA      | $971377.93    | 0.06%             | 2037-07-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3806402.88   | 0.25%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $84511.72     | 0.01%             | 2056-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                    | Altice Financing S.A.                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | US        |    363000 | PA      | $252738.75    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    233000 | PA      | $229784.60    | 0.02%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    206375 | PA      | $195540.31    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                                                    | BX Commercial Mortgage Trust 2024-XL4                                                    | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115076 | PA      | $115004.46    | 0.01%             | 2026-02-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                                        | Benchmark 2019-B12 Mortgage Trust                                                        | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6272537 | PA      | $153801.98    | 0.01%             | 2052-08-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    456000 | PA      | $512999.64    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52270.35     | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1165595.54   | 0.08%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    778000 | PA      | $799967.37    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9384.90      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    106000 | PA      | $36535.02     | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    925000 | PA      | $950065.28    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    321332 | PA      | $291306.54    | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    450088 | PA      | $461993.01    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    606090 | PA      | $624660.05    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52781.43     | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $99196.80     | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74215.40     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76869.00     | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $73500.00     | 0.00%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                               | HPS Corporate Lending Fund                                                               | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2458703.92   | 0.16%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                               | Lamb Weston Holdings, Inc.                                                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138048.70    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                             | LIFE 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17408 | PA      | $17322.63     | 0.00%             | 2038-03-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $99671.42     | 0.01%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $85900.56     | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions, LLC                                                                | Lindblad Expeditions, LLC                                                                | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36503.60     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd                                                             | Madison Park Funding XLV Ltd                                                             | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    653000 | PA      | $653268.38    | 0.04%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $893581.88    | 0.06%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| RailWorks Holdings, LP                                                                   | RailWorks Holdings, LP                                                                   | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146280.35    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                    | Ahlstrom Holding 3 Oy                                                                    | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34518.75     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TermoCandelaria Power S.A.                                                               | TermoCandelaria Power S.A.                                                               | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206500.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    459000 | PA      | $455794.76    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36600000 | PA      | $36209693.94  | 2.40%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                           | Lonza Group AG                                                                           | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386685 | PA      | $337514.00    | 0.02%             | 2028-04-29      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                                        | Emrld Borrower LP                                                                        | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24938 | PA      | $24986.13     | 0.00%             | 2030-05-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53950 | PA      | $53410.50     | 0.00%             | 2031-01-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                               | Broadstreet Partners, Inc.                                                               | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15907 | PA      | $15953.04     | 0.00%             | 2031-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49390.50     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                  | Ellucian Holdings, Inc.                                                                  | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160452 | PA      | $161254.29    | 0.01%             | 2029-10-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                                                              | KUEHG Corp.                                                                              | CUSIP: 50118YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14827 | PA      | $14361.19     | 0.00%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                         | Consolidated Energy Finance S.A.                                                         | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269542.00    | 0.02%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35676.20     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                                | Aeropuerto Internacional de Tocumen, S.A.                                                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161536.74    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1502753.40   | 0.10%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                                                       | AASET 2019-2 Trust                                                                       | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     42796 | PA      | $41965.92     | 0.00%             | 2026-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                                         | Advantage Sales & Marketing Inc.                                                         | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110362.50    | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust 2025-2CON                                                       | BHG Securitization Trust 2025-2CON                                                       | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179035 | PA      | $180669.89    | 0.01%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                              | Bank Gospodarstwa Krajowego                                                              | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $205531.20    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                   | Brandywine Operating Partnership, L.P.                                                   | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    189000 | PA      | $178841.25    | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $31062.50     | 0.00%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20753PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23742.25     | 0.00%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $71076.29     | 0.00%             | 2051-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148799 | PA      | $121515.73    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    680660 | PA      | $527626.71    | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21159 | PA      | $17279.14     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    290638 | PA      | $266472.53    | 0.02%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QAWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49070 | PA      | $48411.49     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696412 | PA      | $1582970.53   | 0.11%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABDF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2209015 | PA      | $1893732.72   | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead 2025-1 Aviation Limited                                                           | Gilead 2025-1 Aviation Limited                                                           | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1270799 | PA      | $1275754.88   | 0.08%             | 2032-03-15      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| BRE RC Pitney Road PA LP                                                                 | BRE RC Pitney Road PA LP                                                                 | CUSIP: 43283QAC4<br>LEI: 549300N3VQTF7M2MTD40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71554.00     | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                            | ION Platform Finance S.a r.l.                                                            | CUSIP: 46206AAD4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35462.00     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105787.50    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111157.20    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL3 Trust                                                                     | PRET 2025-RPL3 Trust                                                                     | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284105 | PA      | $279568.02    | 0.02%             | 2065-04-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    535000 | PA      | $537871.40    | 0.04%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Pakistan, Government of                                                                  | Pakistan, Government of                                                                  | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $95593.75     | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    385000 | PA      | $366746.00    | 0.02%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62602.20     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39297.20     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                                    | Talos Production Inc.                                                                    | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31011.00     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199715.44    | 0.01%             | 2056-02-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                         | Wheels Fleet Lease Funding 1 LLC                                                         | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    704766 | PA      | $711830.80    | 0.05%             | 2028-02-18      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198372.00    | 0.01%             | 2029-09-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                               | Golden Entertainment, Inc.                                                               | CUSIP: 38101JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170342 | PA      | $170342.18    | 0.01%             | 2030-05-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                             | Mitchell International, Inc.                                                             | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143363 | PA      | $143741.45    | 0.01%             | 2031-06-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                            | Graham Packaging Company Inc.                                                            | CUSIP: 38469EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147063 | PA      | $147540.97    | 0.01%             | 2027-08-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                               | Froneri Lux Finco S.a r.l.                                                               | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85383 | PA      | $85287.06     | 0.01%             | 2031-09-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                               | Froneri Lux Finco S.a r.l.                                                               | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22707 | PA      | $22681.47     | 0.00%             | 2031-09-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GEN II Fund Services LLC                                                                 | GEN II Fund Services LLC                                                                 | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109450 | PA      | $109404.03    | 0.01%             | 2031-11-19      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                                            | MRP Buyer LLC                                                                            | CUSIP: 55351DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5105 | PA      | $5058.58      | 0.00%             | 2032-05-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 Limited                                                                     | AASET 2022-1 Limited                                                                     | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1054559 | PA      | $1048811.51   | 0.07%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    451000 | PA      | $426540.96    | 0.03%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    592000 | PA      | $598315.22    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                    | Axon Enterprise, Inc.                                                                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83000.00     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79230.00     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1696 | NS      | $75828.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                                 | Century Aluminum Company                                                                 | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71962.80     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    487000 | PA      | $459986.65    | 0.03%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2152463.97   | 0.14%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54384.79     | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     65856 | PA      | $61484.29     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    270058 | PA      | $270805.05    | 0.02%             | 2055-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $202338.98    | 0.01%             | 2030-05-25      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    507102 | PA      | $435705.97    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    472262 | PA      | $492340.20    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $172610.99    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GPD Companies, Inc.                                                                      | GPD Companies, Inc.                                                                      | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80465 | PA      | $40232.50     | 0.00%             | 2029-12-31      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                       | GreenSaif Pipelines Bidco S.a r.l.                                                       | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213089.00    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $156788.24    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1221000 | PA      | $1111894.86   | 0.07%             | 2038-05-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135129.60    | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    852000 | PA      | $824744.61    | 0.05%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Orlen S A                                                                                | Orlen S A                                                                                | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210948.96    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials US, Inc.                                                     | Solstice Advanced Materials US, Inc.                                                     | CUSIP: 83443QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110925.10    | 0.01%             | 2033-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271000 | PA      | $270999.78    | 0.02%             | 2029-12-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97204.95     | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Thunderbolt II Aircraft Lease Limited                                                    | Thunderbolt II Aircraft Lease Limited                                                    | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287612 | PA      | $285397.80    | 0.02%             | 2038-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon Anonim Sirketi                                                     | Turk Telekomunikasyon Anonim Sirketi                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61218.60     | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $159318.75    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5735000 | PA      | $5802207.32   | 0.38%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7728124.80   | 0.51%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| The Republic of Uzbekistan                                                               | The Republic of Uzbekistan                                                               | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $78837.50     | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192660.85    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    722000 | PA      | $754076.22    | 0.05%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United FP Holdings, LLC                                                                  | United FP Holdings, LLC                                                                  | CUSIP: 91132UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53240 | PA      | $51376.21     | 0.00%             | 2026-12-30      | Floating      | 12.60%                | No            |                  3 | On Loan: No      |
| TricorBraun Holdings, Inc.                                                               | TricorBraun Holdings, Inc.                                                               | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206660 | PA      | $199557.20    | 0.01%             | 2028-01-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224426 | PA      | $174939.75    | 0.01%             | 2028-04-12      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                                                           | U.S. Anesthesia Partners, Inc.                                                           | CUSIP: 90350HAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43840 | PA      | $44002.56     | 0.00%             | 2028-09-22      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                                              | Corporation Service Company                                                              | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176262 | PA      | $176115.39    | 0.01%             | 2029-08-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74062 | PA      | $73807.73     | 0.00%             | 2029-01-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                                                      | Griffon Corporation                                                                      | CUSIP: 39843GAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163563 | PA      | $164279.81    | 0.01%             | 2029-01-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                                                       | Help At Home, Inc.                                                                       | CUSIP: 40467AAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296929 | PA      | $259489.18    | 0.02%             | 2031-09-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                                            | Truist Insurance Holdings LLC                                                            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182903 | PA      | $182980.05    | 0.01%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36775 | PA      | $35809.44     | 0.00%             | 2031-12-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                   | Cushman & Wakefield U.S. Borrower, LLC                                                   | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59325 | PA      | $59629.93     | 0.00%             | 2030-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                       | Greystar Real Estate Partners, LLC                                                       | CUSIP: 39806LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78361 | PA      | $78655.13     | 0.01%             | 2030-08-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694836 | PA      | $696718.69    | 0.05%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                                | Corpay Technologies Operating Company LLC                                                | CUSIP: 33903RBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105022.05    | 0.01%             | 2032-10-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31376.31     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195860.00    | 0.01%             | 2033-01-18      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $323250.00    | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Dryden 85 CLO Ltd                                                                        | Dryden 85 CLO Ltd                                                                        | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1266000 | PA      | $1268937.12   | 0.08%             | 2037-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $163312.50    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    232037 | PA      | $244626.81    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H3QP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128616 | PA      | $115180.43    | 0.01%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JJE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5936 | PA      | $5856.49      | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                         | Benchmark 2018-B4 Mortgage Trust                                                         | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $105318.05    | 0.01%             | 2028-06-16      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                       | Burford Capital Global Finance LLC                                                       | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62237.50     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    335678 | PA      | $276017.46    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    416789 | PA      | $434736.19    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124716 | PA      | $132004.72    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                                      | GMF Floorplan Owner Revolving Trust                                                      | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $759513.00    | 0.05%             | 2027-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $129521.66    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corporation, The                                                           | Howard Hughes Corporation, The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33943.00     | 0.00%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CFCRE 2016-C7 Mortgage Trust                                                             | CFCRE 2016-C7 Mortgage Trust                                                             | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167156 | PA      | $166069.97    | 0.01%             | 2026-11-13      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71968.40     | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46246.50     | 0.00%             | 2034-01-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62593.20     | 0.00%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091727 | PA      | $2092917.20   | 0.14%             | 2026-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bank5 2025-5YR16                                                                         | Bank5 2025-5YR16                                                                         | CUSIP: 065934BE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $29025.92     | 0.00%             | 2063-08-17      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Viridien                                                                                 | Viridien                                                                                 | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68190.85     | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                                | CSAIL 2018-CX12 Commercial Mortgage Trust                                                | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $208124.30    | 0.01%             | 2028-05-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                               | CARLYLE US CLO 2021-11 LTD                                                               | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1277000 | PA      | $1280284.44   | 0.08%             | 2037-07-27      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309420.30    | 0.02%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $29660.40     | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: —       |
| DTP Commercial Mortgage Trust 2023-STE2                                                  | DTP Commercial Mortgage Trust 2023-STE2                                                  | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $289674.55    | 0.02%             | 2029-01-18      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56995.80     | 0.00%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |   1099153 | PA      | $934279.88    | 0.06%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39755.22     | 0.00%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $57131.25     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2836573.78   | 0.19%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-I                                                                  | Barings CLO Ltd. 2021-I                                                                  | CUSIP: 06762EAA2<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | US        |   1146000 | PA      | $1147355.72   | 0.08%             | 2034-04-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187425.00    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22938 | PA      | $18632.02     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $335301.89    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                                   | BX Commercial Mortgage Trust 2024-GPA3                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285747 | PA      | $285746.52    | 0.02%             | 2026-12-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2011477.68   | 0.13%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                | Commercial Metals Company                                                                | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102501.00    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    164518 | PA      | $174390.46    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45928 | PA      | $39030.89     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    288024 | PA      | $295912.23    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    136653 | PA      | $138010.21    | 0.01%             | 2054-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $99464.53     | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                                                    | CrossCountry Intermediate HoldCo, LLC                                                    | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76265.63     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    800692 | PA      | $804086.20    | 0.05%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    218348 | PA      | $180154.96    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                         | DLLAA 2023-1 LLC                                                                         | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204740 | PA      | $206994.16    | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1578619 | PA      | $1286702.67   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    656362 | PA      | $674133.45    | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    608305 | PA      | $633929.62    | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61538 | PA      | $57119.71     | 0.00%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    310679 | PA      | $271828.42    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    498105 | PA      | $525192.59    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46635.75     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    179378 | PA      | $160780.66    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328769 | PA      | $305505.66    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $270192.33    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                  | NTT Finance Corporation                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202532.40    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45338.40     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203913.56    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498558.30    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2161046.09   | 0.14%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    267812 | PA      | $219293.10    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20606 | PA      | $18680.46     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                 | PETRONAS Capital Limited                                                                 | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71802.06     | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37916.20     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                              | GENM Capital Labuan Limited                                                              | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181250.00    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138060.45    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54405.52     | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62323.20     | 0.00%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    283000 | PA      | $283773.84    | 0.02%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $29419139.90  | 1.95%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                                             | Saudi Arabian Mining Company                                                             | CUSIP: 55407NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205132.80    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37140.00     | 0.00%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45382.50     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PK Alift Loan Funding 3 LP                                                               | PK Alift Loan Funding 3 LP                                                               | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177194 | PA      | $180188.56    | 0.01%             | 2029-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings LP                                                                      | Alliant Holdings LP                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     47301 | PA      | $47953.75     | 0.00%             | 2199-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211311 | PA      | $212289.06    | 0.01%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $74909.70     | 0.00%             | 2029-02-12      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74833 | PA      | $58744.16     | 0.00%             | 2028-08-01      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5, LLC                                                                      | PRPM 2025-RCF5, LLC                                                                      | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287170 | PA      | $286050.85    | 0.02%             | 2055-10-25      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129768.37    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347858 | PA      | $322637.90    | 0.02%             | 2028-04-13      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172176 | PA      | $172790.29    | 0.01%             | 2028-06-01      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171018 | PA      | $164035.65    | 0.01%             | 2031-02-21      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                         | Marriott Ownership Resorts, Inc.                                                         | CUSIP: 57163KAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165455 | PA      | $165454.65    | 0.01%             | 2031-03-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51259.00     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     56250 | PA      | $58486.50     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP                                                                            | CQP Holdco LP                                                                            | CUSIP: 12657QAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397144 | PA      | $398280.31    | 0.03%             | 2030-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12976 | PA      | $13019.52     | 0.00%             | 2032-01-30      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Vallourec                                                                                | Vallourec                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | US        |    224000 | PA      | $238096.39    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133116.10    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62598 | PA      | $51369.51     | 0.00%             | 2028-06-28      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                    | TGP Holdings III, LLC                                                                    | CUSIP: 87251RAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134875 | PA      | $125388.23    | 0.01%             | 2028-06-24      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                                  | Belron Finance 2019 LLC                                                                  | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217393 | PA      | $218480.19    | 0.01%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc.                                                                    | CD&R Hydra Buyer Inc.                                                                    | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167138 | PA      | $166929.37    | 0.01%             | 2031-03-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3741 | PA      | $3750.69      | 0.00%             | 2031-10-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1362 | PA      | $1365.34      | 0.00%             | 2031-10-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                                                     | Charter NEX US, Inc.                                                                     | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157615 | PA      | $157838.67    | 0.01%             | 2030-12-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                                | Great Outdoors Group, LLC                                                                | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1967885 | PA      | $1977724.36   | 0.13%             | 2032-01-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                                                             | CHG Healthcare Services Inc.                                                             | CUSIP: 12541HAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121136 | PA      | $121644.76    | 0.01%             | 2028-09-29      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                        | Ivanhoe Mines Ltd                                                                        | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133900.00    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4943640.38   | 0.33%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3532000 | PA      | $3550017.09   | 0.24%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185726.00    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24678.00     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $161587.50    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                      | Prairie Acquiror LP                                                                      | CUSIP: 73943NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82976.80     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $202264.70    | 0.01%             | 2046-06-02      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427000 | PA      | $427525.98    | 0.03%             | 2037-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                                                       | AASET 2019-2 Trust                                                                       | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     41332 | PA      | $40964.52     | 0.00%             | 2026-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd                                                                          | Alumina Pty Ltd                                                                          | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160931.85    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    318000 | PA      | $191152.98    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A.                                                       | Telecomunicaciones Digitales, S.A.                                                       | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247325.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $260396.52    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208957.12    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Bermuda, Government of                                                                   | Bermuda, Government of                                                                   | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | US        |    215000 | PA      | $212842.48    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $261562.50    | 0.02%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92889.90     | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sgus LLC                                                                                 | Sgus LLC                                                                                 | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155384 | PA      | $57880.54     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Corporacion Inmobiliaria Vesta, S.A.B. DE C.V.                                           | Corporacion Inmobiliaria Vesta, S.A.B. DE C.V.                                           | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202203.50    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $160875.00    | 0.01%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                                        | Exeter Select Automobile Receivables Trust 2025-1                                        | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77657 | PA      | $77801.45     | 0.01%             | 2026-11-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132957 | PA      | $116800.20    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    217000 | PA      | $224064.30    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239044.20    | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FCYM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52761 | PA      | $52215.94     | 0.00%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HNWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1499984.55   | 0.10%             | 2030-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77821.50     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ERO Copper Corp.                                                                         | ERO Copper Corp.                                                                         | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150468.75    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HPET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $398129.28    | 0.03%             | 2032-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41574 | PA      | $37676.06     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    263693 | PA      | $266510.19    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2237125 | PA      | $1933341.59   | 0.13%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    117321 | PA      | $115365.81    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90435 | PA      | $73853.09     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                        | Flash Compute LLC                                                                        | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153606.69    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308597 | PA      | $314393.77    | 0.02%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    669243 | PA      | $518776.74    | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1574469 | PA      | $1284304.09   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                       | Harbour Energy PLC                                                                       | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29762.18     | 0.00%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                | Invitation Homes Operating Partnership LP                                                | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1471206.40   | 0.10%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1461186 | PA      | $1252266.34   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    276419 | PA      | $273220.51    | 0.02%             | 2048-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83750.00     | 0.01%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Tiaa Asset Management, LLC                                                               | Tiaa Asset Management, LLC                                                               | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $425021.17    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H3SE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    126360 | PA      | $112705.64    | 0.01%             | 2047-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $403954.40    | 0.03%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    353000 | PA      | $354101.08    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    537000 | PA      | $474213.15    | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    397052 | PA      | $375532.97    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QC2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104400 | PA      | $102655.67    | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2, LLC                                                                      | PRPM 2024-RPL2, LLC                                                                      | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637519 | PA      | $625110.75    | 0.04%             | 2028-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127645.34    | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59498 | PA      | $53836.68     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246544 | PA      | $217090.40    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63718.20     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    235000 | PA      | $263493.75    | 0.02%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    942905 | PA      | $971795.19    | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    113408 | PA      | $111530.16    | 0.01%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312237 | PA      | $325291.96    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AG2<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93124.48     | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    174936 | PA      | $106273.62    | 0.01%             | 2034-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $215092.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                       | Horizon Aircraft Finance I Limited                                                       | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    102660 | PA      | $101182.03    | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                            | ION Platform Finance S.a r.l.                                                            | CUSIP: 46205QAB4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151875.20    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36390000 | PA      | $22135352.87  | 1.47%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11078000 | PA      | $10334130.02  | 0.69%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kobe Us Midco 2 Incorporated                                                             | Kobe Us Midco 2 Incorporated                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188688 | PA      | $164554.80    | 0.01%             | 2026-11-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                                | Millrose Properties, Inc.                                                                | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90562.50     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2081000 | PA      | $2076935.60   | 0.14%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51079.00     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                             | ON Semiconductor Corporation                                                             | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24423.25     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46800.00     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2020-2 Ltd                                                                      | Voya CLO 2020-2 Ltd                                                                      | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304000 | PA      | $304331.66    | 0.02%             | 2038-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58050 | PA      | $58035.49     | 0.00%             | 2029-06-10      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17591.15     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35831.25     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 80875AAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183704 | PA      | $184106.65    | 0.01%             | 2029-04-19      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163163 | PA      | $163844.99    | 0.01%             | 2031-08-08      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $92737.44     | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86735.91     | 0.01%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Golden State Food LLC                                                                    | Golden State Food LLC                                                                    | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79202 | PA      | $79589.29     | 0.01%             | 2031-10-07      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4015 | PA      | $4025.13      | 0.00%             | 2031-10-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1236510 | PA      | $1233792.77   | 0.08%             | 2029-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    159599 | PA      | $118901.26    | 0.01%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                          | LaserShip, Inc.                                                                          | CUSIP: 51809EAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172358 | PA      | $128062.28    | 0.01%             | 2029-08-10      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405619 | PA      | $345980.90    | 0.02%             | 2031-12-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67728.70     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cano Health, Inc.                                                                        | Cano Health, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       610 | NS      | $1884.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                          | Traverse Midstream Partners LLC                                                          | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58704 | PA      | $58762.29     | 0.00%             | 2028-02-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    582078 | PA      | $582311.13    | 0.04%             | 2031-01-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                   | TTM Technologies, Inc.                                                                   | CUSIP: 87305VAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101816 | PA      | $102516.98    | 0.01%             | 2030-05-23      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43952 | PA      | $44114.57     | 0.00%             | 2032-09-05      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                                | USI, Inc.                                                                                | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129023 | PA      | $129275.45    | 0.01%             | 2029-11-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                                                      | Hunter Douglas Inc.                                                                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470484 | PA      | $472248.16    | 0.03%             | 2032-01-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                                   | Level 3 Financing Inc.                                                                   | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |    325000 | PA      | $325731.25    | 0.02%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45000.00     | 0.00%             | 2032-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                    | United Airlines, Inc.                                                                    | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157056 | PA      | $157547.10    | 0.01%             | 2031-02-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                                            | Truist Insurance Holdings LLC                                                            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $60025.20     | 0.00%             | 2031-05-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BradyPlus Holdings LLC                                                                   | BradyPlus Holdings LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    585000 | PA      | $578173.05    | 0.04%             | 2032-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                                                             | AIT Worldwide Logistics, Inc                                                             | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144352 | PA      | $145017.00    | 0.01%             | 2030-04-08      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                                   | Crown Finance US, Inc.                                                                   | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    412042 | PA      | $405655.48    | 0.03%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1923 | PA      | $1927.89      | 0.00%             | 2031-12-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                   | Cushman & Wakefield U.S. Borrower, LLC                                                   | CUSIP: 23340DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97600 | PA      | $98393.52     | 0.01%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Crown Equipment Corporation                                                              | Crown Equipment Corporation                                                              | CUSIP: 22834HAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79462 | PA      | $79958.82     | 0.01%             | 2031-10-10      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                              | Energean Israel Finance Ltd                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | US        |    100000 | PA      | $96696.00     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200290.18    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23407000 | PA      | $21216249.92  | 1.41%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                                  | Ashton Woods USA L.L.C.                                                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52389.70     | 0.00%             | 2030-04-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                                    | Aston Martin Capital Holdings Limited                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108771.22    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |    200000 | PA      | $77750.00     | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2065001.12   | 0.14%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $137695.50    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $149450.00    | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112502.50    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc.                                                               | Emergent BioSolutions Inc.                                                               | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    128000 | PA      | $114631.68    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D3KT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49325 | PA      | $44863.10     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137F8AX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    292154 | PA      | $254697.67    | 0.02%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $298040.34    | 0.02%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KYF82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37802 | PA      | $34108.65     | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     68158 | PA      | $60239.71     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    750955 | PA      | $646869.80    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    583190 | PA      | $525910.33    | 0.03%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1001261 | PA      | $1031939.95   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $293987.50    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc.                                                                   | Genesee & Wyoming Inc.                                                                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154786.50    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                            | Global Medical Response, Inc.                                                            | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34278.75     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70140.66     | 0.00%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     10000 | PA      | $9987.50      | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HTA Group Limited                                                                        | HTA Group Limited                                                                        | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98266.10     | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $105151.62    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Majordrive Holdings IV, LLC                                                              | Majordrive Holdings IV, LLC                                                              | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $82512.50     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Metalsa, S.A.P.I. de C.V.                                                                | Metalsa, S.A.P.I. de C.V.                                                                | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128542.50    | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                 | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167110 | PA      | $168535.10    | 0.01%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44953.20     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 25 Ltd                                                | Neuberger Berman Loan Advisers CLO 25 Ltd                                                | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    965000 | PA      | $967400.92    | 0.06%             | 2038-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1437774 | PA      | $1436894.35   | 0.10%             | 2038-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35135.43     | 0.00%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                                 | Transnet                                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58110.94     | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $161775.00    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi Anonim Sirketi                                                   | Turkiye Garanti Bankasi Anonim Sirketi                                                   | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93375.00     | 0.01%             | 2036-01-08      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77064.43     | 0.01%             | 2049-10-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 020956AA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42205.00     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $18253426.46  | 1.21%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |    309071 | PA      | $305053.08    | 0.02%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                                   | Amkor Technology, Inc.                                                                   | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35798.70     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                           | Amsted Industries Incorporated                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71925.00     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                                 | Virgin Media Bristol LLC                                                                 | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $84101.55     | 0.01%             | 2031-03-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                                           | Vista Management Holding, Inc.                                                           | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81815 | PA      | $82496.38     | 0.01%             | 2031-03-27      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                 | Vertiv Group Corporation                                                                 | CUSIP: 92537EAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161167 | PA      | $161862.84    | 0.01%             | 2032-08-07      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco, LLC                                                                 | Cyberswift US Finco, LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $29915.70     | 0.00%             | 2032-09-22      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $131625.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91377.07     | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107789.85    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $171001.06    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                           | Dawn Bidco LLC                                                                           | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475000 | PA      | $473304.25    | 0.03%             | 2032-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                                                  | Versant Media Group Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100000 | PA      | $99938.00     | 0.01%             | 2030-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TV Azteca S.A.B. de C.V.                                                                 | TV Azteca S.A.B. de C.V.                                                                 | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $102000.00    | 0.01%             | 2026-08-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                              | EIG Pearl Holdings S.a r.l.                                                              | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | US        |    270449 | PA      | $250832.95    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1359379 | PA      | $1224814.36   | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    154432 | PA      | $138035.07    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMUF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    225003 | PA      | $222252.41    | 0.01%             | 2047-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156718 | PA      | $143273.48    | 0.01%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1215127 | PA      | $1252358.27   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    615196 | PA      | $505856.29    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185092 | PA      | $195394.72    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $171821.40    | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $46047.68     | 0.00%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM2                                                     | J.P. Morgan Mortgage Trust 2025-NQM2                                                     | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182878 | PA      | $184687.50    | 0.01%             | 2029-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                             | LIFE 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158900 | PA      | $158336.55    | 0.01%             | 2038-03-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133642.51    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's, Inc.                                                                          | Sotheby's, Inc.                                                                          | CUSIP: 835898AH0<br>LEI: 549300BWO4DK4JOFBM30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262723.65    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35245.35     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63355.50     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $70273.84     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85516.80     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VII                                                       | Willis Engine Structured Trust VII                                                       | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385507 | PA      | $395068.08    | 0.03%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     37135 | PA      | $33700.01     | 0.00%             | 2036-05-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: —       |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $861.99       | 0.00%             | 2026-04-24      | Floating      | 12.16%                | No            |                  3 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                         | Kronos Acquisition Holdings Inc.                                                         | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181318 | PA      | $117085.91    | 0.01%             | 2031-06-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4353 | PA      | $4289.78      | 0.00%             | 2028-06-12      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Empire Today, LLC                                                                        | Empire Today, LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15289 | PA      | $8714.75      | 0.00%             | 2029-08-30      | Floating      | 9.60%                 | No            |                  3 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12826 | PA      | $12827.75     | 0.00%             | 2032-03-05      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $126939.80    | 0.01%             | 2033-03-07      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                                            | MRP Buyer LLC                                                                            | CUSIP: 55351DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66532 | PA      | $65929.48     | 0.00%             | 2032-05-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75000 | PA      | $74968.50     | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6923 | PA      | $6940.45      | 0.00%             | 2031-11-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                               | Amneal Pharmaceuticals LLC                                                               | CUSIP: 03167DAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115862.50    | 0.01%             | 2032-07-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1028274.58   | 0.07%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                                | Diamond Sports Group, LLC                                                                | CUSIP: N/A<br>LEI: 5493002K6DHWNZH8YA34       | Long             | EC               | CORP              | US        |       190 | NS      | $316.73       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National Mentor Holdings, Inc.                                                           | National Mentor Holdings, Inc.                                                           | CUSIP: 63689EAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185500 | PA      | $185616.87    | 0.01%             | 2030-12-05      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                       | Leviathan Bond Ltd                                                                       | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | US        |    160000 | PA      | $160713.60    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196084.96    | 0.01%             | 2037-03-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    162404 | PA      | $144539.56    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $248700.00    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105625.00    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $256570.68    | 0.02%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $203042.60    | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136ADB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    360032 | PA      | $339903.07    | 0.02%             | 2033-05-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6K38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173787 | PA      | $159996.22    | 0.01%             | 2050-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JGYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12201 | PA      | $12037.30     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    272664 | PA      | $275576.83    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28733 | PA      | $23419.75     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    514524 | PA      | $466445.77    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 26 Ltd.                                                                     | Flatiron CLO 26 Ltd.                                                                     | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1041000 | PA      | $1043337.05   | 0.07%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                              | Kaiser Aluminum Corporation                                                              | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70259.70     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lakeside Park CLO Ltd                                                                    | Lakeside Park CLO Ltd                                                                    | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    658000 | PA      | $657661.79    | 0.04%             | 2038-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two (Labuan) Limited                                                        | MISC Capital Two (Labuan) Limited                                                        | CUSIP: 60475DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198718.80    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    788000 | PA      | $812964.86    | 0.05%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121256.40    | 0.01%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161625.75    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $245843.54    | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10326.20     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                     | Government of the Republic of Serbia                                                     | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $129062.50    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Star Holdings                                                                            | Star Holdings                                                                            | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62333.70     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60724.09     | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TransAlta Corporation                                                                    | TransAlta Corporation                                                                    | CUSIP: 89346DAL1<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70483.70     | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46389.15     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4630000 | PA      | $4546081.25   | 0.30%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                             | TK Elevator U.S. Newco, Inc.                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210191.10    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                       | WBI Operations LLC                                                                       | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59680.80     | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |    558000 | PA      | $546682.09    | 0.04%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                                        | Willis Engine Structured Trust IX                                                        | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499400.00    | 0.03%             | 2031-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     55400 | PA      | $52630.00     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                                                   | Rackspace Finance, LLC                                                                   | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271425 | PA      | $98616.89     | 0.01%             | 2028-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8856 | PA      | $8856.26      | 0.00%             | 2026-03-25      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189724 | PA      | $164764.03    | 0.01%             | 2031-04-03      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      3500 | PA      | $3508.76      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-1                                                                             | AASET 2025-1                                                                             | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    542981 | PA      | $552157.66    | 0.04%             | 2032-02-16      | Fixed         | 5.94%                 | Yes           |                  3 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    390000 | PA      | $390183.30    | 0.03%             | 2029-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Priority Holdings, LLC                                                                   | Priority Holdings, LLC                                                                   | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56216 | PA      | $55077.96     | 0.00%             | 2032-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | Air Lease Corporation                                                                    | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    228000 | PA      | $221730.00    | 0.01%             | 2500-12-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35359.45     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                                                  | SCIH Salt Holdings Inc.                                                                  | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118801 | PA      | $118974.43    | 0.01%             | 2029-01-31      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                            | Pye-Barker Fire & Safety, LLC                                                            | CUSIP: 69380SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73950 | PA      | $74381.13     | 0.00%             | 2032-12-10      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20610.40     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                              | Axalta Coating Systems Dutch Holding B B.V.                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131511.25    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230238 | PA      | $229374.36    | 0.02%             | 2039-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152286.90    | 0.01%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                       | CSN Resources S.A.                                                                       | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66759.85     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157325.00    | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Enfragen Energia Sur S.A.                                                                | Enfragen Energia Sur S.A.                                                                | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $292837.67    | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                                              | Entegris Escrow Corporation                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20034.91     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D3YA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    351578 | PA      | $298508.64    | 0.02%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116946 | PA      | $111571.11    | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    345494 | PA      | $345945.20    | 0.02%             | 2053-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20058 | PA      | $16311.09     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 Trust                                                                       | AASET 2020-1 Trust                                                                       | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53062 | PA      | $52144.34     | 0.00%             | 2027-01-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8354.08      | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $199860.80    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Company                                                                         | Acushnet Company                                                                         | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35350.00     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAB4<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66785.55     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7600000 | PA      | $7705984.28   | 0.51%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                           | CENT 2025-CITY                                                                           | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716000 | PA      | $723374.87    | 0.05%             | 2030-07-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84687.25     | 0.01%             | 2041-07-12      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    585090 | PA      | $579795.99    | 0.04%             | 2029-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73504.20     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78016.50     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536636.61    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79288.00     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     30625 | PA      | $18068.75     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $144273.12    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92411.10     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Geo, S.A.B. De C.V.                                                          | Corporacion Geo, S.A.B. De C.V.                                                          | CUSIP: 21986VAF2<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |     99158 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Cano Health, Inc.                                                                        | Cano Health, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14652 | NS      | $174065.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38506 | PA      | $1155.17      | 0.00%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $86212.50     | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7963.86      | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                                                     | Dotdash Meredith Inc                                                                     | CUSIP: 25849KAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $99844.80     | 0.01%             | 2032-06-05      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                                       | Fugue Finance B.V.                                                                       | CUSIP: N3430BAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97614 | PA      | $97858.20     | 0.01%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5935 | PA      | $5613.60      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQUK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15141 | PA      | $14986.85     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42493 | PA      | $38360.44     | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    444576 | PA      | $400151.11    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    520526 | PA      | $540337.90    | 0.04%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7AM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    466700 | PA      | $402596.97    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274973 | PA      | $237273.77    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38381BSP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122006 | PA      | $121391.45    | 0.01%             | 2049-01-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    783000 | PA      | $807378.16    | 0.05%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | Healthcare Realty Holdings, L.P.                                                         | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200145.57    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | Healthcare Realty Holdings, L.P.                                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    193000 | PA      | $183175.14    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AE7<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22429.77     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179822 | PA      | $177269.96    | 0.01%             | 2026-09-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                                    | Jefferies Finance LLC                                                                    | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112608.00    | 0.01%             | 2031-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Kenya, Government of                                                                     | Kenya, Government of                                                                     | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $58437.50     | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                      | RITHM Capital Corp.                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76629.75     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    305000 | PA      | $306143.75    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44465.63     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $78114.78     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $60675.00     | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                          | South Bow Canadian Infrastructure Holdings Ltd.                                          | CUSIP: 836720AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15609.90     | 0.00%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28105.00     | 0.00%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Vlada Crne Gore                                                                          | Vlada Crne Gore                                                                          | CUSIP: 857305AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    240000 | PA      | $255600.00    | 0.02%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Stonemor Inc.                                                                            | Stonemor Inc.                                                                            | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $180580.35    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132925.00    | 0.01%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39900.00     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61639.80     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                         | Teva Pharmaceutical Finance Netherlands III B.V.                                         | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219626.00    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10630000 | PA      | $7447643.75   | 0.49%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8187500.00   | 0.54%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214725.00    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACNR Holdings Inc.                                                                       | ACNR Holdings Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2220 | NS      | $276523.20    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Juice Plus Equity                                                                        | Juice Plus Equity                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       512 | NS      | $3069.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AZZ Inc.                                                                                 | AZZ Inc.                                                                                 | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55769 | PA      | $55908.64     | 0.00%             | 2029-05-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                               | BCPE Empire Holdings, Inc.                                                               | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $78440.85     | 0.01%             | 2030-12-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                     | Medline Borrower, LP                                                                     | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75159 | PA      | $75361.27     | 0.00%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                               | Weber-Stephen Products LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    365000 | PA      | $365182.50    | 0.02%             | 2032-09-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15363 | PA      | $15199.56     | 0.00%             | 2029-05-14      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                     | Klockner-Pentaplast of America, Inc.                                                     | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87230 | PA      | $14102.47     | 0.00%             | 2026-02-12      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc.                                                                    | Bleriot US Bidco Inc.                                                                    | CUSIP: 09353TAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64202 | PA      | $64495.56     | 0.00%             | 2028-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                          | AdaptHealth LLC                                                                          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79935.24     | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $810994.98    | 0.05%             | 2038-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings, S.A. de C.V.                                             | Buffalo Energy Mexico Holdings, S.A. de C.V.                                             | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119389 | PA      | $130614.43    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    127886 | PA      | $109361.14    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    187746 | PA      | $188492.94    | 0.01%             | 2054-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    307442 | PA      | $307343.61    | 0.02%             | 2055-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    928573 | PA      | $799868.87    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200309 | PA      | $202198.55    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                                      | Forestar Group Inc.                                                                      | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111443.75    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                                    | Jefferies Finance LLC                                                                    | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91247.50     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45468.50     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lightning Power, LLC                                                                     | Lightning Power, LLC                                                                     | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95652.90     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188701.85    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2018-15 Ltd                                                                      | OCP CLO 2018-15 Ltd                                                                      | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $551106.05    | 0.04%             | 2038-01-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OCWEN Loan Investment Trust 2024-HB1                                                     | OCWEN Loan Investment Trust 2024-HB1                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36921 | PA      | $36176.04     | 0.00%             | 2027-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 14-R Ltd                                                              | OHA Credit Funding 14-R Ltd                                                              | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    594000 | PA      | $594248.29    | 0.04%             | 2038-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                      | Teachers Insurance & Annuity Association of America                                      | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    640000 | PA      | $581760.96    | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $109158.99    | 0.01%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79592.50     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| X Corp.                                                                                  | X Corp.                                                                                  | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39257.20     | 0.00%             | 2029-10-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III, LLC                                                                | Windsor Holdings III, LLC                                                                | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156340 | PA      | $156565.44    | 0.01%             | 2030-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp                                                                                | X.Ai Corp                                                                                | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204550 | PA      | $201592.21    | 0.01%             | 2030-06-17      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $275687.50    | 0.02%             | 2032-09-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                                   | Bombardier Recreational Products, Inc.                                                   | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125908 | PA      | $126379.75    | 0.01%             | 2029-12-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                            | Maximus, Inc.                                                                            | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44438 | PA      | $44474.38     | 0.00%             | 2031-05-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                                                         | Barnes Group Inc                                                                         | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86432 | PA      | $86576.75     | 0.01%             | 2031-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                                                    | MKS Instruments, Inc.                                                                    | CUSIP: 55314NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178961 | PA      | $179594.15    | 0.01%             | 2029-08-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                                                | Boost Newco Borrower, LLC                                                                | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530496 | PA      | $530830.58    | 0.04%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9465 | PA      | $9496.61      | 0.00%             | 2032-01-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9442 | PA      | $9473.67      | 0.00%             | 2032-01-30      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                                                    | Boots Group Bidco Ltd                                                                    | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $75343.50     | 0.00%             | 2032-07-22      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Lippert Colipper                                                                         | Lippert Colipper                                                                         | CUSIP: 53631HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84576 | PA      | $84998.41     | 0.01%             | 2032-03-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                                        | Kingpin Intermediate Holdings LLC                                                        | CUSIP: 49579GAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $117300.00    | 0.01%             | 2032-09-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                     | Klockner-Pentaplast of America, Inc.                                                     | CUSIP: L5841WAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36073 | PA      | $31992.23     | 0.00%             | 2026-07-27      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4525000 | PA      | $3655174.64   | 0.24%             | 2056-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179445.10    | 0.01%             | 2038-11-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    689530 | PA      | $704837.82    | 0.05%             | 2031-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25999.25     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-TAIL                                                                       | BX Trust 2025-TAIL                                                                       | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $346782.95    | 0.02%             | 2027-06-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    529000 | PA      | $540388.36    | 0.04%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83512.50     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73189.20     | 0.00%             | 2034-01-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2023-1 LLC                                                                         | DLLAD 2023-1 LLC                                                                         | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167910 | PA      | $169154.65    | 0.01%             | 2027-03-22      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    156238 | PA      | $172896.11    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     39335 | PA      | $35659.89     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52244 | PA      | $47103.09     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45131 | PA      | $37109.67     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    307767 | PA      | $320923.70    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H3S94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    126086 | PA      | $112864.64    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6WW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    176829 | PA      | $169621.14    | 0.01%             | 2046-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1275000 | PA      | $1030060.52   | 0.07%             | 2056-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    235000 | PA      | $241168.75    | 0.02%             | 2027-01-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N0HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23613 | PA      | $24079.69     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1499295 | PA      | $1349006.37   | 0.09%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    503000 | PA      | $516382.21    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BCI Miami                                                                                | BCI Miami                                                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215362.50    | 0.01%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1672202 | PA      | $1429976.33   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    255904 | PA      | $250693.69    | 0.02%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                                    | Belron UK Finance PLC                                                                    | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66261.65     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                         | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239678 | PA      | $238917.64    | 0.02%             | 2028-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500542 | PA      | $514251.38    | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200754 | PA      | $187740.67    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $129956.25    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188330.40    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corporation                                                                | Expand Energy Corporation                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3005 | NS      | $331631.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                             | Cleco Corporate Holdings LLC                                                             | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1413080.17   | 0.09%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77995 | PA      | $80915.16     | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABDY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577841 | PA      | $495368.78    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22050.00     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                    | DB Master Finance LLC                                                                    | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $548759.25    | 0.04%             | 2032-11-22      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                                    | Wrangler Holdco Corp.                                                                    | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88842.00     | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Hamlin Park CLO Ltd                                                                      | Hamlin Park CLO Ltd                                                                      | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1015000 | PA      | $1018449.99   | 0.07%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $83500.00     | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88080.78     | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $171562.50    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    589795 | PA      | $606869.99    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    182763 | PA      | $183266.11    | 0.01%             | 2055-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39444 | PA      | $40437.91     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    117235 | PA      | $118273.13    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    219132 | PA      | $195865.60    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                             | LIFE 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138600 | PA      | $137523.35    | 0.01%             | 2038-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                                                 | MKS Inc.                                                                                 | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     58000 | PA      | $74176.78     | 0.00%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    480396 | PA      | $461785.25    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    318308 | PA      | $295983.68    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                              | Merchants Fleet Funding LLC                                                              | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |    221847 | PA      | $222818.00    | 0.01%             | 2026-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1224414.48   | 0.08%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70113.36     | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31717.80     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    662000 | PA      | $695887.91    | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46728.97     | 0.00%             | 2031-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| GGAM Master Trust International Ltd                                                      | GGAM Master Trust International Ltd                                                      | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1911400.00   | 0.13%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |      7584 | PA      | $6682.98      | 0.00%             | 2030-01-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78272.00     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2097661.70   | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                                                   | Herens Holdco S.a r.l.                                                                   | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190524.40    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    165000 | PA      | $210780.90    | 0.01%             | 2035-10-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                       | Plains All American Pipeline, L.P.                                                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340166.60    | 0.02%             | 2500-12-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6, LLC                                                                      | PRPM 2024-RCF6, LLC                                                                      | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81941 | PA      | $80941.59     | 0.01%             | 2064-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92097.90     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xlv Ltd                                                                        | Magnetite Xlv Ltd                                                                        | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635000 | PA      | $634984.76    | 0.04%             | 2038-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67061.15     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47531.25     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    899000 | PA      | $919322.34    | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                  | NTT Finance Corporation                                                                  | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201638.14    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307876.58    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                          | Teva Pharmaceutical Finance Netherlands IV B.V.                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243121.60    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $60075.00     | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $28313.00     | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197200.00    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                          | PRA Group, Inc.                                                                          | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35277.04     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127677.13    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-6                                                        | Verus Securitization Trust 2025-6                                                        | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943982 | PA      | $952253.95    | 0.06%             | 2070-07-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78950.25     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Group Holding S.A.                                                              | VistaJet Group Holding S.A.                                                              | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46575.22     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48259.29     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256327.45    | 0.02%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RVR Dealership Holdings, LLC                                                             | RVR Dealership Holdings, LLC                                                             | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161421 | PA      | $155188.17    | 0.01%             | 2028-02-08      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                                                          | CWGS Group, LLC                                                                          | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122468 | PA      | $119483.66    | 0.01%             | 2028-05-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                     | Government of the Republic of Serbia                                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $80437.50     | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cenub Qaz Dehlizi, Qapali Sehmdar Cemiyyeti                                              | Cenub Qaz Dehlizi, Qapali Sehmdar Cemiyyeti                                              | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160930.48    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CWGS Group, LLC                                                                          | CWGS Group, LLC                                                                          | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4599 | PA      | $4486.56      | 0.00%             | 2028-05-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                                                       | Congruex Group LLC                                                                       | CUSIP: 20729MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2035 | PA      | $1650.84      | 0.00%             | 2029-04-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75219.75     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tullow Oil PLC                                                                           | Tullow Oil PLC                                                                           | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | US        |    197000 | PA      | $143640.58    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Sk Neptune Husky Finance S.a r.l.                                                        | Sk Neptune Husky Finance S.a r.l.                                                        | CUSIP: L8038JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6389 | PA      | $766.66       | 0.00%             | 2033-04-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance, S.A.                                                        | Consolidated Energy Finance, S.A.                                                        | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252429 | PA      | $205623.23    | 0.01%             | 2030-11-07      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327AAB8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176373.20    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                       | Republica Bolivariana de Venezuela                                                       | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | US        |    580000 | PA      | $184150.00    | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27198 | PA      | $17548.38     | 0.00%             | 2031-10-03      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88403 | PA      | $71606.35     | 0.00%             | 2026-04-02      | Floating      | 13.35%                | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175981.25    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Yinson Boronia Production B.V.                                                           | Yinson Boronia Production B.V.                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | US        |    235462 | PA      | $256859.17    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Czechoslovak Group a.s.                                                                  | Czechoslovak Group a.s.                                                                  | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | US        |    200000 | PA      | $205500.00    | 0.01%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     23508 | PA      | $17866.08     | 0.00%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                 | New Fortress Energy Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2414 | NS      | $2751.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $3980.86      | 0.00%             | 2026-04-24      | Floating      | 12.16%                | No            |                  3 | On Loan: No      |
| Nuvei Technologies Corp.                                                                 | Nuvei Technologies Corp.                                                                 | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9215 | PA      | $9217.66      | 0.00%             | 2031-11-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    545000 | PA      | $547479.75    | 0.04%             | 2032-08-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc.                                                                    | Nielsen Consumer Inc.                                                                    | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42154 | PA      | $42162.96     | 0.00%             | 2030-10-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389604.92    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95671.32     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $239959.80    | 0.02%             | 2038-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2023-2, Limited                                                  | Bain Capital Credit CLO 2023-2, Limited                                                  | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    943000 | PA      | $945326.38    | 0.06%             | 2038-07-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                    | Beacon Mobility Corp.                                                                    | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36609.30     | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85062.50     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    605000 | PA      | $538431.85    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1243330.48   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                                | Chesapeake Funding II LLC                                                                | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    150918 | PA      | $152576.47    | 0.01%             | 2026-11-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                       | Cipher Compute LLC                                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91783.80     | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1150000 | PA      | $1187280.59   | 0.08%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dext ABS 2025-2, LLC                                                                     | Dext ABS 2025-2, LLC                                                                     | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135000 | PA      | $135084.32    | 0.01%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2651067.85   | 0.18%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66332 | PA      | $66010.88     | 0.00%             | 2052-09-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13845 | PA      | $12551.54     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69522 | PA      | $59559.75     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1839042 | PA      | $1734199.18   | 0.12%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66738 | PA      | $70831.38     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |     90895 | PA      | $82428.25     | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109393.75    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |    536000 | PA      | $551376.34    | 0.04%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO 2024-1 Ltd                                                                | Invesco US CLO 2024-1 Ltd                                                                | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    959000 | PA      | $960472.07    | 0.06%             | 2037-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                            | ION Platform Finance S.a r.l.                                                            | CUSIP: 46206AAA0<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33166.00     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1832632.76   | 0.12%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1311925.59   | 0.09%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    675000 | PA      | $615941.28    | 0.04%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $677670.48    | 0.04%             | 2036-12-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                  | NTT Finance Corporation                                                                  | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    449000 | PA      | $456911.02    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati                                 | Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati                                 | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $213125.00    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5016916.00   | 0.33%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    185000 | PA      | $148928.70    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $24402.14     | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19849.20     | 0.00%             | 2026-07-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXVI, Ltd.                                                                  | Symphony CLO XXVI, Ltd.                                                                  | CUSIP: 87190GAC5<br>LEI: 54930002F1MQXJG7J014 | Long             | ABS-CBDO         | CORP              | US        |   1278319 | PA      | $1278524.72   | 0.08%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31088.70     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197156.70    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VFH Parent LLC                                                                           | VFH Parent LLC                                                                           | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33449.60     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63389.40     | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| P.F. Chang's China Bistro Inc.                                                           | P.F. Chang's China Bistro Inc.                                                           | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99615 | PA      | $72818.75     | 0.00%             | 2026-03-01      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc. (New)                                                             | Genesee & Wyoming Inc. (New)                                                             | CUSIP: 37156QAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138600 | PA      | $138565.35    | 0.01%             | 2031-03-27      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                        | Advantage Sales & Marketing, Inc.                                                        | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143781 | PA      | $119050.97    | 0.01%             | 2027-10-28      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Acosta, Inc.                                                                             | Acosta, Inc.                                                                             | CUSIP: 00485CAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44937 | PA      | $43888.81     | 0.00%             | 2031-08-21      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                                                       | Help At Home, Inc.                                                                       | CUSIP: 40467AAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4369.55      | 0.00%             | 2031-09-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                                                        | Dragon Buyer, Inc                                                                        | CUSIP: 26143FAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89325 | PA      | $89325.00     | 0.01%             | 2031-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                                    | Dave & Buster's, Inc.                                                                    | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $35562.40     | 0.00%             | 2031-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53668 | PA      | $53712.81     | 0.00%             | 2027-12-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ACNR Holdings INC                                                                        | ACNR Holdings INC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39795 | PA      | $39595.57     | 0.00%             | 2029-12-11      | Floating      | 12.70%                | No            |                  3 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174562 | PA      | $174489.18    | 0.01%             | 2032-06-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                                                | C&S Wholesale Grocers Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    200000 | PA      | $195000.00    | 0.01%             | 2030-08-05      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                                                                    | Heartland Dental, LLC                                                                    | CUSIP: 42236WAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59888 | PA      | $60091.72     | 0.00%             | 2032-07-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |   8990000 | PA      | $1807709.20   | 0.12%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75306.75     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F050429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1300000 | PA      | $1316300.70   | 0.09%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52715.50     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $126068.75    | 0.01%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                                    | Capstone Copper Corp.                                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93243.60     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corporation                                                               | Carrier Global Corporation                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    121000 | PA      | $129896.30    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    694000 | PA      | $724299.07    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones S.A. E.S.P.                                                  | Colombia Telecomunicaciones S.A. E.S.P.                                                  | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186506.95    | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    111000 | PA      | $94933.53     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2359474.50   | 0.16%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $3937.50      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    403837 | PA      | $347863.46    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1265353 | PA      | $1131001.61   | 0.08%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268908 | PA      | $280632.20    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95941 | PA      | $79009.42     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    721092 | PA      | $760305.68    | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148731.80    | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50683.88     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $37034.24     | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $329024.00    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99512.50     | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVI Ltd                                                                      | Magnetite XXXVI Ltd                                                                      | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    863000 | PA      | $865103.99    | 0.06%             | 2038-07-26      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                  | Molina Healthcare, Inc.                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295744.90    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43030.53     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    364000 | PA      | $365793.32    | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Niagara Energy S.A.C.                                                                    | Niagara Energy S.A.C.                                                                    | CUSIP: 65345YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204569.08    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    688000 | PA      | $690457.88    | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                        | 1261229 B.C. Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $192744.45    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Pakistan, Government of                                                                  | Pakistan, Government of                                                                  | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $159200.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $250974.14    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216421 | PA      | $216288.50    | 0.01%             | 2038-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171762.50    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77214.00     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50000.00     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                                    | Talos Production Inc.                                                                    | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62473.20     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49920.75     | 0.00%             | 2026-01-26      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                              | Transcontinental Gas Pipe Line Company, LLC                                              | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $151322.49    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $4066400.00   | 0.27%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $3889274.69   | 0.26%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LuxCo 3                                                                                  | LuxCo 3                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     10069 | NS      | $177496.33    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $124395.00    | 0.01%             | 2028-02-05      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                                 | Project Alpha Intermediate Holding, Inc.                                                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151662 | PA      | $151327.03    | 0.01%             | 2030-10-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                                         | Roper Industrial Products Investment Company LLC                                         | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103251 | PA      | $103801.93    | 0.01%             | 2029-11-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                             | Aspire Bakeries Holdings LLC                                                             | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99025 | PA      | $99335.39     | 0.01%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                          | MED ParentCo LP                                                                          | CUSIP: 58401DAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140442 | PA      | $140706.42    | 0.01%             | 2031-04-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                                | Madison Safety & Flow LLC                                                                | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33066 | PA      | $33266.06     | 0.00%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148001 | PA      | $148807.86    | 0.01%             | 2032-03-26      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                    | Altice Financing S.A.                                                                    | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45900.00     | 0.00%             | 2027-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                                | Chesapeake Funding II LLC                                                                | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    308399 | PA      | $311341.23    | 0.02%             | 2027-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $30433.08     | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    136079 | PA      | $116112.17    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1706544.15   | 0.11%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $199446.40    | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $201750.00    | 0.01%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     75082 | PA      | $44298.38     | 0.00%             | 2036-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    296000 | PA      | $298627.38    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63981.68     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Sweetwater Borrower, LLC                                                                 | Sweetwater Borrower, LLC                                                                 | CUSIP: 87168EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167356 | PA      | $168193.13    | 0.01%             | 2028-08-03      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                                    | Superannuation and Investments US LLC                                                    | CUSIP: Q8800EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77900 | PA      | $78191.64     | 0.01%             | 2028-12-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                             | Safeway Inc.                                                                             | CUSIP: 013092AE1<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143855.95    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9625000 | PA      | $9875776.49   | 0.66%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |     46206 | PA      | $44068.97     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                                 | Azul Secured Finance LLP                                                                 | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91802 | PA      | $1836.04      | 0.00%             | 2029-08-28      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165187.50    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                        | Benchmark 2019-B10 Mortgage Trust                                                        | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130945 | PA      | $128303.32    | 0.01%             | 2028-11-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Limited                                              | Blackbird Capital II Aircraft Lease Limited                                              | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    836425 | PA      | $791090.67    | 0.05%             | 2028-07-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                                | CNX Midstream Partners LP                                                                | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $111339.55    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                              | Castlelake Aircraft Structured Trust 2021-1                                              | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23913 | PA      | $23577.88     | 0.00%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    166000 | PA      | $142877.48    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31578.60     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cogent Communications Group, LLC                                                         | Cogent Communications Group, LLC                                                         | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184696.60    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                            | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    659000 | PA      | $586308.15    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO 2019-1, Ltd.                                                             | Eaton Vance CLO 2019-1, Ltd.                                                             | CUSIP: 27830XAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1021000 | PA      | $1022848.01   | 0.07%             | 2037-07-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2593678 | PA      | $2118110.53   | 0.14%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54239 | PA      | $44293.65     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    225293 | PA      | $201371.67    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    227323 | PA      | $202972.93    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    288022 | PA      | $300334.76    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35065.63     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                              | HA Sustainable Infrastructure Capital, Inc.                                              | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113956.70    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95288.40     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19858.40     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                               | Jersey Mike's Funding, LLC                                                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    528675 | PA      | $537926.44    | 0.04%             | 2032-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    253000 | PA      | $187471.28    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $149343.75    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $233250.00    | 0.02%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM Mortgage Trust                                                            | SPGN 2022-TFLM Mortgage Trust                                                            | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145000.20    | 0.01%             | 2039-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                                           | Smyrna Ready Mix Concrete, LLC                                                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122945.06    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc.                                                                                | Snap Inc.                                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67237.95     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $61875.00     | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TeraWulf Inc.                                                                            | TeraWulf Inc.                                                                            | CUSIP: 88080TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $73714.72     | 0.00%             | 2032-05-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216623.40    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $27900.00     | 0.00%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    114445 | PA      | $54361.38     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $107828.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10370000 | PA      | $10273186.72  | 0.68%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552446.75   | 0.10%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    767134 | PA      | $738658.23    | 0.05%             | 2028-06-03      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149232 | PA      | $149977.68    | 0.01%             | 2027-02-14      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                                                   | Rackspace Finance, LLC                                                                   | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63240 | PA      | $64188.62     | 0.00%             | 2028-05-15      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1406 | PA      | $1407.20      | 0.00%             | 2031-11-21      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                              | Beach Acquisition Bidco LLC                                                              | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $120825.60    | 0.01%             | 2032-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                                   | Fiesta Purchaser, Inc.                                                                   | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67702 | PA      | $67610.36     | 0.00%             | 2031-02-12      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                                       | Pinnacle Buyer LLC                                                                       | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92258 | PA      | $92546.84     | 0.01%             | 2032-09-11      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                                             | Chobani, LLC                                                                             | CUSIP: 17026YAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $150600.00    | 0.01%             | 2032-10-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1048750.08   | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                                | Champion Iron Canada Inc.                                                                | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37108.40     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $282891.32    | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    160643 | PA      | $143454.69    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    490019 | PA      | $470018.45    | 0.03%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HPEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $799997.44    | 0.05%             | 2030-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1180371 | PA      | $1156791.50   | 0.08%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140K0JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2358443 | PA      | $2126454.87   | 0.14%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    185000 | PA      | $161412.50    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding V, Ltd.                                                                | Ares Loan Funding V, Ltd.                                                                | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1092000 | PA      | $1094850.12   | 0.07%             | 2037-07-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $460332.05    | 0.03%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |   -600000 | PA      | $-623601.54   | -0.04%            | 2056-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95713.24     | 0.01%             | 2032-11-05      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                                   | Beazer Homes USA, Inc.                                                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80650.00     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $125468.75    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $139609.07    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 22 Ltd                                                                         | AIMCO CLO 22 Ltd                                                                         | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1878000 | PA      | $1882864.02   | 0.12%             | 2037-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    110113 | PA      | $106831.63    | 0.01%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572298.33    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO 2025-8 Ltd                                                               | Brant Point CLO 2025-8 Ltd                                                               | CUSIP: 10548AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99601.50     | 0.01%             | 2038-03-31      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                                                | C&S Group Enterprises LLC                                                                | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $80443.68     | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.                                                | Calumet Specialty Products Partners, L.P.                                                | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141799.00    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ares LXX CLO Ltd                                                                         | Ares LXX CLO Ltd                                                                         | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775000 | PA      | $775343.33    | 0.05%             | 2039-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $370230.29    | 0.02%             | 2026-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $52135.20     | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    240000 | PA      | $243000.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N2L82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36624 | PA      | $37347.20     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119978 | PA      | $124582.26    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111858.68    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                                | Century Communities, Inc.                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90961.88     | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $19975.00     | 0.00%             | 2041-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                                              | Entegris Escrow Corporation                                                              | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66300.00     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88189.20     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-V Ltd                                                                  | CIFC Funding 2019-V Ltd                                                                  | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    823000 | PA      | $825427.03    | 0.05%             | 2038-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                      | Clean Harbors, Inc.                                                                      | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61532.40     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23753.13     | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    218421 | PA      | $206651.07    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132ADR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41389 | PA      | $40706.72     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                | CNX Resources Corporation                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35186.90     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    495000 | PA      | $455578.15    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    781000 | PA      | $780143.71    | 0.05%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13586 | PA      | $12849.75     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    556784 | PA      | $574295.10    | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    357668 | PA      | $369475.29    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    136663 | PA      | $144777.69    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3566294 | PA      | $3218839.40   | 0.21%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6248 | PA      | $5909.05      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89293 | PA      | $84453.40     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $157708.80    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                                 | CIFC Funding 2025-VI Ltd                                                                 | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $545568.44    | 0.04%             | 2038-10-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    104024 | PA      | $102739.52    | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    169462 | PA      | $143192.90    | 0.01%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    339523 | PA      | $321227.69    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    943048 | PA      | $769250.32    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    256418 | PA      | $240747.27    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JMNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12162 | PA      | $11998.50     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87879 | PA      | $91938.12     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65783 | PA      | $68821.39     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BA6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    712661 | PA      | $615826.23    | 0.04%             | 2040-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KYFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40384 | PA      | $36597.71     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77790 | PA      | $68831.05     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169331.90    | 0.01%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121452 | PA      | $108214.77    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    520665 | PA      | $467659.69    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    348222 | PA      | $313996.13    | 0.02%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2999702 | PA      | $2484940.52   | 0.16%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93046.80     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98843.70     | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749000 | PA      | $750166.79    | 0.05%             | 2026-06-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO, Ltd.                                                                 | Blueberry Park CLO, Ltd.                                                                 | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1264000 | PA      | $1266060.32   | 0.08%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                                   | BX Commercial Mortgage Trust 2024-MDHS                                                   | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264708 | PA      | $1266673.67   | 0.08%             | 2029-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59393.75     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XV CLO Ltd                                                                 | Cedar Funding XV CLO Ltd                                                                 | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1052000 | PA      | $1052000.00   | 0.07%             | 2035-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                          | Coreweave, Inc.                                                                          | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $205101.00    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $325094.69    | 0.02%             | 2033-07-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88384.95     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                                       | Crown Americas LLC                                                                       | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112262.70    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47015.01     | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Company for Sovereign Taskeek, The                                    | Egyptian Financial Company for Sovereign Taskeek, The                                    | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $212000.00    | 0.01%             | 2032-10-07      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-2, LLC                                                   | Enterprise Fleet Financing 2024-2, LLC                                                   | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165077 | PA      | $165688.14    | 0.01%             | 2026-05-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49037 | PA      | $40045.85     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    647382 | PA      | $621694.83    | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145017.60    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan, The Government of                                       | The Hashemite Kingdom of Jordan, The Government of                                       | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $60150.00     | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXI, Limited                                                                   | Magnetite XXI, Limited                                                                   | CUSIP: 55954PAN4<br>LEI: 5493007R5RBJT1RFJC86 | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $920283.36    | 0.06%             | 2034-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151LAA4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154542.00    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115695.80    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86518.43     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                                    | Miter Brands Acquisition Holdco, Inc.                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56208.90     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107611.84    | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97781.60     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83653.47     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnetite XXX, Limited                                                                   | Magnetite XXX, Limited                                                                   | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1072000 | PA      | $1073873.86   | 0.07%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Magnetite XXVIII Ltd                                                                     | Magnetite XXVIII Ltd                                                                     | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1209000 | PA      | $1209123.32   | 0.08%             | 2038-01-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                        | NFE Financing LLC                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570661 | PA      | $156931.78    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1573789.70   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    110000 | PA      | $119472.65    | 0.01%             | 2033-01-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| U.S. Acute Care Solutions, LLC                                                           | U.S. Acute Care Solutions, LLC                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $186387.50    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Onesky Flight, LLC                                                                       | Onesky Flight, LLC                                                                       | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85324.80     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    741000 | PA      | $715438.02    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $110235.06    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30300000 | PA      | $30202946.07  | 2.00%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179963.26    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $74693.01     | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                                    | Volofin Finance (Ireland) Designated Activity Company                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314838 | PA      | $318332.41    | 0.02%             | 2031-03-17      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     74302 | PA      | $67707.70     | 0.00%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                             | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110804.40    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29522.50     | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                                                               | Anticimex International AB                                                               | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33409 | PA      | $33534.37     | 0.00%             | 2028-11-16      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance B.V.                                                                     | Nouryon Finance B.V.                                                                     | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29402 | PA      | $29377.15     | 0.00%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                          | ABG Intermediate Holdings 2 LLC                                                          | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    731532 | PA      | $731993.19    | 0.05%             | 2028-12-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                                | Flynn Restaurant Group LP                                                                | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186944 | PA      | $187557.32    | 0.01%             | 2032-01-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi Anonim Sirketi                                             | Turkiye Ihracat Kredi Bankasi Anonim Sirketi                                             | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $206379.40    | 0.01%             | 2028-07-03      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2648078.16   | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                                   | Fiesta Purchaser, Inc.                                                                   | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80603 | PA      | $80493.61     | 0.01%             | 2031-02-12      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                             | Filtration Group Corporation                                                             | CUSIP: 31732FAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187864 | PA      | $188724.02    | 0.01%             | 2028-10-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $10549531.25  | 0.70%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68867.50     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Aruba Investments Holdings, LLC                                                          | Aruba Investments Holdings, LLC                                                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42576 | PA      | $38797.74     | 0.00%             | 2027-10-28      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Allen Media, LLC                                                                         | Allen Media, LLC                                                                         | CUSIP: 01771JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341749 | PA      | $238226.49    | 0.02%             | 2027-02-10      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                                   | Bombardier Recreational Products, Inc.                                                   | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12745 | PA      | $12780.21     | 0.00%             | 2031-01-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAT4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16599 | PA      | $16358.65     | 0.00%             | 2028-06-09      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143562 | PA      | $143935.23    | 0.01%             | 2031-09-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70520 | PA      | $70694.33     | 0.00%             | 2031-10-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VBA0<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51630.00     | 0.00%             | 2033-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1216186.80   | 0.08%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208480.00    | 0.01%             | 2500-12-31      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $155472.87    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                          | CoreCivic, Inc.                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36727.95     | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.                                              | Jones DesLauriers Insurance Management Inc.                                              | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58757 | PA      | $58757.25     | 0.00%             | 2030-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34230 | PA      | $34345.20     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                          | Coreweave, Inc.                                                                          | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $106950.00    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    219262 | PA      | $741195.46    | 0.05%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    638550 | PA      | $663848.67    | 0.04%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    331000 | PA      | $300898.45    | 0.02%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28380 | PA      | $28475.14     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16375 | PA      | $16430.40     | 0.00%             | 2032-01-30      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JHVQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19468 | PA      | $19206.67     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71998 | PA      | $67218.82     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W2KJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54494 | PA      | $55206.38     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Operating Partnership LLC                                            | Ellington Financial Operating Partnership LLC                                            | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70589.40     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    984473 | PA      | $843963.72    | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584330 | PA      | $501296.38    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78773.25     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIX, Limited                                                                  | Magnetite XXIX, Limited                                                                  | CUSIP: 55955KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1152669.15   | 0.08%             | 2037-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                      | Nexa Resources S.A.                                                                      | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213320.34    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209280.10    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Peace Park CLO Ltd                                                                       | Peace Park CLO Ltd                                                                       | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    898000 | PA      | $898894.41    | 0.06%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                       | Plains All American Pipeline, L.P.                                                       | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    188000 | PA      | $182695.00    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding S.a r.l.                                                         | PRIO Luxembourg Holding S.a r.l.                                                         | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194976.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530987 | PA      | $530661.51    | 0.04%             | 2038-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47434.05     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7675195.50   | 0.51%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70700.00     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| New Cineworld Ltd.                                                                       | New Cineworld Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5408 | NS      | $111188.48    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Fitness International, LLC                                                               | Fitness International, LLC                                                               | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68950 | PA      | $69018.95     | 0.00%             | 2029-01-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138879 | PA      | $139202.29    | 0.01%             | 2031-03-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                     | Berlin Packaging LLC                                                                     | CUSIP: 08511LBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50135 | PA      | $50232.01     | 0.00%             | 2031-06-07      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632NBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244388 | PA      | $244541.46    | 0.02%             | 2032-08-07      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       353 | PA      | $354.20       | 0.00%             | 2031-03-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance B.V.                                                                     | Nouryon Finance B.V.                                                                     | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108671 | PA      | $108580.94    | 0.01%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp.                                                                 | Nuvei Technologies Corp.                                                                 | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99361 | PA      | $99392.07     | 0.01%             | 2031-11-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp.                                                                 | Nuvei Technologies Corp.                                                                 | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35638 | PA      | $35648.55     | 0.00%             | 2031-11-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26827 | PA      | $22059.21     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    112604 | PA      | $92590.47     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111000 | PA      | $110931.18    | 0.01%             | 2032-10-09      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    306758 | PA      | $315063.32    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    418816 | PA      | $420846.41    | 0.03%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HMV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63259 | PA      | $62409.14     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    905425 | PA      | $888314.34    | 0.06%             | 2036-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QAWY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46933 | PA      | $46302.67     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16852 | PA      | $16272.99     | 0.00%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    489372 | PA      | $402089.30    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    644627 | PA      | $653528.04    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    359380 | PA      | $374656.30    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72870 | PA      | $59509.07     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 Trust                                                                       | AASET 2020-1 Trust                                                                       | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68422 | PA      | $67361.21     | 0.00%             | 2027-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 Ltd                                                                         | AIMCO CLO 17 Ltd                                                                         | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1099450 | PA      | $1101952.35   | 0.07%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    484275 | PA      | $376523.91    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                                  | Aris Mining Corporation                                                                  | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208686.00    | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    477000 | PA      | $396401.31    | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Equitable Holdings, Inc.                                                                 | Equitable Holdings, Inc.                                                                 | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258233.09    | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    291000 | PA      | $298617.80    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53247.00     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2141639.13   | 0.14%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XII CLO Ltd                                                                | Cedar Funding XII CLO Ltd                                                                | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    857000 | PA      | $857081.42    | 0.06%             | 2038-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                            | Clearway Energy Operating LLC                                                            | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95481.75     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57839.04     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175000 | PA      | $1186341.45   | 0.08%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    199621 | PA      | $175240.83    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    283332 | PA      | $271560.91    | 0.02%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HFYT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    483691 | PA      | $484744.89    | 0.03%             | 2054-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    157864 | PA      | $157849.58    | 0.01%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1607167 | PA      | $1450584.97   | 0.10%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185643 | PA      | $151835.99    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49077 | PA      | $43367.51     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386019 | PA      | $337805.08    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    983400 | PA      | $1015067.78   | 0.07%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    344796 | PA      | $322768.75    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    148000 | PA      | $155844.00    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls                     | Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls                     | CUSIP: 45780UAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90281.70     | 0.01%             | 2032-10-16      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233109.00    | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18705 | PA      | $18605.09     | 0.00%             | 2026-06-17      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131368 | PA      | $139086.82    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1351537 | PA      | $1392947.94   | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 32 Ltd                                                                      | Flatiron CLO 32 Ltd                                                                      | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    849000 | PA      | $851737.18    | 0.06%             | 2038-10-22      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ministry of Defence State of Israel                                                      | Ministry of Defence State of Israel                                                      | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $90184.59     | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    677000 | PA      | $638904.74    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                | MSCI Inc.                                                                                | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    247000 | PA      | $245369.31    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5812094.74   | 0.39%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110889.90    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127792.50    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88263.70     | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    164000 | PA      | $170825.68    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF4, LLC                                                                      | PRPM 2024-RCF4, LLC                                                                      | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135385 | PA      | $134158.89    | 0.01%             | 2028-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27450.00     | 0.00%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LFS Topco LLC                                                                            | LFS Topco LLC                                                                            | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $156176.45    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                       | Puget Energy, Inc.                                                                       | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    516000 | PA      | $505188.72    | 0.03%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                                                              | Sotera Health Holdings, LLC                                                              | CUSIP: 83600WAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36706.25     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $214250.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                                    | Tanger Properties Limited Partnership                                                    | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979484.50   | 0.20%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375538 | PA      | $322174.08    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIX, Ltd.                                                           | Madison Park Funding XIX, Ltd.                                                           | CUSIP: 55819QBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469000 | PA      | $469328.30    | 0.03%             | 2037-01-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41530.95     | 0.00%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68288.25     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $35743.75     | 0.00%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $146681.15    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157363.50    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| X.Ai Corp.                                                                               | X.Ai Corp.                                                                               | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $250430.10    | 0.02%             | 2030-06-30      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $615054.85    | 0.04%             | 2038-05-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                                | Millrose Properties, Inc.                                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51139.00     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102518 | PA      | $101920.30    | 0.01%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                                       | CPM Holdings, Inc.                                                                       | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49113 | PA      | $48812.60     | 0.00%             | 2028-09-18      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd                                                                 | OHA Credit Funding 6 Ltd                                                                 | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    857000 | PA      | $858131.24    | 0.06%             | 2037-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-46 Ltd                                                                      | OCP CLO 2025-46 Ltd                                                                      | CUSIP: 671023AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    555000 | PA      | $554927.30    | 0.04%             | 2038-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80897 | PA      | $81067.17     | 0.01%             | 2030-06-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31228 | PA      | $31293.14     | 0.00%             | 2030-06-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                             | ON Semiconductor Corporation                                                             | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    102000 | PA      | $121044.42    | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61678.80     | 0.00%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                                              | Van Pool Transportation LLC                                                              | CUSIP: 07363PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6247 | PA      | $6274.36      | 0.00%             | 2030-06-18      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC                                                                              | USALCO, LLC                                                                              | CUSIP: 91732NAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71984 | PA      | $72232.05     | 0.00%             | 2031-09-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    675000 | PA      | $647876.14    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OT MidCo Inc.                                                                            | OT MidCo Inc.                                                                            | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $61225.00     | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| USALCO, LLC                                                                              | USALCO, LLC                                                                              | CUSIP: 91732NAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7473 | PA      | $7498.24      | 0.00%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61666.20     | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| TCS Finance Designated Activity Company                                                  | TCS Finance Designated Activity Company                                                  | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    175000 | PA      | $134531.25    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $5514866.94   | 0.37%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                            | Citigroup Commercial Mortgage Trust 2019-GC41                                            | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3140700 | PA      | $89665.72     | 0.01%             | 2056-08-11      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1724766.40   | 0.11%             | 2056-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12115780.80  | 0.80%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138778.65    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings, LLC                                                       | BW Gas & Convenience Holdings, LLC                                                       | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120665 | PA      | $120262.74    | 0.01%             | 2028-03-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                               | MajorDrive Holdings IV LLC                                                               | CUSIP: 56085UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114197 | PA      | $103348.38    | 0.01%             | 2028-05-12      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173305 | PA      | $172221.86    | 0.01%             | 2029-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a r.l.                                                          | Loire Finco Luxembourg S.a r.l.                                                          | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24079 | PA      | $24043.03     | 0.00%             | 2030-01-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                               | Dryden 37 Senior Loan Fund                                                               | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1705000 | PA      | $1707630.82   | 0.11%             | 2037-07-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 Ltd                                                               | Eaton Vance CLO 2020-2 Ltd                                                               | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1021441.26   | 0.07%             | 2037-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                                                    | Life Time Fitness Inc                                                                    | CUSIP: 50218KAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153839 | PA      | $154320.96    | 0.01%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25449 | PA      | $24078.11     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    401022 | PA      | $406559.44    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E06F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1303893 | PA      | $1221002.04   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    348689 | PA      | $285408.52    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    622966 | PA      | $554971.51    | 0.04%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    162222 | PA      | $144353.74    | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6RW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    149170 | PA      | $143050.27    | 0.01%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8V81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    145548 | PA      | $143409.16    | 0.01%             | 2052-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19685 | PA      | $17845.69     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    256829 | PA      | $246798.63    | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3999602 | PA      | $3451880.42   | 0.23%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAP1<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4734094.99   | 0.31%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     60000 | PA      | $61340.05     | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    993000 | PA      | $999420.24    | 0.07%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $26709.03     | 0.00%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $28200.00     | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    591938 | PA      | $545881.03    | 0.04%             | 2026-12-07      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                                                      | Sable International Finance Limited                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319331.25    | 0.02%             | 2032-10-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41127.84     | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61412.85     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                                   | Taco Bell Funding, LLC                                                                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1170000 | PA      | $1162502.76   | 0.08%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Telekom Srbija A.D. Beograd                                                              | Telekom Srbija A.D. Beograd                                                              | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224930.25    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     80595 | PA      | $45737.66     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118090.50    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2024-1 Ltd                                                                      | Voya CLO 2024-1 Ltd                                                                      | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813000 | PA      | $814973.96    | 0.05%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wulf Compute LLC                                                                         | Wulf Compute LLC                                                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $226732.00    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    588000 | PA      | $570127.15    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-A                                                 | Affirm Asset Securitization Trust 2024-A                                                 | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300485.79    | 0.02%             | 2026-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    732000 | PA      | $737764.06    | 0.05%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Constant Contact Inc                                                                     | Constant Contact Inc                                                                     | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $8679.30      | 0.00%             | 2029-02-10      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                      | Hilton Grand Vacations Borrower LLC                                                      | CUSIP: 43283LAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377922 | PA      | $378772.21    | 0.03%             | 2028-05-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                                                      | Securus Technologies Holdings, Inc.                                                      | CUSIP: 05358AAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186301 | PA      | $1397.26      | 0.00%             | 2026-03-25      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                                | Construction Partners Inc                                                                | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109175 | PA      | $109857.34    | 0.01%             | 2031-10-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                           | Core & Main LP                                                                           | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49116 | PA      | $49116.44     | 0.00%             | 2031-02-09      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216460 | PA      | $216961.69    | 0.01%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                            | Clearway Energy Operating LLC                                                            | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24914.75     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | Commonwealth Bank of Australia                                                           | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |    384000 | PA      | $370383.36    | 0.02%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-1, Ltd.                                                             | Eaton Vance CLO 2020-1, Ltd.                                                             | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1146000 | PA      | $1148985.33   | 0.08%             | 2037-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31334WND9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73957 | PA      | $69624.74     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213863 | PA      | $214474.31    | 0.01%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                                          | Hamilton Projects Acquiror, LLC                                                          | CUSIP: 40444KAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61370 | PA      | $61719.36     | 0.00%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    185957 | PA      | $163532.32    | 0.01%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140K1AE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58182 | PA      | $54919.84     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                                                 | Crown Subsea Communications Holding,Inc.                                                 | CUSIP: 22860EAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217513 | PA      | $218926.43    | 0.01%             | 2031-01-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                                 | SGH2 LLC                                                                                 | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $65162.50     | 0.00%             | 2032-07-16      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                                    | Qnity Electronics Inc                                                                    | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $155581.25    | 0.01%             | 2032-08-11      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1289678 | PA      | $1102862.30   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59090 | PA      | $58028.16     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    280511 | PA      | $292874.72    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6UU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95862 | PA      | $101621.75    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc., The                                                                     | GEO Group, Inc., The                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120019.90    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $34135.80     | 0.00%             | 2037-02-17      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                        | Lamar Media Corp.                                                                        | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109312.50    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                                 | Madison Park Funding Ltd                                                                 | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1340688.76   | 0.09%             | 2034-04-19      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIII, Ltd                                                           | Madison Park Funding XIII, Ltd                                                           | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1211000 | PA      | $1213819.21   | 0.08%             | 2037-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145362.50    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                                 | Oak Hill Credit Partners                                                                 | CUSIP: 67706JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1393000 | PA      | $1396702.59   | 0.09%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41038.00     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                             | Performance Food Group, Inc.                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66952.60     | 0.00%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281169.90    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Energy Corporation                                                               | Sunnova Energy Corporation                                                               | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $612.50       | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208264.05    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings, LLC                                                     | Synergy Infrastructure Holdings, LLC                                                     | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32123.75     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    582000 | PA      | $578438.45    | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1427184.38   | 0.09%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96119.10     | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ICON Luxembourg S.a r.l.                                                                 | ICON Luxembourg S.a r.l.                                                                 | CUSIP: L5000DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88613 | PA      | $89250.03     | 0.01%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                                                | Ryan Specialty Group, LLC                                                                | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152152 | PA      | $152247.92    | 0.01%             | 2031-09-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                                       | APLD ComputeCo LLC                                                                       | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $335160.00    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                                        | Benchmark 2021-B27 Mortgage Trust                                                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2022965 | PA      | $94911.45     | 0.01%             | 2054-07-17      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17306 | PA      | $16851.51     | 0.00%             | 2031-12-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525754 | PA      | $528246.17    | 0.04%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CSN Islands XII Corp                                                                     | CSN Islands XII Corp                                                                     | CUSIP: 12642KAB0<br>LEI: 222100BC34RLK5I1BK26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184991.00    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44887.50     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1553 | PA      | $1560.21      | 0.00%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: 82453JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $25130.25     | 0.00%             | 2032-05-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     10000 | PA      | $8831.45      | 0.00%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1422924.34   | 0.09%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                | Bausch & Lomb Corporation                                                                | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $201295.50    | 0.01%             | 2030-12-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                                        | Rockpoint Gas Storage Partners LP                                                        | CUSIP: 77381HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89250 | PA      | $89584.89     | 0.01%             | 2031-09-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329N6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    220153 | PA      | $212724.85    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    133118 | PA      | $121427.68    | 0.01%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HNI Corp                                                                                 | HNI Corp                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $55137.50     | 0.00%             | 2032-11-19      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40930 | PA      | $37092.32     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73132 | PA      | $73913.12     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    263483 | PA      | $265386.32    | 0.02%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $304191.69    | 0.02%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    161268 | PA      | $158030.98    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    286353 | PA      | $298504.42    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-RPL4                                            | GS Mortgage-Backed Securities Trust 2024-RPL4                                            | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606605 | PA      | $599460.58    | 0.04%             | 2026-07-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $3029381.68   | 0.20%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29832.00     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89831.25     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust 2022-CP1                                                                 | NYMT Loan Trust 2022-CP1                                                                 | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106630 | PA      | $100943.96    | 0.01%             | 2027-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43650.00     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $213586.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $209985.20    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45225.00     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120192.24    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                              | Transcontinental Gas Pipe Line Company, LLC                                              | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $393169.57    | 0.03%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $202237.80    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15441000 | PA      | $13703283.76  | 0.91%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust VIII                                                      | Willis Engine Structured Trust VIII                                                      | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    756363 | PA      | $759993.75    | 0.05%             | 2031-06-16      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     39287 | PA      | $37637.08     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Old Claimco, LLC                                                                         | Old Claimco, LLC                                                                         | CUSIP: N/A<br>LEI: 549300MWTY75LB8TRO50       | Long             | EC               | CORP              | US        |      5023 | NS      | $53645.64     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Constant Contact Inc                                                                     | Constant Contact Inc                                                                     | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369626 | PA      | $351473.74    | 0.02%             | 2028-02-10      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11619 | PA      | $11629.64     | 0.00%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100571 | PA      | $100903.12    | 0.01%             | 2031-10-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 19, Ltd.                                                                       | AIMCO CLO 19, Ltd.                                                                       | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $340837.08    | 0.02%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                    | Ardagh Metal Packaging Finance Public Limited Company                                    | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74143.08     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71021.45     | 0.00%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                          | CoreCivic, Inc.                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149187.00    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                            | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    209000 | PA      | $189877.80    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                   | Fair Isaac Corporation                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151702.96    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     39568 | PA      | $37423.57     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    922576 | PA      | $762352.96    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    257490 | PA      | $271894.71    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    552706 | PA      | $476789.74    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85425 | PA      | $83853.73     | 0.01%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    193127 | PA      | $171882.90    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    130478 | PA      | $131562.28    | 0.01%             | 2048-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    257924 | PA      | $243944.92    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268546 | PA      | $221992.09    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91929 | PA      | $94562.18     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78520.08     | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    269133 | PA      | $258187.36    | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                            | BLP Commercial Mortgage Trust                                                            | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482297 | PA      | $481995.86    | 0.03%             | 2026-03-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |    280000 | PA      | $107800.00    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129892.50    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622422.92    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRTR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309089 | PA      | $317940.89    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1076903 | PA      | $965817.79    | 0.06%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $201458.22    | 0.01%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N1UX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17227 | PA      | $17567.00     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    174519 | PA      | $155388.88    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                               | Fertitta Entertainment LLC                                                               | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241808.85    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 20 Ltd                                                                      | Flatiron CLO 20 Ltd                                                                      | CUSIP: 33883MAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1862000 | PA      | $1860901.42   | 0.12%             | 2038-11-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386940 | PA      | $331471.90    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                                    | GS Mortgage Securities Trust 2017-GS6                                                    | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     92387 | PA      | $91113.92     | 0.01%             | 2027-03-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $80665.62     | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                    | Inversiones CMPC S.A.                                                                    | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53585.91     | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Jamaica, The Government of                                                               | Jamaica, The Government of                                                               | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $42218.75     | 0.00%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169191.00    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $96235.83     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    425000 | PA      | $393691.91    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Limited                                                                   | Cosan Overseas Limited                                                                   | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    190000 | PA      | $190554.80    | 0.01%             | 2500-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| American Trailer World Corp.                                                             | American Trailer World Corp.                                                             | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176639 | PA      | $156342.96    | 0.01%             | 2028-02-17      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| EP Purchaser, LLC                                                                        | EP Purchaser, LLC                                                                        | CUSIP: 26881KAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19871 | PA      | $14058.87     | 0.00%             | 2028-11-06      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                   | Chart Industries, Inc.                                                                   | CUSIP: 16115EAT4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75591 | PA      | $75809.10     | 0.01%             | 2030-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Archkey Solutions LLC                                                                    | Archkey Solutions LLC                                                                    | CUSIP: 48205CAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12414 | PA      | $12530.23     | 0.00%             | 2031-10-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                                                                   | ECL Entertainment, LLC                                                                   | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69054 | PA      | $68794.57     | 0.00%             | 2030-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    679179 | PA      | $657159.96    | 0.04%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190883.00    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13008.56     | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ares LIV CLO Ltd                                                                         | Ares LIV CLO Ltd                                                                         | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    643000 | PA      | $644878.85    | 0.04%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                    | Axon Enterprise, Inc.                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87550.00     | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| C T Trust                                                                                | C T Trust                                                                                | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191060.00    | 0.01%             | 2032-02-03      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148987.50    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23073.25     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties                                                                  | COPT Defense Properties                                                                  | CUSIP: 22003BAL0<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255915.72    | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $76968.75     | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    745298 | PA      | $672918.49    | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    548636 | PA      | $573290.22    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AUDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    125897 | PA      | $103678.35    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31359 | PA      | $25785.35     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPGS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    190557 | PA      | $192593.05    | 0.01%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    801130 | PA      | $705954.37    | 0.05%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38972 | PA      | $35357.87     | 0.00%             | 2040-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72680.30     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                      | Owens & Minor, Inc.                                                                      | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30486.15     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Palmer Square Loan Funding 2025-1 Ltd                                                    | Palmer Square Loan Funding 2025-1 Ltd                                                    | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    919914 | PA      | $918406.67    | 0.06%             | 2033-02-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191884.00    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $126562.50    | 0.01%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties, L.P.                                                          | Hudson Pacific Properties, L.P.                                                          | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2310125.00   | 0.15%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48155.00     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130346.25    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao S.A.                                                                   | Samarco Mineracao S.A.                                                                   | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | US        |    498324 | PA      | $506888.94    | 0.03%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp.                                                                           | TopBuild Corp.                                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75750.00     | 0.01%             | 2032-02-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Cerro Del Aguila S.A.                                                                    | Cerro Del Aguila S.A.                                                                    | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200780.04    | 0.01%             | 2035-09-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLI, Limited                                                                   | Magnetite XLI, Limited                                                                   | CUSIP: 55956AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    596000 | PA      | $597059.69    | 0.04%             | 2038-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                                         | Transocean International Limited                                                         | CUSIP: 893814AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20662.50     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97626.75     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | US        |     75320 | PA      | $74637.18     | 0.00%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Network I2I Limited                                                                      | Network I2I Limited                                                                      | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49812.50     | 0.00%             | 2500-12-31      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5341000 | PA      | $5228963.98   | 0.35%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $7105437.50   | 0.47%             | 2035-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                                 | Oak Hill Credit Partners                                                                 | CUSIP: 67706JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250361.50    | 0.02%             | 2037-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    621340 | PA      | $594337.56    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    360000 | PA      | $375343.20    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Unum Group                                                                               | Unum Group                                                                               | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1413401.15   | 0.09%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                    | Mesquite Energy, Inc.                                                                    | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    269000 | PA      | $26.90        | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Senegal, Government of                                                                   | Senegal, Government of                                                                   | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $46300.00     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Thunderbolt III Aircraft Lease Limited                                                   | Thunderbolt III Aircraft Lease Limited                                                   | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    426238 | PA      | $415326.36    | 0.03%             | 2026-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124903.20    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chromalloy Corporation                                                                   | Chromalloy Corporation                                                                   | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       225 | PA      | $226.26       | 0.00%             | 2031-03-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212780 | PA      | $212807.25    | 0.01%             | 2030-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64570.35     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $209092.60    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                                       | Tronox Finance LLC                                                                       | CUSIP: 89705DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $76969.00     | 0.01%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc.                                                                           | TPC Group Inc.                                                                           | CUSIP: 87266EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84175 | PA      | $75056.66     | 0.00%             | 2031-11-22      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    294000 | PA      | $305541.79    | 0.02%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12875077.80  | 0.85%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                   | Townsquare Media, Inc.                                                                   | CUSIP: 89223EAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44434 | PA      | $30992.71     | 0.00%             | 2031-01-17      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                                   | TK Elevator Midco GmbH                                                                   | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77145 | PA      | $77582.38     | 0.01%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                                                       | CFC Bidco 2022 Ltd                                                                       | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $135975.00    | 0.01%             | 2032-05-30      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                                                             | CHG Healthcare Services Inc.                                                             | CUSIP: 12541HAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       304 | PA      | $305.64       | 0.00%             | 2028-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16630000 | PA      | $8497540.86   | 0.56%             | 2040-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                         | Virgin Media Secured Finance PLC                                                         | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73860.00     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Azorra Soar TLB Finance Ltd                                                              | Azorra Soar TLB Finance Ltd                                                              | CUSIP: G0754AAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88950 | PA      | $89321.04     | 0.01%             | 2029-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85063.75     | 0.01%             | 2028-04-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234233 | PA      | $234415.65    | 0.02%             | 2031-03-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                               | Restoration Hardware, Inc.                                                               | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181727 | PA      | $179001.44    | 0.01%             | 2028-10-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of CA, Inc.                                        | St. George Warehousing & Trucking Co. of CA, Inc.                                        | CUSIP: 78477PAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72766 | PA      | $7276.63      | 0.00%             | 2029-10-03      | Floating      | 11.59%                | No            |                  3 | On Loan: No      |
| Johnstone Supply LLC                                                                     | Johnstone Supply LLC                                                                     | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113850 | PA      | $114403.31    | 0.01%             | 2031-06-09      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Recess Holdings, Inc.                                                                    | Recess Holdings, Inc.                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98630 | PA      | $99169.45     | 0.01%             | 2030-02-21      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38954 | PA      | $39085.06     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11414 | PA      | $11452.33     | 0.00%             | 2032-01-30      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower, LLC                                                               | GTCR Everest Borrower, LLC                                                               | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178727 | PA      | $179322.22    | 0.01%             | 2031-09-05      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                                                                 | Red Planet Borrower, LLC                                                                 | CUSIP: 57165KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $270253.80    | 0.02%             | 2032-08-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| JP Intermediate B, LLC                                                                   | JP Intermediate B, LLC                                                                   | CUSIP: 46650KAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13528 | PA      | $10822.32     | 0.00%             | 2030-09-30      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| Genmab AS                                                                                | Genmab AS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175000 | PA      | $175766.50    | 0.01%             | 2032-11-19      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                            | Pye-Barker Fire & Safety, LLC                                                            | CUSIP: 69380SAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11050 | PA      | $11114.42     | 0.00%             | 2032-12-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS11                                                | Morgan Stanley Capital I Trust 2016-UBS11                                                | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $692787.13    | 0.05%             | 2026-08-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57019.58     | 0.00%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64797.85     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77062.50     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113944.16    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| The Republic of Rwanda, Government of                                                    | The Republic of Rwanda, Government of                                                    | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | US        |    120000 | PA      | $111150.00    | 0.01%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |    884000 | PA      | $905457.24    | 0.06%             | 2029-04-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $867311.87    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113758.70    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261637.15    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192388.30    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings, LLC                                                                        | UWM Holdings, LLC                                                                        | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126225.00    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $2163218.75   | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6406562.50   | 0.42%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Western Southern Global Funding                                                          | Western Southern Global Funding                                                          | CUSIP: 95954A2A0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204710.26    | 0.01%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    100000 | PA      | $111897.84    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Dar Al Arkan Sukuk Co Ltd                                                                | Dar Al Arkan Sukuk Co Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $202714.00    | 0.01%             | 2030-07-02      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Echo Global Logistics, Inc.                                                              | Echo Global Logistics, Inc.                                                              | CUSIP: 28257KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189509 | PA      | $186312.02    | 0.01%             | 2028-11-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120539 | PA      | $120646.70    | 0.01%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    891950 | PA      | $891530.74    | 0.06%             | 2030-09-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38255 | PA      | $38380.98     | 0.00%             | 2031-10-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Empire Today, LLC                                                                        | Empire Today, LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8057 | PA      | $4592.25      | 0.00%             | 2029-08-03      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Empire Today, LLC                                                                        | Empire Today, LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49011 | PA      | $1225.27      | 0.00%             | 2029-08-03      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                              | Avis Budget Car Rental, LLC                                                              | CUSIP: 05377JAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74812 | PA      | $74376.34     | 0.00%             | 2032-07-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent Inc                                                              | Wash Multifamily Parent Inc                                                              | CUSIP: 93710RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $75562.50     | 0.01%             | 2032-08-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                  | Aveanna Healthcare, LLC                                                                  | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45235.35     | 0.00%             | 2032-09-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116695.95    | 0.01%             | 2035-03-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46544.85     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                | CNX Resources Corporation                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67763.80     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113356.10    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65121.88     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Cogent Communications Group, LLC                                                         | Cogent Communications Group, LLC                                                         | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79722.40     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205144.38    | 0.01%             | 2053-09-08      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties                                                                  | COPT Defense Properties                                                                  | CUSIP: 22003BAM8<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    187000 | PA      | $170584.24    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: 221597BT3<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | US        |      5000 | PA      | $4818.75      | 0.00%             | 2043-04-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $36800.00     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46019.25     | 0.00%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                                        | Exeter Select Automobile Receivables Trust 2025-1                                        | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $116258.16    | 0.01%             | 2028-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    297557 | PA      | $278640.88    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25220 | PA      | $22855.68     | 0.00%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BL6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2081419 | PA      | $2011277.87   | 0.13%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HNWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $200572.62    | 0.01%             | 2030-11-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    414407 | PA      | $372867.29    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1160489 | PA      | $1036546.44   | 0.07%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110739 | PA      | $117314.51    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133191.25    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Forward Air Corporation                                                                  | Forward Air Corporation                                                                  | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $39081.99     | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Investment Energy Resources Limited                                                      | Investment Energy Resources Limited                                                      | CUSIP: 46143NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200250.00    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108900.00    | 0.01%             | 2026-04-04      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MFA 2024-RPL1 Trust                                                                      | MFA 2024-RPL1 Trust                                                                      | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169325 | PA      | $161982.67    | 0.01%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Marb Bondco PLC                                                                          | Marb Bondco PLC                                                                          | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176406.75    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46726.65     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63224.40     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    835000 | PA      | $860271.61    | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| The New Home Company Inc.                                                                | The New Home Company Inc.                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66778.40     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167999.70    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163322.56    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68957.46     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                               | Sensata Technologies, Inc.                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130665.00    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $88894.90     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32911055.10  | 2.18%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                            | Volcan Compania Minera S.A.A.                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230879.25    | 0.02%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     49746 | PA      | $53725.68     | 0.00%             | 2030-06-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Zambia                                                     | Government of the Republic of Zambia                                                     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | US        |     12318 | PA      | $12102.14     | 0.00%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    478661 | PA      | $475400.91    | 0.03%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                                                     | LC AHAB US Bidco LLC                                                                     | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113999 | PA      | $114213.18    | 0.01%             | 2031-04-14      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13790 | PA      | $14422.28     | 0.00%             | 2026-03-25      | Floating      | 13.96%                | No            |                  3 | On Loan: No      |
| Loire Finco Luxembourg S.a r.l.                                                          | Loire Finco Luxembourg S.a r.l.                                                          | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30646 | PA      | $30600.22     | 0.00%             | 2030-01-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102761 | PA      | $107470.45    | 0.01%             | 2026-03-25      | Floating      | 14.16%                | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                                                      | BIFM US Finance LLC                                                                      | CUSIP: G0757GAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108828 | PA      | $109462.58    | 0.01%             | 2028-05-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Limited                                                            | Alpha Star Holding IX Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $204414.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     50000 | PA      | $43937.50     | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3731712.08   | 0.25%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8027.34      | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97307 | PA      | $87688.71     | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78612 | PA      | $70897.75     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1352159 | PA      | $1192898.74   | 0.08%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    618176 | PA      | $597104.63    | 0.04%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382BUU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350110 | PA      | $344395.50    | 0.02%             | 2049-12-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204897.50    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |   1515000 | PA      | $1240583.51   | 0.08%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAU0<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196608.53    | 0.01%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors, LLC                                                                   | KeHE Distributors, LLC                                                                   | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146819.40    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189651.71    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                                | Liberty Costa Rica Senior Secured Finance                                                | CUSIP: 530371AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209626.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) Ltd.                                                                     | MDGH GMTN (RSC) Ltd.                                                                     | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190228.70    | 0.01%             | 2053-05-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Macquarie AirFinance Holdings Limited                                                    | Macquarie AirFinance Holdings Limited                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90936.23     | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35441.60     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $42853.14     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                      | POSCO Holdings Inc.                                                                      | CUSIP: 73730EAE3<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212175.12    | 0.01%             | 2033-01-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PTT Treasury Center Company Limited                                                      | PTT Treasury Center Company Limited                                                      | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34380.19     | 0.00%             | 2070-07-16      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $343529.61    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Silk Road Group Holding LLC                                                              | Silk Road Group Holding LLC                                                              | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201125.00    | 0.01%             | 2030-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95540000 | PA      | $92916385.61  | 6.16%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1038498.36   | 0.07%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165211 | PA      | $164934.63    | 0.01%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114712 | PA      | $114712.50    | 0.01%             | 2032-05-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                                                        | Southern Veterinary Partners, LLC                                                        | CUSIP: 84410HAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259538 | PA      | $259109.26    | 0.02%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                                   | Chemours Company (The)                                                                   | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $207112.50    | 0.01%             | 2032-09-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1129412.10   | 0.07%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2018-BIOA                                                   | BX Commercial Mortgage Trust 2018-BIOA                                                   | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $885781.24    | 0.06%             | 2027-02-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bermuda, Government of                                                                   | Bermuda, Government of                                                                   | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $41524.32     | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP                                                                            | CQP Holdco LP                                                                            | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $176413.05    | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44919.90     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Carnelian Point Holdings, L.P.                                                           | Carnelian Point Holdings, L.P.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        97 | NS      | $283.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Reworld Holding Corporation                                                              | Reworld Holding Corporation                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33608.05     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dryden 98 CLO Ltd                                                                        | Dryden 98 CLO Ltd                                                                        | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591000 | PA      | $591302.59    | 0.04%             | 2035-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    247445 | PA      | $252176.91    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    159462 | PA      | $134742.48    | 0.01%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    621236 | PA      | $555055.80    | 0.04%             | 2049-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BL6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    221557 | PA      | $208132.97    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    192773 | PA      | $175667.16    | 0.01%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131916 | PA      | $117538.61    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GT6J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     74614 | PA      | $79190.68     | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |      4000 | PA      | $3930.00      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46245.60     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2025-MHIL2                                                 | MHP Commercial Mortgage Trust 2025-MHIL2                                                 | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751000 | PA      | $750999.47    | 0.05%             | 2027-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57182.95     | 0.00%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26261.00     | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2025-44 Ltd                                                                      | OCP CLO 2025-44 Ltd                                                                      | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    891000 | PA      | $893234.63    | 0.06%             | 2038-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180382.20    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Party City Holdings Inc.                                                                 | Party City Holdings Inc.                                                                 | CUSIP: 702150103<br>LEI: 5493005PYM1JS6EZN307 | Long             | EC               | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62518.80     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                              | Saks Global Enterprises LLC                                                              | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    251980 | PA      | $16378.70     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142450.00    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $63187.50     | 0.00%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                          | South Bow Canadian Infrastructure Holdings Ltd.                                          | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $86163.75     | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148036.30    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                                 | StoneX Escrow Issuer LLC                                                                 | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35105.00     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    617000 | PA      | $560303.50    | 0.04%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $406668.75    | 0.03%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660799.19    | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                                                            | Academy, Ltd.                                                                            | CUSIP: 00400YAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54837 | PA      | $54837.40     | 0.00%             | 2027-11-05      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                                                            | Academy, Ltd.                                                                            | CUSIP: 00400YAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       480 | PA      | $479.63       | 0.00%             | 2027-11-05      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Accelerated Health Systems, LLC                                                          | Accelerated Health Systems, LLC                                                          | CUSIP: 04747LAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97612 | PA      | $72370.23     | 0.00%             | 2029-02-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                                | Sedgwick Claims Management Services, Inc.                                                | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142587 | PA      | $143003.03    | 0.01%             | 2028-02-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64025 | PA      | $64345.13     | 0.00%             | 2031-03-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sabert Corporation                                                                       | Sabert Corporation                                                                       | CUSIP: 78516EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119276 | PA      | $118977.45    | 0.01%             | 2026-12-10      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                      | CNT Holdings I Corp                                                                      | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138396 | PA      | $138663.20    | 0.01%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer, Inc.                                                                    | Charlotte Buyer, Inc.                                                                    | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167325 | PA      | $164108.95    | 0.01%             | 2028-02-11      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                                 | Primo Brands Corporation                                                                 | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332832 | PA      | $333637.27    | 0.02%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                           | Cogentrix Finance Holdco I LLC                                                           | CUSIP: 19239LAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70816 | PA      | $71188.99     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                                       | Pinnacle Buyer LLC                                                                       | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17742 | PA      | $17797.47     | 0.00%             | 2032-09-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                            | Coherent Corp                                                                            | CUSIP: 45173JAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110712 | PA      | $110781.65    | 0.01%             | 2029-07-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                 | Allison Transmission Inc                                                                 | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45187.65     | 0.00%             | 2032-11-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $1995420.11   | 0.13%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1564945.17   | 0.10%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BCRED BSL Static CLO 2025-1 Ltd                                                          | BCRED BSL Static CLO 2025-1 Ltd                                                          | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $875203.00    | 0.06%             | 2035-07-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333997 | PA      | $3326714.12   | 0.22%             | 2027-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138337.50    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614336 | PA      | $613951.57    | 0.04%             | 2040-12-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $164812.50    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $158437.50    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    191000 | PA      | $160100.73    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    327008 | PA      | $331625.51    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    970927 | PA      | $998732.71    | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4R85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    555029 | PA      | $494250.34    | 0.03%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    244939 | PA      | $246440.22    | 0.02%             | 2054-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66850 | PA      | $60636.84     | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1013551 | PA      | $1041310.01   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y67A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    166178 | PA      | $176227.20    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1844345 | PA      | $1528424.37   | 0.10%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                     | Guara Norte S.a r.l.                                                                     | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | US        |    147330 | PA      | $143506.74    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Navigator 2025-1 Aviation Ltd                                                            | Navigator 2025-1 Aviation Ltd                                                            | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1244444 | PA      | $1231252.87   | 0.08%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                            | Oportun Issuance Trust 2025-B                                                            | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302548.08    | 0.02%             | 2027-11-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3, LLC                                                                      | PRPM 2025-RCF3, LLC                                                                      | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170371 | PA      | $171223.33    | 0.01%             | 2055-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                                                                     | Pine Street Trust II                                                                     | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935088.00    | 0.06%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60480.71     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Store Capital LLC                                                                        | Store Capital LLC                                                                        | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    329000 | PA      | $299267.05    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1106968.36   | 0.07%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                        | Taylor Morrison Communities, Inc.                                                        | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56529.55     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $217000.00    | 0.01%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347760.07    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233877.60    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77295.75     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux S.a r.l.                                                              | Jazz Financing Lux S.a r.l.                                                              | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242440 | PA      | $243349.09    | 0.02%             | 2028-05-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                                          | Derby Buyer LLC                                                                          | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98056 | PA      | $98290.83     | 0.01%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| KNS Acquisition Corp.                                                                    | KNS Acquisition Corp.                                                                    | CUSIP: 94950EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88578 | PA      | $87249.10     | 0.01%             | 2030-04-19      | Floating      | 8.84%                 | No            |                  3 | On Loan: No      |
| KNS Acquisition Corp.                                                                    | KNS Acquisition Corp.                                                                    | CUSIP: 94950EAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85173 | PA      | $71900.39     | 0.00%             | 2030-10-19      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| KnowBe4, Inc.                                                                            | KnowBe4, Inc.                                                                            | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $89944.20     | 0.01%             | 2032-07-21      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM Acquisition LLC                                                                      | CUSIP: 50179JAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151556 | PA      | $151253.37    | 0.01%             | 2031-06-06      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                                     | Varsity Brands, Inc.                                                                     | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189462 | PA      | $190055.52    | 0.01%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43421 | PA      | $43529.60     | 0.00%             | 2032-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                   | APH Somerset Inv 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136563.30    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| The Government of the Republic of Armenia                                                | The Government of the Republic of Armenia                                                | CUSIP: 042207AE0<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $207750.00    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                              | Avis Budget Car Rental, LLC                                                              | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77350.50     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2023-IV                                                                  | Barings CLO Ltd 2023-IV                                                                  | CUSIP: 06763MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1424000 | PA      | $1426016.38   | 0.09%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179784.85    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                            | Empresa Nacional del Petroleo                                                            | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209405.74    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HL4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38859 | PA      | $38337.66     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Company, Inc.                                                          | Hawaiian Electric Company, Inc.                                                          | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50500.00     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1148158.14   | 0.08%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                          | Kronos Acquisition Holdings Inc                                                          | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $85475.00     | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Strategy Inc                                                                             | Strategy Inc                                                                             | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       750 | NS      | $74096.25     | 0.00%             | 2500-12-31      | Fixed         | 9.00%                 | No            |                  1 | On Loan: —       |
| RR 34 LTD                                                                                | RR 34 LTD                                                                                | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478000 | PA      | $479311.63    | 0.03%             | 2039-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                                                | E.W. Scripps Company, The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79700.00     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138484.35    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $102825.00    | 0.01%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                     | WEC US Holdings Ltd.                                                                     | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303703 | PA      | $304103.91    | 0.02%             | 2031-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| WH Borrower, LLC                                                                         | WH Borrower, LLC                                                                         | CUSIP: 92942LAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508600 | PA      | $510746.29    | 0.03%             | 2032-02-12      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp                                                                                | X.Ai Corp                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34950 | PA      | $36646.47     | 0.00%             | 2030-06-28      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1991003.26   | 0.13%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40073 | PA      | $32587.32     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings, LLC                                                                  | ATP Tower Holdings, LLC                                                                  | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71070.00     | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62634 | PA      | $56550.45     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38938 | PA      | $35299.73     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106947.75    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Axian Telecom Holding and Management PLC                                                 | Axian Telecom Holding and Management PLC                                                 | CUSIP: 05465QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $272362.50    | 0.02%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    292803 | PA      | $239024.34    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    198732 | PA      | $209539.58    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Israel, State of                                                                         | Israel, State of                                                                         | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $190844.60    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, National Association                                        | Morgan Stanley Private Bank, National Association                                        | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1424127.37   | 0.09%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103541.00    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TAV Havalimanlari Holding Anonim Sirketi                                                 | TAV Havalimanlari Holding Anonim Sirketi                                                 | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46912.50     | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2021-LBA                                                                        | BX Trust 2021-LBA                                                                        | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99752.63     | 0.01%             | 2028-02-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                              | Bank Gospodarstwa Krajowego                                                              | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $206201.60    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank 2022-BNK44                                                                          | Bank 2022-BNK44                                                                          | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $4045925.00   | 0.27%             | 2032-10-18      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2023-RPL 1                                               | Bravo Residential Funding Trust 2023-RPL 1                                               | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498469 | PA      | $502702.95    | 0.03%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167546 | PA      | $167441.42    | 0.01%             | 2040-12-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Enpro Inc.                                                                               | Enpro Inc.                                                                               | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66935.70     | 0.00%             | 2033-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31151 | PA      | $30590.87     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     88602 | PA      | $92556.00     | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    230455 | PA      | $220121.76    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    601000 | PA      | $616304.16    | 0.04%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $45009.54     | 0.00%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                               | Jersey Mike's Funding, LLC                                                               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210850 | PA      | $1232617.81   | 0.08%             | 2032-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                                    | Kingston Airport Revenue Finance Ltd.                                                    | CUSIP: 49647QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205062.00    | 0.01%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                   | Oleoducto Central S.A.                                                                   | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97453.62     | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70332.50     | 0.00%             | 2050-01-21      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    712000 | PA      | $703149.77    | 0.05%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91638.90     | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SupplyOne, Inc                                                                           | SupplyOne, Inc                                                                           | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34552 | PA      | $34599.53     | 0.00%             | 2031-03-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 Ltd                                                                          | SLAM 2025-1 Ltd                                                                          | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    583833 | PA      | $595510.08    | 0.04%             | 2032-05-15      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| SRM Escrow Issuer, LLC                                                                   | SRM Escrow Issuer, LLC                                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95204.25     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9962 | PA      | $9437.51      | 0.00%             | 2029-08-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of CA, Inc.                                        | St. George Warehousing & Trucking Co. of CA, Inc.                                        | CUSIP: 78477PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34174 | PA      | $29047.83     | 0.00%             | 2029-10-07      | Floating      | 12.34%                | No            |                  3 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39418.73     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9248.80      | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56762.20     | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84027.20     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc.                                                                      | Central Parent Inc.                                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104736 | PA      | $88457.53     | 0.01%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                                  | New Fortress Energy Inc                                                                  | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $42840.00     | 0.00%             | 2028-10-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                                                      | Orion US Finco Inc.                                                                      | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80324.80     | 0.01%             | 2032-05-21      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I Inc                                                                      | Nourish Buyer I Inc                                                                      | CUSIP: 66979CAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $140613.20    | 0.01%             | 2032-07-08      | Floating      | 8.25%                 | No            |                  3 | On Loan: No      |
| Stonepeak Bayou Holdings LP                                                              | Stonepeak Bayou Holdings LP                                                              | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $67218.75     | 0.00%             | 2032-09-24      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd                                                                     | ADNOC Murban RSC Ltd                                                                     | CUSIP: 00723L2C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188371.74    | 0.01%             | 2054-09-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | Air Lease Corporation                                                                    | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3469256.87   | 0.23%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XIII, Ltd.                                                                   | Allegro CLO XIII, Ltd.                                                                   | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | US        |    716000 | PA      | $717727.71    | 0.05%             | 2038-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ameritex Holdco Intermediate LLC                                                         | Ameritex Holdco Intermediate LLC                                                         | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94332.60     | 0.01%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                    | Boston Properties Limited Partnership                                                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    740000 | PA      | $774217.01    | 0.05%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                | Cablevision Lightpath LLC                                                                | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34123.60     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4552000 | PA      | $3425960.84   | 0.23%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20325000 | PA      | $20696173.12  | 1.37%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221467.50    | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                               | Encore Capital Group, Inc.                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    103000 | PA      | $110369.65    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    604270 | PA      | $630290.46    | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1264527 | PA      | $1081749.83   | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    412527 | PA      | $370326.87    | 0.02%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    360806 | PA      | $371702.09    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43823 | PA      | $44211.03     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34042 | PA      | $30860.92     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 Merger Sub LLC                                                                  | GTCR W-2 Merger Sub LLC                                                                  | CUSIP: 36268NAA8<br>LEI: 254900HJTH4LRJB6QF88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158844.00    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                   | Hightower Holdings LLC                                                                   | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105911.00    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35807.10     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    921000 | PA      | $951444.58    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43875.00     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20873.60     | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                                      | BW Real Estate Inc.                                                                      | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61200.00     | 0.00%             | 2500-12-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                                  | CF Hippolyta Issuer LLC                                                                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1437969 | PA      | $1158191.48   | 0.08%             | 2026-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.                                                | Calumet Specialty Products Partners, L.P.                                                | CUSIP: 131477AV3<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95093.10     | 0.01%             | 2027-01-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2060651.95   | 0.14%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Limited                                                                | DP World Crescent Limited                                                                | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169928.50    | 0.01%             | 2030-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    267139 | PA      | $277640.79    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FYBN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    797720 | PA      | $720946.02    | 0.05%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    127722 | PA      | $113633.03    | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1342782 | PA      | $1148274.06   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16325 | PA      | $15758.63     | 0.00%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20544 | PA      | $16777.15     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    227256 | PA      | $203126.21    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                            | Five Corners Funding Trust II                                                            | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1610387.54   | 0.11%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-RPL2                                            | GS Mortgage-Backed Securities Trust 2024-RPL2                                            | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329612 | PA      | $323018.01    | 0.02%             | 2026-02-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1545656.25   | 0.10%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128480.00    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                                                          | Life Time, Inc.                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158755.65    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ModivCare Inc.                                                                           | ModivCare Inc.                                                                           | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $43.75        | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111470.70    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1418815.75   | 0.09%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                         | Olin Corporation                                                                         | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178367.40    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Onity Loan Investment Trust 2024-HB2                                                     | Onity Loan Investment Trust 2024-HB2                                                     | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112076 | PA      | $112154.02    | 0.01%             | 2027-08-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Palmer Square Loan Funding 2024-2 Ltd                                                    | Palmer Square Loan Funding 2024-2 Ltd                                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    429586 | PA      | $429693.43    | 0.03%             | 2033-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| RR 7 Ltd                                                                                 | RR 7 Ltd                                                                                 | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1141000 | PA      | $1142058.85   | 0.08%             | 2037-01-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    136000 | PA      | $150004.60    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $238399.50    | 0.02%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54028.15     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69246.80     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1145795.07   | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     37000 | PA      | $53927.50     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                    | Altice Financing S.A.                                                                    | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | EC               | CORP              | LU        |       171 | NS      | $2738.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101814 | PA      | $101679.43    | 0.01%             | 2028-02-18      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $35077.50     | 0.00%             | 2028-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                                                           | Tory Burch LLC                                                                           | CUSIP: 89148GAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177148 | PA      | $177147.97    | 0.01%             | 2028-04-14      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: Y8800HAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158002 | PA      | $8690.08      | 0.00%             | 2026-11-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4848 | PA      | $3899.72      | 0.00%             | 2031-02-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242308 | PA      | $194907.50    | 0.01%             | 2031-02-07      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54912 | PA      | $38621.14     | 0.00%             | 2031-05-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                                                       | Gloves Buyer, Inc.                                                                       | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $154003.35    | 0.01%             | 2032-01-16      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition, LLC                                                                   | Tiger Acquisition, LLC                                                                   | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99999.38     | 0.01%             | 2032-08-14      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings, LLC                                                              | TKO Worldwide Holdings, LLC                                                              | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114314 | PA      | $114773.04    | 0.01%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $2019.02      | 0.00%             | 2026-04-09      | Floating      | 11.94%                | No            |                  3 | On Loan: No      |
| MHP Commercial Mortgage Trust 2021-STOR                                                  | MHP Commercial Mortgage Trust 2021-STOR                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $602271.88    | 0.04%             | 2038-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-2 Ltd                                                    | Palmer Square Loan Funding 2025-2 Ltd                                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    847000 | PA      | $847177.02    | 0.06%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                                    | Chamberlain Group Inc                                                                    | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93699 | PA      | $93835.44     | 0.01%             | 2032-07-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                  | Park River Holdings Inc                                                                  | CUSIP: 70082HAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110526.90    | 0.01%             | 2032-09-24      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                                                       | AASET 2021-1 Trust                                                                       | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381365 | PA      | $364890.26    | 0.02%             | 2028-10-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30833.10     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1687149.97   | 0.11%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    310000 | PA      | $309225.00    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: —       |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    996508 | PA      | $739907.19    | 0.05%             | 2035-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C13 Mortgage Trust                                                             | BMO 2025-5C13 Mortgage Trust                                                             | CUSIP: 09664JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201940.96    | 0.01%             | 2030-11-18      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    283000 | PA      | $307023.98    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Caci International Inc.                                                                  | Caci International Inc.                                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118767.40    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding X CLO Ltd                                                                  | Cedar Funding X CLO Ltd                                                                  | CUSIP: 15033XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $711304.98    | 0.05%             | 2037-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73070.20     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94759.20     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130593.60    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36133 | PA      | $32756.23     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2089417 | PA      | $1801773.26   | 0.12%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1239462 | PA      | $1155670.84   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220630 | PA      | $197028.41    | 0.01%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H7ZT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67181 | PA      | $66661.71     | 0.00%             | 2052-07-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116811 | PA      | $95867.63     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    912152 | PA      | $797629.22    | 0.05%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    413630 | PA      | $370745.83    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6EJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    269212 | PA      | $284945.28    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1867132 | PA      | $1525364.96   | 0.10%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTEA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28682 | PA      | $30431.71     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GVFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    209605 | PA      | $205565.27    | 0.01%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 31 Ltd                                                                      | Flatiron CLO 31 Ltd                                                                      | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    777000 | PA      | $777000.00    | 0.05%             | 2039-01-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Les Vetements de Sport Gildan Inc.                                                       | Les Vetements de Sport Gildan Inc.                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101591.00    | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112296.80    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200623.42    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9423 | PA      | $8519.84      | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51231.50     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59517.60     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    270930 | PA      | $253001.91    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81100.00     | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO 2025-47 Ltd                                                                | OCP Aegis CLO 2025-47 Ltd                                                                | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    714000 | PA      | $714177.07    | 0.05%             | 2038-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                               | PacifiCorp                                                                               | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134414.91    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72251.90     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Operating Partnership, LP                                                       | Piedmont Operating Partnership, LP                                                       | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    207000 | PA      | $177895.18    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                           | Uniti Group LP                                                                           | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123042.50    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48732 | PA      | $48811.19     | 0.00%             | 2031-06-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Riot Platforms, Inc.                                                                     | Riot Platforms, Inc.                                                                     | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146449.99    | 0.01%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVIII Ltd                                                               | Sixth Street CLO XVIII Ltd                                                               | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    819000 | PA      | $820042.59    | 0.05%             | 2038-10-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co.                                                              | TCP Sunbelt Acquisition Co.                                                              | CUSIP: 87233DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104212 | PA      | $105059.75    | 0.01%             | 2031-10-11      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167269 | PA      | $167461.05    | 0.01%             | 2031-06-24      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422LAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54588 | PA      | $54780.74     | 0.00%             | 2031-12-10      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Navoiyuran, Davlat Korxonasi                                                             | Navoiyuran, Davlat Korxonasi                                                             | CUSIP: 85679AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201448.00    | 0.01%             | 2030-07-02      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1186020 | PA      | $1180364.35   | 0.08%             | 2029-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64638.22     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Western Alliance Bancorporation                                                          | Western Alliance Bancorporation                                                          | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154155.68    | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DCert Buyer, Inc.                                                                        | DCert Buyer, Inc.                                                                        | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165000 | PA      | $147778.95    | 0.01%             | 2029-02-16      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Electron BidCo Inc.                                                                      | Electron BidCo Inc.                                                                      | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82263 | PA      | $82641.05     | 0.01%             | 2028-10-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf, LLC                                                                  | 19th Holdings Golf, LLC                                                                  | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185926 | PA      | $187087.53    | 0.01%             | 2029-01-27      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Arthur US Finco Inc                                                                      | Arthur US Finco Inc                                                                      | CUSIP: G0563HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138073 | PA      | $124956.28    | 0.01%             | 2030-11-08      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                                         | Modena Buyer LLC                                                                         | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356213 | PA      | $353986.46    | 0.02%             | 2031-04-03      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                 | 1011778 B.C. Unlimited Liability Company                                                 | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132133 | PA      | $132173.66    | 0.01%             | 2030-09-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                                           | Modivcare Inc.                                                                           | CUSIP: 60783LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81802 | PA      | $31084.65     | 0.00%             | 2031-06-17      | Floating      | 12.75%                | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237252 | PA      | $7117.56      | 0.00%             | 2029-02-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                                                        | Worldwide Express Operations, LLC                                                        | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137720 | PA      | $138236.78    | 0.01%             | 2028-07-26      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214149 | PA      | $208527.48    | 0.01%             | 2031-12-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                                           | Modivcare Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9087 | PA      | $9078.71      | 0.00%             | 2026-02-22      | Floating      | 13.25%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46620.90     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63440.00     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51722.38     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                                          | Antofagasta PLC                                                                          | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181373.32    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399700 | PA      | $398201.15    | 0.03%             | 2039-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493500 | PA      | $494062.25    | 0.03%             | 2026-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bank 2020-BNK25                                                                          | Bank 2020-BNK25                                                                          | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $49358.40     | 0.00%             | 2063-01-18      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                        | Benchmark 2019-B14 Mortgage Trust                                                        | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4261707 | PA      | $81648.33     | 0.01%             | 2062-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                     | CENT TRUST 2025-CITY                                                                     | CUSIP: 12517TAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $58077.10     | 0.00%             | 2040-07-10      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    306000 | PA      | $318622.50    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                                                    | CrossCountry Intermediate HoldCo, LLC                                                    | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35547.40     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329840.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    754546 | PA      | $616195.23    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95604 | PA      | $85184.39     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139723 | PA      | $124977.53    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    646645 | PA      | $649242.83    | 0.04%             | 2054-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BYNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108821 | PA      | $106673.81    | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QCKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    988645 | PA      | $892323.59    | 0.06%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    903906 | PA      | $931883.85    | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1701169 | PA      | $1620392.06   | 0.11%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    676393 | PA      | $524319.06    | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327749 | PA      | $280970.60    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1799798.33   | 0.12%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56510.71     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16500.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4344000 | PA      | $4215597.01   | 0.28%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bapco Energies B.S.C. Closed                                                             | Bapco Energies B.S.C. Closed                                                             | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     40000 | PA      | $43002.00     | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136854.90    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    671000 | PA      | $601796.21    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Retail Properties of America, Inc.                                                       | Retail Properties of America, Inc.                                                       | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58624.20     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58300.00     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Limited                                                 | Silver Aircraft Lease Investment Limited                                                 | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    467451 | PA      | $456349.36    | 0.03%             | 2026-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112000 | PA      | $1111999.44   | 0.07%             | 2029-12-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi Anonim Sirketi                                             | Turkiye Ihracat Kredi Bankasi Anonim Sirketi                                             | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $75190.20     | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13522000 | PA      | $10973948.13  | 0.73%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                               | VMED O2 UK Financing I PLC                                                               | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211813.70    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                               | MajorDrive Holdings IV LLC                                                               | CUSIP: 56085UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $18100.00     | 0.00%             | 2028-05-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 S.a r.l.                                               | Luxembourg Investment Company 428 S.a r.l.                                               | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57527 | PA      | $1150.54      | 0.00%             | 2028-10-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12823 | PA      | $12759.25     | 0.00%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $53178.40     | 0.00%             | 2031-02-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88750 | PA      | $88910.64     | 0.01%             | 2031-05-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| M2S Group Holdings Inc                                                                   | M2S Group Holdings Inc                                                                   | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    336894 | PA      | $333862.41    | 0.02%             | 2031-08-21      | Floating      | 8.59%                 | No            |                  3 | On Loan: No      |
| Van Pool Transportation LLC                                                              | Van Pool Transportation LLC                                                              | CUSIP: 07363PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2789 | PA      | $2801.36      | 0.00%             | 2030-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                                                        | AlixPartners, LLP                                                                        | CUSIP: 01642PBE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177638 | PA      | $177826.38    | 0.01%             | 2032-07-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $158376.75    | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Science Applications International Corporation                                           | Science Applications International Corporation                                           | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111512.50    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                            | Surgery Center Holdings, Inc.                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68854.27     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings, LLC                                                                        | UWM Holdings, LLC                                                                        | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89875.82     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                         | Wheels Fleet Lease Funding 1 LLC                                                         | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200527.10    | 0.01%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                                                 | AP Core Holdings II, LLC                                                                 | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $209512.80    | 0.01%             | 2027-07-21      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| City Football Group Limited                                                              | City Football Group Limited                                                              | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68015 | PA      | $67865.82     | 0.00%             | 2030-07-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| City Football Group Limited                                                              | City Football Group Limited                                                              | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159486 | PA      | $159137.07    | 0.01%             | 2030-07-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                                    | Citadel Securities LP                                                                    | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212753 | PA      | $213791.20    | 0.01%             | 2031-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398844 | PA      | $383604.43    | 0.03%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4868.75      | 0.00%             | 2031-12-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ADT Security Corporation, The                                                            | ADT Security Corporation, The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70924.70     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                                           | Entegris, Inc.                                                                           | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134275.40    | 0.01%             | 2029-05-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     60562 | PA      | $63207.79     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140M2MT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    297437 | PA      | $244945.19    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1641824 | PA      | $1579244.33   | 0.10%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36815.09     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                  | Molina Healthcare, Inc.                                                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107858.10    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAW4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58800.00     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |    189244 | PA      | $162749.84    | 0.01%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                                              | Van Pool Transportation LLC                                                              | CUSIP: 07363PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65964 | PA      | $66252.78     | 0.00%             | 2030-06-18      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96600 | PA      | $96748.80     | 0.01%             | 2037-04-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Government of the People's Republic of Benin                                             | Government of the People's Republic of Benin                                             | CUSIP: 08205QAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    200000 | PA      | $207250.00    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2413927.23   | 0.16%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                    | CMG Media Corporation                                                                    | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12880.65     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| C&W Senior Finance Ltd.                                                                  | C&W Senior Finance Ltd.                                                                  | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $403408.20    | 0.03%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50456.25     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1387696.73   | 0.09%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71837.50     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                       | Chile Electricity Lux MPC S.a r.l.                                                       | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $187741.16    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | US        |    538000 | PA      | $427081.02    | 0.03%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XV, Ltd.                                                                     | Allegro CLO XV, Ltd.                                                                     | CUSIP: 01749WAL7<br>LEI: 254900AAPS2B2Z2RDL27 | Long             | ABS-CBDO         | CORP              | US        |    893000 | PA      | $893109.84    | 0.06%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94610.89     | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $232845.77    | 0.02%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Banco Del Estado De Chile                                                                | Banco Del Estado De Chile                                                                | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211700.10    | 0.01%             | 2500-12-31      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Bank 2017-BNK6                                                                           | Bank 2017-BNK6                                                                           | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15440 | PA      | $15373.79     | 0.00%             | 2026-07-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CTR Partnership, L.P.                                                                    | CTR Partnership, L.P.                                                                    | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58952.40     | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                | Cablevision Lightpath LLC                                                                | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29286.60     | 0.00%             | 2028-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    434000 | PA      | $458477.60    | 0.03%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                | Commercial Metals Company                                                                | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102339.00    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    397357 | PA      | $389267.63    | 0.03%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    159546 | PA      | $141054.49    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    539615 | PA      | $444889.20    | 0.03%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1236164 | PA      | $1273110.36   | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    561036 | PA      | $539476.00    | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    878602 | PA      | $756000.64    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13659 | PA      | $12382.35     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Flatiron RR CLO 30 Ltd                                                                   | Flatiron RR CLO 30 Ltd                                                                   | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $903600.87    | 0.06%             | 2038-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABB92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575236 | PA      | $493135.68    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    513000 | PA      | $492923.28    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AF4<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20211.83     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46572.30     | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36885.80     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Maya                                                                                     | Maya                                                                                     | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102006.25    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                    | Inversiones CMPC S.A.                                                                    | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200862.00    | 0.01%             | 2057-12-09      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26125.00     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47253.60     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $693436.94    | 0.05%             | 2027-03-17      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 Trust                                                                       | ALTDE 2025-1 Trust                                                                       | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    744253 | PA      | $755714.44    | 0.05%             | 2032-02-15      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Private Bank, National Association                                        | Morgan Stanley Private Bank, National Association                                        | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1426290.93   | 0.09%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87262.70     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Company PJSC                                             | Abu Dhabi Developmental Holding Company PJSC                                             | CUSIP: 00402D2B0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $210919.86    | 0.01%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Safeway Inc.                                                                             | Safeway Inc.                                                                             | CUSIP: 013092AG6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43246.80     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179394.25    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23777.25     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd. 2020-IV                                                                 | Barings CLO Ltd. 2020-IV                                                                 | CUSIP: 06762BAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1192434.74   | 0.08%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    271000 | PA      | $260107.75    | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust 2025-HB2                                                     | Onity Loan Investment Trust 2025-HB2                                                     | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247732 | PA      | $241303.59    | 0.02%             | 2028-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                                   | Perimeter Holdings LLC                                                                   | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109213.50    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    491000 | PA      | $496838.53    | 0.03%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $526870.75    | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $65795.67     | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Limited Partnership                                                    | Sabra Health Care Limited Partnership                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1235540.66   | 0.08%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                    | DB Master Finance LLC                                                                    | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $353170.37    | 0.02%             | 2026-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                    | DB Master Finance LLC                                                                    | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    670000 | PA      | $671506.03    | 0.04%             | 2030-11-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | GB        |    110000 | PA      | $94566.23     | 0.01%             | 2047-10-04      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Tecpetrol                                                                                | Tecpetrol                                                                                | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64545.33     | 0.00%             | 2030-11-03      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    836000 | PA      | $822919.28    | 0.05%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834AD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $4563304.98   | 0.30%             | 2037-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174549.20    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Zambia                                                     | Government of the Republic of Zambia                                                     | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | US        |    133834 | PA      | $94352.97     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2154530.20   | 0.14%             | 2027-01-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |     89000 | PA      | $80992.82     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                                                 | AP Core Holdings II, LLC                                                                 | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82616 | PA      | $82429.77     | 0.01%             | 2027-07-21      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                                  | Delek US Holdings, Inc.                                                                  | CUSIP: 24664GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128061 | PA      | $128007.03    | 0.01%             | 2029-11-10      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47016 | PA      | $21627.55     | 0.00%             | 2028-08-31      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       904 | PA      | $904.35       | 0.00%             | 2031-10-03      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                         | Consolidated Energy Finance S.A.                                                         | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77248.60     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1415724.54   | 0.09%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1908 | PA      | $1907.60      | 0.00%             | 2031-10-03      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                          | Whatabrands LLC                                                                          | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136556 | PA      | $136878.39    | 0.01%             | 2028-08-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                                | USI, Inc.                                                                                | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29367 | PA      | $29407.59     | 0.00%             | 2030-09-27      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171626 | PA      | $163044.37    | 0.01%             | 2026-04-02      | Floating      | 13.35%                | No            |                  3 | On Loan: No      |
| DB Master Finance LLC                                                                    | DB Master Finance LLC                                                                    | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   3583912 | PA      | $3584566.56   | 0.24%             | 2027-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                                | Dream Finders Homes, Inc.                                                                | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85293.25     | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75767 | PA      | $75956.47     | 0.01%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2692 | PA      | $2698.75      | 0.00%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                                          | Energuate Trust                                                                          | CUSIP: 29277RAB1<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199322.00    | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ESKOM Holdings                                                                           | ESKOM Holdings                                                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155156.25    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     39731 | PA      | $39240.16     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    259654 | PA      | $247530.73    | 0.02%             | 2047-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $73915.80     | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2063174.62   | 0.14%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13805 | PA      | $12515.21     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33181 | PA      | $27066.02     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8HT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    357600 | PA      | $355325.00    | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    429590 | PA      | $406172.97    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295680 | PA      | $308248.18    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    982660 | PA      | $844309.95    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362378 | PA      | $340331.98    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    162221 | PA      | $144353.48    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    309458 | PA      | $278851.28    | 0.02%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57591.05     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    394976 | PA      | $405793.87    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    321106 | PA      | $327447.01    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International, LLC                                                     | Graphic Packaging International, LLC                                                     | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47094.50     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $209500.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695677.61    | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226041.75    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fresnillo PLC                                                                            | Fresnillo PLC                                                                            | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159800.66    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3375914 | PA      | $2796593.47   | 0.19%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    416000 | PA      | $376169.29    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83111.20     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                             | Hess Midstream Operations LP                                                             | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10024.07     | 0.00%             | 2028-06-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Maya                                                                                     | Maya                                                                                     | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66935.05     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Regions Bank                                                                             | Regions Bank                                                                             | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540886.15    | 0.04%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                            | Sixth Street Lending Partners                                                            | CUSIP: 829932AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    841000 | PA      | $863089.20    | 0.06%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59814.60     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                              | Merchants Fleet Funding LLC                                                              | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200649.94    | 0.01%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34584.48     | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83501.60     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116554.74    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    100500 | PA      | $74872.50     | 0.00%             | 2032-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent, LLC                                                                         | Rand Parent, LLC                                                                         | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $231104.22    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                         | Teva Pharmaceutical Finance Netherlands III B.V.                                         | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272464.40    | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-5                                                        | Verus Securitization Trust 2025-5                                                        | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272155 | PA      | $274432.21    | 0.02%             | 2070-06-25      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55598.40     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    665000 | PA      | $672372.26    | 0.04%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                 | Virgin Media Finance PLC                                                                 | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110103.75    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Spin Holdco Inc.                                                                         | Spin Holdco Inc.                                                                         | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1086937 | PA      | $835583.04    | 0.06%             | 2028-02-26      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                        | Spa Holdings 3 Oy                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47416 | PA      | $47633.56     | 0.00%             | 2028-03-18      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    551157 | PA      | $551251.07    | 0.04%             | 2029-03-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90879 | PA      | $90992.36     | 0.01%             | 2028-08-19      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63538 | PA      | $42993.92     | 0.00%             | 2030-03-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320914 | PA      | $224639.98    | 0.01%             | 2029-03-09      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                | Asplundh Tree Expert, LLC                                                                | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98650 | PA      | $99002.18     | 0.01%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                      | Insulet Corporation                                                                      | CUSIP: 45784QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191461 | PA      | $192793.45    | 0.01%             | 2031-08-04      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    303000 | PA      | $301356.16    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Enfragen Energia Sur S.A.                                                                | Enfragen Energia Sur S.A.                                                                | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87719.13     | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192118 | PA      | $179740.66    | 0.01%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BNBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1696983 | PA      | $1659020.52   | 0.11%             | 2047-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                                                       | Congruex Group LLC                                                                       | CUSIP: 20729MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159320 | PA      | $129221.43    | 0.01%             | 2029-04-26      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                   | SS&C Technologies Inc.                                                                   | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162792 | PA      | $163679.23    | 0.01%             | 2031-05-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                   | SS&C Technologies Inc.                                                                   | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57131 | PA      | $57442.82     | 0.00%             | 2031-05-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    459950 | PA      | $435728.90    | 0.03%             | 2029-08-22      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                          | NEXUS Buyer LLC                                                                          | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220167 | PA      | $216888.69    | 0.01%             | 2031-07-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                                                | Coral-US Co-Borrower, LLC                                                                | CUSIP: G7739PAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $83342.50     | 0.01%             | 2032-01-24      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158002 | PA      | $158528.06    | 0.01%             | 2029-01-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                                           | Sinclair Television Group Inc.                                                           | CUSIP: 829229AV5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72711 | PA      | $65766.79     | 0.00%             | 2030-12-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    278011 | PA      | $247826.63    | 0.02%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4PY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1425743 | PA      | $1414307.30   | 0.09%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                                            | MRP Buyer LLC                                                                            | CUSIP: 55351DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3363 | PA      | $3332.44      | 0.00%             | 2032-05-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105446.25    | 0.01%             | 2032-05-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40859 | PA      | $40157.91     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    122288 | PA      | $114500.91    | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $40710.00     | 0.00%             | 2033-05-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Splat Super Holdco, LLC                                                                  | Splat Super Holdco, LLC                                                                  | CUSIP: 84862VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6952 | PA      | $6505.51      | 0.00%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gabon, Government of                                                                     | Gabon, Government of                                                                     | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $30450.00     | 0.00%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46855.80     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Splat Super Holdco, LLC                                                                  | Splat Super Holdco, LLC                                                                  | CUSIP: 84862VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5033 | PA      | $4709.72      | 0.00%             | 2032-06-24      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                          | Solstice Advanced Materials Inc                                                          | CUSIP: 83443PAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $75328.50     | 0.00%             | 2032-09-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52097.50     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Liquid Telecommunications Financing PLC                                                  | Liquid Telecommunications Financing PLC                                                  | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | US        |    455000 | PA      | $409736.60    | 0.03%             | 2026-09-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CoorsTek Inc                                                                             | CoorsTek Inc                                                                             | CUSIP: 21702EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $75516.00     | 0.01%             | 2032-10-10      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Dubai, Government of                                                                     | Dubai, Government of                                                                     | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $202218.00    | 0.01%             | 2043-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MDGH - GMTN B.V.                                                                         | MDGH - GMTN B.V.                                                                         | CUSIP: 55276VAJ1<br>LEI: 213800L53ZH5KG593W13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190599.50    | 0.01%             | 2029-11-07      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37789.20     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                             | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                             | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $205244.60    | 0.01%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                 | Morgan Stanley & Co. LLC                                                                 | CUSIP: 61768HAV8<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | ABS-MBS          | CORP              | US        |    449297 | PA      | $446339.03    | 0.03%             | 2029-01-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $217000.00    | 0.01%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                      | RITHM Capital Corp.                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51227.00     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215139.13    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1200101.01   | 0.08%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78200.25     | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                      | Owens & Minor, Inc.                                                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53135.20     | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: —       |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $124797.24    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    275000 | PA      | $257901.88    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    238000 | PA      | $235518.52    | 0.02%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                                       | Redfin Corporation                                                                       | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $299803.84    | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70000.00     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20847.80     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200249.54    | 0.01%             | 2029-12-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2020-I                                                                   | Barings CLO Ltd 2020-I                                                                   | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    589000 | PA      | $590354.70    | 0.04%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1357859.81   | 0.09%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TGS ASA                                                                                  | TGS ASA                                                                                  | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130273.75    | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39936.44     | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $74387.75     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589559.92    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $213453.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4134733.57   | 0.27%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ESKOM Holdings                                                                           | ESKOM Holdings                                                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26828.25     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust 2025-ESH                                                     | Extended Stay America Trust 2025-ESH                                                     | CUSIP: 30227TAC4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $295460.23    | 0.02%             | 2030-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88638.30     | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Conair Holdings, LLC                                                                     | Conair Holdings, LLC                                                                     | CUSIP: 20600RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129108 | PA      | $66167.69     | 0.00%             | 2028-05-13      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    454468 | PA      | $449851.82    | 0.03%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     90967 | PA      | $82040.61     | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                         | Proofpoint, Inc.                                                                         | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133980 | PA      | $134546.58    | 0.01%             | 2028-08-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                              | Project Boost Purchaser LLC                                                              | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113236 | PA      | $113471.49    | 0.01%             | 2031-07-02      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H77F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    219973 | PA      | $209880.78    | 0.01%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QBRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155436 | PA      | $152887.75    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28436 | PA      | $25779.07     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    925612 | PA      | $795582.78    | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                                 | Project Alpha Intermediate Holding, Inc.                                                 | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $105256.80    | 0.01%             | 2032-11-22      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                                  | X Corp.                                                                                  | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    675000 | PA      | $672104.25    | 0.04%             | 2199-12-31      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    329728 | PA      | $333251.01    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2248331 | PA      | $1980668.83   | 0.13%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                                                                    | Sovos Compliance, LLC                                                                    | CUSIP: 84611YAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92825 | PA      | $93035.90     | 0.01%             | 2029-08-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                                        | Rockpoint Gas Storage Partners LP                                                        | CUSIP: 77381HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59500 | PA      | $59723.25     | 0.00%             | 2031-09-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $21525.00     | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                                     | Hudbay Minerals Inc.                                                                     | CUSIP: 443628AJ1<br>LEI: 549300XKYRPJ5NQCYC63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70004.90     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86009.00     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | SG        |     90000 | PA      | $77613.39     | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234251.85    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| OHA Credit Funding 5 Ltd.                                                                | OHA Credit Funding 5 Ltd.                                                                | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    979000 | PA      | $977042.00    | 0.06%             | 2038-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3457755.84   | 0.23%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318650.83    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd                                                                  | Sixth Street CLO XX Ltd                                                                  | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    697000 | PA      | $698644.22    | 0.05%             | 2038-07-19      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                                  | Suzano Netherlands B.V.                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109097.71    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                                    | Tanger Properties Limited Partnership                                                    | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1474883.66   | 0.10%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9550000 | PA      | $9138529.66   | 0.61%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15005000 | PA      | $15214835.92  | 1.01%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                                   | VTR Comunicaciones SpA                                                                   | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97000.00     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT                                          | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                          | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688000 | PA      | $687012.86    | 0.05%             | 2031-05-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Olaplex, Inc                                                                             | Olaplex, Inc                                                                             | CUSIP: 67936UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32589 | PA      | $31619.72     | 0.00%             | 2029-02-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                       | Finastra USA, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47851 | PA      | $47970.49     | 0.00%             | 2029-09-13      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club, Inc.                                                                | BJ's Wholesale Club, Inc.                                                                | CUSIP: 09179FAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78918 | PA      | $79246.90     | 0.01%             | 2029-02-03      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98000 | PA      | $98061.74     | 0.01%             | 2029-05-29      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                                            | Darktrace PLC                                                                            | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204313 | PA      | $204933.77    | 0.01%             | 2031-07-02      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                                            | Darktrace PLC                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69201.30     | 0.00%             | 2032-07-02      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                             | Organon & Co                                                                             | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174226 | PA      | $167431.03    | 0.01%             | 2031-05-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28326 | PA      | $28420.99     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc.                                                                    | Nielsen Consumer Inc.                                                                    | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42421 | PA      | $42430.33     | 0.00%             | 2030-10-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    628096 | PA      | $642981.93    | 0.04%             | 2031-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41103.12     | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110814.00    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                                      | Canacol Energy Ltd.                                                                      | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | US        |    456000 | PA      | $127921.68    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109908.75    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                | Commercial Metals Company                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47970.00     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FEL Energy VI S.a r.l.                                                                   | FEL Energy VI S.a r.l.                                                                   | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | US        |    168684 | PA      | $166015.06    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJ3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1797614 | PA      | $1736788.78   | 0.12%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    709174 | PA      | $728596.87    | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    804604 | PA      | $664366.17    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    479719 | PA      | $492407.77    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Geopark Limited                                                                          | Geopark Limited                                                                          | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103950.00    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                  | Gran Tierra Energy Inc.                                                                  | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $111200.00    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    629000 | PA      | $581427.85    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99933.35     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ares LIX CLO Ltd                                                                         | Ares LIX CLO Ltd                                                                         | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    521000 | PA      | $521366.78    | 0.03%             | 2034-04-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                             | ARI Fleet Lease Trust 2024-B                                                             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136548 | PA      | $137499.67    | 0.01%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1488318.09   | 0.10%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| GRUMA, S.A.B. de C.V.                                                                    | GRUMA, S.A.B. de C.V.                                                                    | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80345.10     | 0.01%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                            | ION Platform Finance S.a r.l.                                                            | CUSIP: 46206AAE2<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139125.00    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                                       | MIWD Holdco II LLC                                                                       | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24229.00     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60365.40     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Flyer Holdings, Inc.                                                                 | New Flyer Holdings, Inc.                                                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42860.80     | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd                                                                | OHA Credit Funding 13 Ltd                                                                | CUSIP: 67116CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1592000 | PA      | $1594735.06   | 0.11%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93416.63     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     15800 | PA      | $15731.74     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202472.00    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    140000 | PA      | $117950.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                              | Biocon Biologics Global PLC                                                              | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60300.00     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    373000 | PA      | $396032.90    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    869220 | PA      | $898276.46    | 0.06%             | 2034-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $85106.25     | 0.01%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $488212.58    | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |     75000 | PA      | $25875.00     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-SPOT                                                   | BX Commercial Mortgage Trust 2025-SPOT                                                   | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644623 | PA      | $644823.61    | 0.04%             | 2027-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XVII CLO, Ltd.                                                             | Cedar Funding XVII CLO, Ltd.                                                             | CUSIP: 15033PAQ6<br>LEI: 5493000N62MCHKOFAN80 | Long             | ABS-CBDO         | CORP              | US        |    877000 | PA      | $879115.32    | 0.06%             | 2038-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $192643.20    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                         | Consolidated Energy Finance S.A.                                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22837.50     | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1700000 | PA      | $1693952.08   | 0.11%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    504722 | PA      | $432083.80    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47304 | PA      | $42119.23     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    471976 | PA      | $477685.09    | 0.03%             | 2053-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WKXE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1817471 | PA      | $1762395.38   | 0.12%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111949 | PA      | $101488.35    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    567986 | PA      | $540661.51    | 0.04%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |     77000 | PA      | $70358.75     | 0.00%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                                 | Green Lakes Park CLO LLC                                                                 | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $904104.96    | 0.06%             | 2038-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    122000 | PA      | $113125.72    | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $233323.20    | 0.02%             | 2046-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition, LLC                                                                     | LBM Acquisition, LLC                                                                     | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98562.50     | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                                      | MTN (Mauritius) Investments Limited                                                      | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $70744.10     | 0.00%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd                                                                      | Magnetite XXIII Ltd                                                                      | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731000 | PA      | $731559.95    | 0.05%             | 2035-01-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2024-CP1                                                                 | NYMT Loan Trust 2024-CP1                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245857 | PA      | $233718.36    | 0.02%             | 2037-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $214750.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DH1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28501.88     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329665 | PA      | $329462.92    | 0.02%             | 2038-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM Mortgage Trust                                                            | SPGN 2022-TFLM Mortgage Trust                                                            | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $277422.01    | 0.02%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX, Ltd.                                                               | Sixth Street CLO XIX, Ltd.                                                               | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $541293.84    | 0.04%             | 2037-07-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    246000 | PA      | $255840.00    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34496.70     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30121.50     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    205000 | PA      | $206025.00    | 0.01%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    101048 | PA      | $60376.18     | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Upgrade Receivables Trust 2024-1                                                         | Upgrade Receivables Trust 2024-1                                                         | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3751 | PA      | $3751.88      | 0.00%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| VLS Commercial Mortgage Trust 2020-LAB                                                   | VLS Commercial Mortgage Trust 2020-LAB                                                   | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $57422.23     | 0.00%             | 2030-10-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139917.40    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                        | Yum! Brands, Inc.                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215437.20    | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                            | Peraton Corp.                                                                            | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    590000 | PA      | $546699.90    | 0.04%             | 2028-02-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 68371YAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143189 | PA      | $143207.39    | 0.01%             | 2030-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                    | Applied Systems, Inc.                                                                    | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210259 | PA      | $211354.32    | 0.01%             | 2031-02-07      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corporation                                                                   | Chromalloy Corporation                                                                   | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88699 | PA      | $89142.83     | 0.01%             | 2031-03-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Apro, LLC                                                                                | Apro, LLC                                                                                | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133650 | PA      | $134192.62    | 0.01%             | 2031-06-26      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Archkey Solutions LLC                                                                    | Archkey Solutions LLC                                                                    | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107049 | PA      | $108053.07    | 0.01%             | 2031-10-10      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                        | Ciena Corporation                                                                        | CUSIP: 17178HAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43786 | PA      | $43868.16     | 0.00%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                                                | Ping Identity Corporation                                                                | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85106.25     | 0.01%             | 2032-10-31      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FG Parent, LLC                                                                           | FG Parent, LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2659 | NS      | $94979.48     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458289 | PA      | $1456499.99   | 0.10%             | 2029-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70853.81     | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    194000 | PA      | $203559.04    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2021-10 LTD                                                               | Carlyle US CLO 2021-10 LTD                                                               | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    728000 | PA      | $730055.87    | 0.05%             | 2038-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54943.35     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                       | WBI Operations LLC                                                                       | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60210.00     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                                 | World Omni Auto Receivables Trust 2023-C                                                 | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193426 | PA      | $194556.07    | 0.01%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1359885.53   | 0.09%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1168520.64   | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acrisure Investment Holdings, LLC                                                        | Acrisure Investment Holdings, LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6374 | NS      | $170568.24    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 66877AAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214316 | PA      | $214553.54    | 0.01%             | 2029-01-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076150.00   | 0.34%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                 | DISH Network Corporation                                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123848.06    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                     | Endeavour Mining PLC                                                                     | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206626.00    | 0.01%             | 2030-05-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    908131 | PA      | $798052.00    | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    688195 | PA      | $726694.89    | 0.05%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BASY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    390074 | PA      | $356772.61    | 0.02%             | 2046-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVVD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    889727 | PA      | $898858.09    | 0.06%             | 2054-08-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115594 | PA      | $108098.52    | 0.01%             | 2049-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    231775 | PA      | $189060.71    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362804 | PA      | $296281.75    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4M37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1350373 | PA      | $1294597.95   | 0.09%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311661 | PA      | $267373.89    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165987.98    | 0.01%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35632.10     | 0.00%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                       | GreenSaif Pipelines Bidco S.a r.l.                                                       | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218593.40    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                                  | Aeropuertos Dominicanos Siglo XXI, S.A.                                                  | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210376.00    | 0.01%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| The Government of the Republic of Armenia                                                | The Government of the Republic of Armenia                                                | CUSIP: 042207AD2<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $58987.50     | 0.00%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                                 | Azul Secured Finance LLP                                                                 | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $37687.50     | 0.00%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $206500.00    | 0.01%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-SPOT                                                   | BX Commercial Mortgage Trust 2025-SPOT                                                   | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1795151 | PA      | $1795153.90   | 0.12%             | 2027-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                               | Froneri Lux Finco S.a r.l.                                                               | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43746 | PA      | $43696.66     | 0.00%             | 2031-09-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $190570.00    | 0.01%             | 2032-02-04      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125267.09    | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    125000 | PA      | $137030.13    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                               | Allison Transmission, Inc.                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81161.60     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                                     | Ambipar Lux S.a r.l.                                                                     | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | US        |    268000 | PA      | $59662.16     | 0.00%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $141321.35    | 0.01%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643500 | PA      | $627174.41    | 0.04%             | 2030-09-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $65636.32     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                   | Reynolds American Inc.                                                                   | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985018.70    | 0.07%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61062.45     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232230 | PA      | $232637.79    | 0.02%             | 2029-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Astro Acquisition, LLC                                                                   | Astro Acquisition, LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $70437.50     | 0.00%             | 2032-08-14      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | GB        |    125000 | PA      | $106377.50    | 0.01%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990990 | PA      | $1012151.70   | 0.07%             | 2031-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    918599 | PA      | $928413.22    | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208885 | PA      | $181837.41    | 0.01%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112096.60    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                                           | Coherent Corp.                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84737.35     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185743 | PA      | $174401.19    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8P62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    147837 | PA      | $145936.52    | 0.01%             | 2052-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HCTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    498696 | PA      | $498922.43    | 0.03%             | 2029-03-26      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $303110.73    | 0.02%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                                      | Vornado Realty L.P.                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267962.55    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27206 | PA      | $26338.83     | 0.00%             | 2030-02-09      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37655 | PA      | $34136.59     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    627324 | PA      | $513084.72    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                               | Restoration Hardware, Inc.                                                               | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109334 | PA      | $108423.62    | 0.01%             | 2028-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                                | PRA Health Sciences, Inc.                                                                | CUSIP: L5000DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22078 | PA      | $22236.69     | 0.00%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    790653 | PA      | $824452.47    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246236 | PA      | $221091.89    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                    | CMG Media Corporation                                                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382160 | PA      | $355607.25    | 0.02%             | 2029-06-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                                | Renaissance Holding Corp.                                                                | CUSIP: 75972JAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174335 | PA      | $151849.67    | 0.01%             | 2030-04-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54248 | PA      | $53952.75     | 0.00%             | 2031-12-10      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $59830.74     | 0.00%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4141 | PA      | $4135.69      | 0.00%             | 2032-03-27      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                                                     | Herschend Entertainment Company, LLC                                                     | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64838 | PA      | $65242.73     | 0.00%             | 2032-05-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47186.10     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GEO Group, Inc., The                                                                     | GEO Group, Inc., The                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84050.00     | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24929.75     | 0.00%             | 2032-06-26      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                                  | Prairie ECI Acquiror LP                                                                  | CUSIP: 73955HAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54179 | PA      | $54438.30     | 0.00%             | 2029-08-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                                   | HighTower Holdings LLC                                                                   | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170176 | PA      | $170283.46    | 0.01%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84726 | PA      | $76403.39     | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer, LLC                                                             | Inversion Escrow Issuer, LLC                                                             | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89362.80     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042000 | PA      | $1968297.28   | 0.13%             | 2038-05-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63596.40     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    522000 | PA      | $463845.65    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                          | Prime Healthcare Services, Inc.                                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $89394.50     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56622.68     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1423931.98   | 0.09%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VLS Commercial Mortgage Trust 2020-LAB                                                   | VLS Commercial Mortgage Trust 2020-LAB                                                   | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251000 | PA      | $1072460.66   | 0.07%             | 2030-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fusion Parent, LLC                                                                       | Fusion Parent, LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2659 | NS      | $8881.06      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $87993.75     | 0.01%             | 2029-06-04      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| Anticimex International AB                                                               | Anticimex International AB                                                               | CUSIP: W8189EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64370 | PA      | $64611.84     | 0.00%             | 2028-07-21      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Power Stop, LLC                                                                          | Power Stop, LLC                                                                          | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72467 | PA      | $60147.50     | 0.00%             | 2029-01-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                                    | Phoenix Guarantor Inc                                                                    | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103430 | PA      | $103859.48    | 0.01%             | 2031-02-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                                             | Primary Products Finance LLC                                                             | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117437 | PA      | $115646.48    | 0.01%             | 2029-04-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                                                    | PHRG Intermediate LLC                                                                    | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189562 | PA      | $188140.78    | 0.01%             | 2032-02-13      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    294263 | PA      | $293868.19    | 0.02%             | 2032-03-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       859 | PA      | $857.61       | 0.00%             | 2032-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                              | Amynta Agency Borrower Inc.                                                              | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98445 | PA      | $98598.70     | 0.01%             | 2031-12-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61992 | PA      | $62146.82     | 0.00%             | 2031-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc                                                                    | Celsius Holdings, Inc                                                                    | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85556 | PA      | $86026.12     | 0.01%             | 2032-04-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                                        | Parexel International Corporation                                                        | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    304886 | PA      | $305712.20    | 0.02%             | 2031-12-09      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Ares LVIII CLO Ltd.                                                                      | Ares LVIII CLO Ltd.                                                                      | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    908000 | PA      | $908642.86    | 0.06%             | 2038-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5357942.63   | 0.36%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2542386.00   | 0.17%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13, LLC                                                                      | CFMT 2024-HB13, LLC                                                                      | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279940 | PA      | $272843.23    | 0.02%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Champions Financing, Inc.                                                                | Champions Financing, Inc.                                                                | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $109113.00    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71792.00     | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    408711 | PA      | $370520.60    | 0.02%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309240 | PA      | $323136.20    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48964 | PA      | $44046.28     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272300.00    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46116.45     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust 2025-ESH                                                     | Extended Stay America Trust 2025-ESH                                                     | CUSIP: 30227TAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1661037.17   | 0.11%             | 2030-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BDRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245971 | PA      | $248445.12    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    424351 | PA      | $427161.21    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    661558 | PA      | $690452.96    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2115188 | PA      | $1890602.74   | 0.13%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International, LLC                                                     | Graphic Packaging International, LLC                                                     | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71195.60     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1574321 | PA      | $1293530.86   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17310 | PA      | $16715.25     | 0.00%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                   | Hightower Holdings LLC                                                                   | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34854.40     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167164.40    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y66Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118334 | PA      | $125527.62    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116307.55    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                     | Medline Borrower, LP                                                                     | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    301000 | PA      | $311443.35    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd.                                                 | Montego Bay Airport Revenue Finance Ltd.                                                 | CUSIP: 61238BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199688.00    | 0.01%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65420.30     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60381.00     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NBK Tier 1 Financing Limited                                                             | NBK Tier 1 Financing Limited                                                             | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196494.46    | 0.01%             | 2500-12-31      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90517.35     | 0.01%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81627.80     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065942.05   | 0.07%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162501.31    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PT. Indonesia Asahan Aluminium                                                           | PT. Indonesia Asahan Aluminium                                                           | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134039.31    | 0.01%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Queen Mergerco, Inc.                                                                     | Queen Mergerco, Inc.                                                                     | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $229853.80    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31969.00     | 0.00%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                                                | OHA Credit Funding 4 Ltd.                                                                | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1088000 | PA      | $1089886.59   | 0.07%             | 2038-01-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55550.00     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258980.41    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31232.10     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71659.27     | 0.00%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $70296.00     | 0.00%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    294000 | PA      | $293540.63    | 0.02%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187491.95    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43629.30     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                     | Neptune Bidco US Inc                                                                     | CUSIP: 64069JAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358202 | PA      | $353115.12    | 0.02%             | 2028-10-11      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| MATIV Holdings, Inc.                                                                     | MATIV Holdings, Inc.                                                                     | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100591.00    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                                | Sensata Technologies B.V.                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36106.08     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                    | Altice Financing S.A.                                                                    | CUSIP: L0178UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4987 | PA      | $3674.50      | 0.00%             | 2027-10-31      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1284.07      | 0.00%             | 2026-04-03      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Peraton Corp.                                                                            | Peraton Corp.                                                                            | CUSIP: 71360HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $46987.80     | 0.00%             | 2029-02-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                                                          | Osmose Utilities Services, Inc.                                                          | CUSIP: 68835HAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109426 | PA      | $107306.20    | 0.01%             | 2028-06-18      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                               | Broadstreet Partners, Inc.                                                               | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177648 | PA      | $178161.59    | 0.01%             | 2031-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193007 | PA      | $193308.51    | 0.01%             | 2031-07-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                                 | CACI International, Inc.                                                                 | CUSIP: 12718FAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $79416.67     | 0.01%             | 2031-10-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    556937 | PA      | $557249.34    | 0.04%             | 2031-11-21      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34106 | PA      | $27988.19     | 0.00%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets, Inc.                                                                   | Cardenas Markets, Inc.                                                                   | CUSIP: 14141NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194436 | PA      | $149528.85    | 0.01%             | 2029-07-20      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213263 | PA      | $213795.97    | 0.01%             | 2032-01-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32853 | PA      | $32929.37     | 0.00%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79059 | PA      | $79173.08     | 0.01%             | 2031-05-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130520 | PA      | $130674.04    | 0.01%             | 2029-11-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                                  | New Fortress Energy Inc                                                                  | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1155852 | PA      | $471587.54    | 0.03%             | 2028-10-30      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                          | Naked Juice LLC                                                                          | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28809 | PA      | $7322.33      | 0.00%             | 2030-01-24      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                                   | Genesys Cloud Services Holdings II LLC                                                   | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94412 | PA      | $94117.62     | 0.01%             | 2032-01-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                            | Global Medical Response, Inc.                                                            | CUSIP: 00169QAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85481.95     | 0.01%             | 2028-10-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69070.35     | 0.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                      | ALA Trust 2025-OANA                                                                      | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $782921.33    | 0.05%             | 2027-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                              | Amynta Agency Borrower Inc.                                                              | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34442 | PA      | $34495.28     | 0.00%             | 2031-12-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                          | NEXUS Buyer LLC                                                                          | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49573.00     | 0.00%             | 2031-07-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Amer Sports Company                                                                      | Amer Sports Company                                                                      | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136070.35    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537902 | PA      | $535886.96    | 0.04%             | 2027-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    880134 | PA      | $878849.00    | 0.06%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Anticimex International AB                                                               | Anticimex International AB                                                               | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50187.50     | 0.00%             | 2031-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203000 | PA      | $1199291.27   | 0.08%             | 2038-11-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040756.20   | 0.07%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Group PLC                                           | Atlantica Sustainable Infrastructure Group PLC                                           | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239846.40    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO 2025-6 LTD                                                                | Carlyle US CLO 2025-6 LTD                                                                | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    886000 | PA      | $886352.63    | 0.06%             | 2039-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Danaos Corporation                                                                       | Danaos Corporation                                                                       | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107820.30    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $116740.52    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208950.00    | 0.01%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29370 | PA      | $28865.95     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23208 | PA      | $21039.30     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYSK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    512275 | PA      | $483016.57    | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    598912 | PA      | $540492.07    | 0.04%             | 2048-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    590714 | PA      | $540764.69    | 0.04%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    286114 | PA      | $287769.90    | 0.02%             | 2054-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    157948 | PA      | $144028.15    | 0.01%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMP81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1573955 | PA      | $1490856.81   | 0.10%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299288 | PA      | $271067.42    | 0.02%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94676 | PA      | $98752.93     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd                                                                      | Flatiron CLO 21 Ltd                                                                      | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1103000 | PA      | $1105701.25   | 0.07%             | 2037-10-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| INTL Commercial Mortgage Trust 2025-PLAZA                                                | INTL Commercial Mortgage Trust 2025-PLAZA                                                | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $491551.73    | 0.03%             | 2030-11-07      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130356.25    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    561000 | PA      | $553371.80    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                             | Alcoa Nederland Holding B.V.                                                             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233646.60    | 0.02%             | 2031-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                        | Masterbrand, Inc.                                                                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46544.40     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2015-8, Ltd.                                                                     | OCP CLO 2015-8, Ltd.                                                                     | CUSIP: 670898AW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    806000 | PA      | $806780.21    | 0.05%             | 2038-10-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bapco Energies B.S.C. Closed                                                             | Bapco Energies B.S.C. Closed                                                             | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113733.40    | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                         | Olin Corporation                                                                         | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    211000 | PA      | $207332.82    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115236.69    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194218.28    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50062.50     | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $111805.86    | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tecpetrol                                                                                | Tecpetrol                                                                                | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60870.00     | 0.00%             | 2033-01-22      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $127429.07    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9868750.00   | 0.65%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162296.00    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1403.71      | 0.00%             | 2026-04-03      | Floating      | 12.16%                | No            |                  3 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800133 | PA      | $798636.34    | 0.05%             | 2030-11-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83038 | PA      | $83081.80     | 0.01%             | 2031-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                                      | IVC Acquisition Ltd                                                                      | CUSIP: C9600DAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156969 | PA      | $157714.98    | 0.01%             | 2028-12-06      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                                                          | MV Holding GmbH                                                                          | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79733.43     | 0.01%             | 2032-02-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                                                     | Newly Weds Foods Inc                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219450 | PA      | $219357.83    | 0.01%             | 2032-03-05      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers LLC                                                                | C&S Wholesale Grocers LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4875.00      | 0.00%             | 2030-08-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                          | NEXUS Buyer LLC                                                                          | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64228.45     | 0.00%             | 2032-01-30      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1119148.23   | 0.07%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| JP Intermediate B, LLC                                                                   | JP Intermediate B, LLC                                                                   | CUSIP: 46650KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50859 | PA      | $25429.26     | 0.00%             | 2031-03-31      | Floating      | 11.78%                | No            |                  3 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1504.26      | 0.00%             | 2026-04-09      | Floating      | 11.94%                | No            |                  3 | On Loan: No      |
| Minstry of Finance, Lebenon Republic of                                                  | Minstry of Finance, Lebenon Republic of                                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    107000 | PA      | $25011.25     | 0.00%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd                                                                         | Aimco CLO 14 Ltd                                                                         | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1573000 | PA      | $1572946.52   | 0.10%             | 2038-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    952000 | PA      | $983591.07    | 0.07%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328300 | PA      | $327069.16    | 0.02%             | 2039-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328300 | PA      | $327068.97    | 0.02%             | 2039-02-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                           | Blackstone Private Credit Fund                                                           | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1696833.44   | 0.11%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    840000 | PA      | $812792.15    | 0.05%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45225.00     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    399000 | PA      | $417214.35    | 0.03%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1521733.35   | 0.10%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Contourglobal Power Holdings S.A.                                                        | Contourglobal Power Holdings S.A.                                                        | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82326.40     | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10525000 | PA      | $8710994.15   | 0.58%             | 2056-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1461145.35   | 0.10%             | 2056-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9400000 | PA      | $9483388.34   | 0.63%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK21                                                                          | Bank 2019-BNK21                                                                          | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $88842.20     | 0.01%             | 2029-09-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                  | Braskem Idesa, S.A.P.I.                                                                  | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $43797.00     | 0.00%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                                   | Dotdash Meredith, Inc.                                                                   | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59013.10     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    480000 | PA      | $340116.00    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    327000 | PA      | $317963.22    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48454 | PA      | $43926.12     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    615135 | PA      | $505806.62    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128605 | PA      | $113231.45    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HPZW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36054 | PA      | $35569.85     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QBVF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208240 | PA      | $205248.33    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156901 | PA      | $163902.90    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUPN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    343066 | PA      | $357544.52    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    881300 | PA      | $921246.75    | 0.06%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318824 | PA      | $287407.11    | 0.02%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39658.27     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    254000 | PA      | $270116.81    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII, Ltd.                                                                    | Allegro CLO XII, Ltd.                                                                    | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | US        |   1461000 | PA      | $1464439.19   | 0.10%             | 2037-07-21      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $95512.50     | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust 2025-ESH                                                     | Extended Stay America Trust 2025-ESH                                                     | CUSIP: 30227TAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145226.68    | 0.01%             | 2030-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    135963 | PA      | $121824.53    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    245000 | PA      | $169050.00    | 0.01%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2900622.63   | 0.19%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193285 | PA      | $193737.16    | 0.01%             | 2029-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $163655.00    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1213901.41   | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Europe LLC                                                      | Graham Packaging Company Europe LLC                                                      | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4989.45      | 0.00%             | 2028-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111697.30    | 0.01%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103633.75    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO 2019-1 Ltd                                                                    | Clover CLO 2019-1 Ltd                                                                    | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1044000 | PA      | $1044251.60   | 0.07%             | 2035-04-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Celtic Resources Holdings Designated Activity Company                                    | Celtic Resources Holdings Designated Activity Company                                    | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 4.13%                 | Yes           |                  3 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    487000 | PA      | $383328.37    | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boland Holdings, LLC                                                                     | Boland Holdings, LLC                                                                     | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71405.60     | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    634428 | PA      | $641206.44    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133GF3C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128396 | PA      | $119057.52    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    168268 | PA      | $138466.95    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208033 | PA      | $214471.60    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58229.50     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    422000 | PA      | $405803.64    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Pediatrix Medical Group, Inc.                                                            | Pediatrix Medical Group, Inc.                                                            | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69744.50     | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134620.65    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     10000 | PA      | $10100.00     | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113533.20    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $179250.00    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68118.70     | 0.00%             | 2031-12-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14254000 | PA      | $14046872.28  | 0.93%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35787.50     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28452 | PA      | $25823.08     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35138 | PA      | $37402.96     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                    | Mesquite Energy, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      3883 | NS      | $795665.53    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| PCI Gaming Authority                                                                     | PCI Gaming Authority                                                                     | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57123 | PA      | $57186.01     | 0.00%             | 2026-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings, LLC                                                          | Aruba Investments Holdings, LLC                                                          | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $125020.00    | 0.01%             | 2028-10-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Esdec Solar Group B.V.                                                                   | Esdec Solar Group B.V.                                                                   | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296012 | PA      | $135055.39    | 0.01%             | 2028-08-23      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                                                                | Zekelman Industries, Inc.                                                                | CUSIP: 98931YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84122 | PA      | $84385.65     | 0.01%             | 2031-01-24      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                              | Epicor Software Corporation                                                              | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216621 | PA      | $217204.06    | 0.01%             | 2031-05-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                                       | AASET 2021-2 Trust                                                                       | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1045492 | PA      | $987153.30    | 0.07%             | 2028-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco, Inc.                                                                 | Bakelite US Holdco, Inc.                                                                 | CUSIP: 05710LAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153838 | PA      | $148645.48    | 0.01%             | 2031-12-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                     | Berlin Packaging LLC                                                                     | CUSIP: 08511LBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172720 | PA      | $173054.96    | 0.01%             | 2031-06-07      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Peer Holding III B.V.                                                                    | Peer Holding III B.V.                                                                    | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $35029.05     | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Par Petroleum, LLC                                                                       | Par Petroleum, LLC                                                                       | CUSIP: 69889PAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87715 | PA      | $87970.83     | 0.01%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM5                                                | BRAVO Residential Funding Trust 2025-NQM5                                                | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246284 | PA      | $248740.23    | 0.02%             | 2065-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18078.80     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383596.75    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72424 | PA      | $71599.62     | 0.00%             | 2049-02-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66755.00     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |    195000 | PA      | $171843.75    | 0.01%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2025-21 Ltd                                               | Morgan Stanley Eaton Vance CLO 2025-21 Ltd                                               | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1085000 | PA      | $1083337.78   | 0.07%             | 2038-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47054.25     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145159.50    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $52330.30     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36400.00     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68444.35     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    166278 | PA      | $158833.50    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    254083 | PA      | $226390.72    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAG9<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36983.10     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $141242.40    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BJET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    274039 | PA      | $220581.87    | 0.01%             | 2049-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    146200 | PA      | $133343.66    | 0.01%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                          | SBA Towers, LLC                                                                          | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279000 | PA      | $267241.80    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SLM Corporation                                                                          | SLM Corporation                                                                          | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87661.35     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $171447.00    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $66512.50     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     65394 | PA      | $66010.95     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    486921 | PA      | $440802.86    | 0.03%             | 2047-11-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197250.00    | 0.01%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: —       |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2391750.00   | 0.16%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    846000 | PA      | $771591.34    | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176146.19    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35372 | PA      | $31820.92     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86093 | PA      | $86855.41     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217674 | PA      | $186143.14    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Ministry of Finance of Georgia                                                       | The Ministry of Finance of Georgia                                                       | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197750.00    | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20780 | PA      | $19646.86     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110578 | PA      | $91062.99     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5123000 | PA      | $5090045.28   | 0.34%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Wex, Inc.                                                                                | Wex, Inc.                                                                                | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71627.50     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6X26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    305969 | PA      | $291685.33    | 0.02%             | 2037-04-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H9AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    346676 | PA      | $346858.20    | 0.02%             | 2044-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54396.33     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                              | Merchants Fleet Funding LLC                                                              | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |    449839 | PA      | $452535.50    | 0.03%             | 2027-08-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21434 | PA      | $20677.02     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $334968.10    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    338000 | PA      | $339136.25    | 0.02%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                        | Service Corporation International                                                        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45816.75     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236895.53    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8000.06      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                           | Wells Fargo Commercial Mortgage Trust 2020-C55                                           | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172013 | PA      | $166887.38    | 0.01%             | 2029-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AFLAC Incorporated                                                                       | AFLAC Incorporated                                                                       | CUSIP: N/A<br>LEI: 549300N0B7DOGLXWPP39       | Long             | EC               | CORP              | US        |      2071 | NS      | $40966.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48966 | PA      | $40182.72     | 0.00%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33957 | PA      | $27866.12     | 0.00%             | 2028-06-28      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    582835 | PA      | $577589.34    | 0.04%             | 2030-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                        | Advantage Sales & Marketing, Inc.                                                        | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       436 | PA      | $360.88       | 0.00%             | 2027-10-28      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings, LLC                                                                   | Ahead DB Holdings, LLC                                                                   | CUSIP: 00866HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113916 | PA      | $113682.39    | 0.01%             | 2031-01-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Harbourvest Partners, LLC                                                                | Harbourvest Partners, LLC                                                                | CUSIP: 41165QAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218612 | PA      | $218612.17    | 0.01%             | 2030-04-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                          | Cano Health LLC                                                                          | CUSIP: 13781HAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96927 | PA      | $77541.70     | 0.01%             | 2029-06-28      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    772622 | PA      | $634095.39    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BUF78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22455 | PA      | $22419.27     | 0.00%             | 2045-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 Trust                                                                     | PRET 2024-RPL1 Trust                                                                     | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388865 | PA      | $375014.09    | 0.02%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $46132.38     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     96000 | PA      | $100876.80    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Limetree Bay Cayman Limited                                                              | Limetree Bay Cayman Limited                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        28 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRMI Securitization Trust 2024-CMG1                                                      | PRMI Securitization Trust 2024-CMG1                                                      | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396180 | PA      | $394985.66    | 0.03%             | 2054-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32984.56     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| At Home Group, Inc.                                                                      | At Home Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | EC               | CORP              | US        |      1300 | NS      | $32084.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United FP Holdings, LLC                                                                  | United FP Holdings, LLC                                                                  | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    659083 | PA      | $632996.33    | 0.04%             | 2026-12-30      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Novae LLC                                                                                | Novae LLC                                                                                | CUSIP: 66988QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123678 | PA      | $114402.24    | 0.01%             | 2029-01-19      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20276 | PA      | $17608.37     | 0.00%             | 2031-04-03      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp                                                                             | Sandisk Corp                                                                             | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53625 | PA      | $53893.13     | 0.00%             | 2031-12-12      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85318.75     | 0.01%             | 2032-01-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                         | QuidelOrtho Corp                                                                         | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285000 | PA      | $284643.75    | 0.02%             | 2032-08-13      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Ins Mgmt Inc                                                           | Jones DesLauriers Ins Mgmt Inc                                                           | CUSIP: C4900AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $20000.00     | 0.00%             | 2032-12-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176839 | PA      | $145132.72    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144684 | PA      | $152778.40    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                           | TopBuild Corp.                                                                           | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75609.38     | 0.01%             | 2034-01-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $47959.70     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    969000 | PA      | $978540.39    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GTT Communications, Inc.                                                                 | GTT Communications, Inc.                                                                 | CUSIP: 36250LAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34482 | PA      | $28361.52     | 0.00%             | 2031-07-15      | Floating      | 14.00%                | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                         | GVC Holdings (Gibraltar) Limited                                                         | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81329 | PA      | $80628.31     | 0.01%             | 2032-07-30      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                         | GVC Holdings (Gibraltar) Limited                                                         | CUSIP: G3168QAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150665 | PA      | $149629.72    | 0.01%             | 2029-10-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Harbourvest Partners LP                                                                  | Harbourvest Partners LP                                                                  | CUSIP: 41165QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85000.00     | 0.01%             | 2030-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4034 | PA      | $3932.21      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ADQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400406 | PA      | $401330.83    | 0.03%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    698000 | PA      | $727455.11    | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50672.50     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85199.80     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $92925.00     | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.a r.l.                                                  | Tengizchevroil Finance Company S.a r.l.                                                  | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88068.40     | 0.01%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Usiminas International S.a r.l.                                                          | Usiminas International S.a r.l.                                                          | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206604.00    | 0.01%             | 2032-01-27      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    867000 | PA      | $890718.52    | 0.06%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02073LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151381.50    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| P.F. Chang's China Bistro Inc.                                                           | P.F. Chang's China Bistro Inc.                                                           | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       267 | PA      | $195.23       | 0.00%             | 2026-03-01      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177951 | PA      | $178063.07    | 0.01%             | 2028-08-16      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120318.75    | 0.01%             | 2500-12-31      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204330.00    | 0.01%             | 2500-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333971 | PA      | $220003.46    | 0.01%             | 2026-03-25      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM Acquisition LLC                                                                      | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306211 | PA      | $286721.12    | 0.02%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3814590.86   | 0.25%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                   | Brandywine Operating Partnership, L.P.                                                   | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1117829.34   | 0.07%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                          | LaserShip, Inc.                                                                          | CUSIP: 51809EAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59528 | PA      | $59974.36     | 0.00%             | 2029-01-02      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280787 | PA      | $280825.95    | 0.02%             | 2032-03-05      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158100.00    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                            | Discovery Communications, LLC                                                            | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28700.00     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24411.50     | 0.00%             | 2033-03-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169575 | PA      | $169442.73    | 0.01%             | 2030-09-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    132603 | PA      | $135794.75    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    199004 | PA      | $206640.57    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aurora Lux Finco S.A.R.L                                                                 | Aurora Lux Finco S.A.R.L                                                                 | CUSIP: L0024CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $123906.25    | 0.01%             | 2032-09-05      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                              | Energean Israel Finance Ltd                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | US        |     50000 | PA      | $49149.50     | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1375961 | PA      | $1240844.66   | 0.08%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FVE99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    373375 | PA      | $347494.48    | 0.02%             | 2045-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                                                                        | Ares XLI CLO Ltd.                                                                        | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |   2135000 | PA      | $2136374.94   | 0.14%             | 2034-04-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                                  | Ashton Woods USA L.L.C.                                                                  | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45057.15     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                                                    | BX Commercial Mortgage Trust 2024-XL4                                                    | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224078 | PA      | $1223313.37   | 0.08%             | 2026-02-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31568.40     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CFCRE 2017-C8 Mortgage Trust                                                             | CFCRE 2017-C8 Mortgage Trust                                                             | CUSIP: 12532CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897560 | PA      | $888766.37    | 0.06%             | 2027-03-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $87716.30     | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties                                                                  | COPT Defense Properties                                                                  | CUSIP: 12713UAA4<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118489.03    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15, LLC                                                                      | CFMT 2024-HB15, LLC                                                                      | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    138636 | PA      | $135949.25    | 0.01%             | 2027-08-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: 221597CV7<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $225000.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119063 | PA      | $113753.32    | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31715 | PA      | $28446.56     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156647 | PA      | $139476.26    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $89712.25     | 0.01%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $201250.00    | 0.01%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $13893.75     | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2025-5YR16                                                                         | Bank5 2025-5YR16                                                                         | CUSIP: 05494RBS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $29372.70     | 0.00%             | 2058-12-17      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570622 | PA      | $571149.63    | 0.04%             | 2037-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO, Ltd.                                                                  | Bethpage Park CLO, Ltd.                                                                  | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    638000 | PA      | $638687.13    | 0.04%             | 2035-01-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550281.93    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    287770 | PA      | $289221.40    | 0.02%             | 2054-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X6QM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    158222 | PA      | $147751.74    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    170000 | PA      | $162350.00    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73749 | PA      | $73702.84     | 0.00%             | 2040-12-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96127 | PA      | $101477.34    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30519 | PA      | $27667.08     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405387 | PA      | $392243.54    | 0.03%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                        | Global Aviation Leasing Co., Ltd.                                                        | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $191092.05    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                      | Celulosa Arauco y Constitucion S.A.                                                      | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206423.06    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corporation                                                    | Central American Bottling Corporation                                                    | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152496.75    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2528865.35   | 0.17%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Grubhub Holdings Inc.                                                                    | Grubhub Holdings Inc.                                                                    | CUSIP: 40010PAC2<br>LEI: 529900CR2K1AJ5W4RR39 | Long             | DBT              | CORP              | US        |     28245 | PA      | $23125.59     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    479000 | PA      | $504411.57    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3954682.80   | 0.26%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299545 | PA      | $315834.69    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63411 | PA      | $61257.34     | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $161893.23    | 0.01%             | 2026-11-29      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    355000 | PA      | $200575.00    | 0.01%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2671434.76   | 0.18%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     35000 | PA      | $33101.80     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                                              | Citgo Petroleum Corporation                                                              | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34263.57     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71925.00     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128606 | PA      | $135584.10    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101332 | PA      | $99796.41     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27600.00     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005119.80   | 0.07%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                | MSCI Inc.                                                                                | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    732000 | PA      | $739184.43    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44546.85     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    545530 | PA      | $422878.00    | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38255 | PA      | $34680.38     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                                       | Pemex Project Funding Master Trust                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    410000 | PA      | $388801.93    | 0.03%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                 | PETRONAS Capital Limited                                                                 | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48624.30     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1999999 | PA      | $1726110.91   | 0.11%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5009894.50   | 0.33%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35006.79     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                           | JH North America Holdings Inc.                                                           | CUSIP: 76954LAD1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68826.10     | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $43732.80     | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19076.80     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TMS ISSUER S.a r.l.                                                                      | TMS ISSUER S.a r.l.                                                                      | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114561.67    | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    126714 | PA      | $71910.20     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608000 | PA      | $538331.16    | 0.04%             | 2038-05-17      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust 2023-HB1                                                     | Ocwen Loan Investment Trust 2023-HB1                                                     | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17159 | PA      | $16895.52     | 0.00%             | 2026-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    211000 | PA      | $213221.13    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      6000 | PA      | $8538.66      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     11001 | PA      | $10588.46     | 0.00%             | 2030-02-15      | Variable      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307490.59    | 0.02%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     52997 | PA      | $43007.07     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WH Borrower, LLC                                                                         | WH Borrower, LLC                                                                         | CUSIP: 92942LAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45189.90     | 0.00%             | 2032-02-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                                           | Dayforce, Inc.                                                                           | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69128 | PA      | $69041.22     | 0.00%             | 2031-03-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                                           | Vista Management Holding, Inc.                                                           | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22135 | PA      | $22319.53     | 0.00%             | 2031-03-27      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41690 | PA      | $19177.34     | 0.00%             | 2028-11-02      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147938 | PA      | $147938.16    | 0.01%             | 2032-07-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138358 | PA      | $112069.70    | 0.01%             | 2026-04-02      | Floating      | 13.34%                | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                                            | VS Buyer, LLC                                                                            | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184401 | PA      | $184862.00    | 0.01%             | 2031-04-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66236.95     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    119975 | PA      | $100715.41    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                                                   | W.R. Grace & Co.-Conn.                                                                   | CUSIP: 92943HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $94910.70     | 0.01%             | 2032-08-11      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                                    | VM Consolidated, Inc.                                                                    | CUSIP: 00215NAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121306 | PA      | $122094.15    | 0.01%             | 2032-10-03      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                                           | National Mentor Holdings, Inc.                                                           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185721.48    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57104.30     | 0.00%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |   1390000 | PA      | $320923.20    | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                   | TTM Technologies, Inc.                                                                   | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34168.05     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15598000 | PA      | $8644704.84   | 0.57%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pakistan, Government of                                                                  | Pakistan, Government of                                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $144456.25    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34081.25     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                                              | Fertitta Entertainment, LLC                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1016211 | PA      | $1015693.12   | 0.07%             | 2029-01-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                                                                 | AZZ Inc.                                                                                 | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16322 | PA      | $16362.94     | 0.00%             | 2029-05-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                                  | X Corp.                                                                                  | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    457155 | PA      | $448665.47    | 0.03%             | 2029-10-27      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                               | Zelis Payments Buyer, Inc.                                                               | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157600 | PA      | $155893.20    | 0.01%             | 2029-09-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                           | EG America LLC                                                                           | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163942 | PA      | $164420.66    | 0.01%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                        | Elanco Animal Health Incorporated                                                        | CUSIP: 28414BAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50052.00     | 0.00%             | 2032-10-28      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                | Stonepeak Nile Parent LLC                                                                | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68754.40     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    447000 | PA      | $455628.53    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                          | Acadia Healthcare Company, Inc.                                                          | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72360.00     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80500 | PA      | $80648.81     | 0.01%             | 2037-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 44 Ltd                                                       | Benefit Street Partners CLO 44 Ltd                                                       | CUSIP: 08187NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    784000 | PA      | $784635.04    | 0.05%             | 2039-01-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                          | Brand Industrial Services, Inc.                                                          | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63821.55     | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                         | Carpenter Technology Corporation                                                         | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101591.00    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $220000.00    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                                      | Tronox Incorporated                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    212000 | PA      | $148400.00    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3021679.80   | 0.20%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66806.25     | 0.00%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BPFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    332923 | PA      | $330766.18    | 0.02%             | 2044-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4209012.00   | 0.28%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                                 | J&J Ventures Gaming, LLC                                                                 | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184650 | PA      | $183120.94    | 0.01%             | 2030-04-26      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14298 | PA      | $13811.57     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    203833 | PA      | $206010.53    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    671512 | PA      | $553002.33    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    169601 | PA      | $153753.53    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    433621 | PA      | $452970.52    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                           | Jefferson Capital Holdings LLC                                                           | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36701.70     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213388 | PA      | $214187.70    | 0.01%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  3 | On Loan: No      |
| John Bean Technologies Corp                                                              | John Bean Technologies Corp                                                              | CUSIP: 47783YAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34868.53     | 0.00%             | 2032-01-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kenya, Government of                                                                     | Kenya, Government of                                                                     | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $218500.00    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                               | Medco Maple Tree Pte. Ltd.                                                               | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260782.50    | 0.02%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| John Bean Technologies Corp                                                              | John Bean Technologies Corp                                                              | CUSIP: 47783YAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9950 | PA      | $9962.44      | 0.00%             | 2032-01-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45582.30     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1207451.70   | 0.08%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    444000 | PA      | $433852.69    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                                | Snap Inc.                                                                                | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46248.30     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35433.30     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1666170 | PA      | $1688747.60   | 0.11%             | 2029-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 43 Ltd                                                                      | Symphony CLO 43 Ltd                                                                      | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    856000 | PA      | $857901.18    | 0.06%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    699000 | PA      | $700289.03    | 0.05%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114697.00    | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65700.00     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Travelport Worldwide Limited                                                             | Travelport Worldwide Limited                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        17 | NS      | $15862.53     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34372 | PA      | $26363.18     | 0.00%             | 2028-06-04      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107563 | PA      | $108022.88    | 0.01%             | 2028-06-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11619 | PA      | $11629.64     | 0.00%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                     | Neptune Bidco US Inc                                                                     | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328931 | PA      | $324901.59    | 0.02%             | 2029-04-11      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                                                        | Ensemble RCM, LLC                                                                        | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182086 | PA      | $182874.06    | 0.01%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Needle Holdings LLC                                                                      | Needle Holdings LLC                                                                      | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3961 | PA      | $3080.45      | 0.00%             | 2028-04-30      | Floating      | 15.75%                | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                 | AI Aqua Merger Sub, Inc.                                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88805 | PA      | $88967.16     | 0.01%             | 2028-07-31      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                 | AI Aqua Merger Sub, Inc.                                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59203 | PA      | $59311.45     | 0.00%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                                           | Arcis Golf LLC                                                                           | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75685 | PA      | $75779.58     | 0.01%             | 2028-11-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                                          | Natgasoline LLC                                                                          | CUSIP: 63232EAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218569 | PA      | $219661.71    | 0.01%             | 2030-03-25      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                          | Naked Juice LLC                                                                          | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107615 | PA      | $106841.52    | 0.01%             | 2029-01-24      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                          | Naked Juice LLC                                                                          | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141865 | PA      | $93276.22     | 0.01%             | 2029-01-24      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                                           | NCR Atleos LLC                                                                           | CUSIP: 63001PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83410 | PA      | $83549.02     | 0.01%             | 2029-04-16      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                                           | National Mentor Holdings, Inc.                                                           | CUSIP: 63689EAY1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79500 | PA      | $79550.09     | 0.01%             | 2030-12-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                    | AECOM                                                                                    | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138173.85    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8700000 | PA      | $8812148.22   | 0.58%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                    | Ardagh Metal Packaging Finance Public Limited Company                                    | CUSIP: 03969YAD0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163416.00    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition, LLC                                                                     | LBM Acquisition, LLC                                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49578.03     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    520000 | PA      | $447106.35    | 0.03%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $110437.50    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                | Commercial Metals Company                                                                | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33977.30     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $199750.00    | 0.01%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $215500.00    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| COMM 2005-C6                                                                             | COMM 2005-C6                                                                             | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537000 | PA      | $535048.27    | 0.04%             | 2030-11-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y0CN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4255 | PA      | $4023.52      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    399586 | PA      | $397286.89    | 0.03%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    366806 | PA      | $330883.42    | 0.02%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15095 | PA      | $14576.11     | 0.00%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202010.00    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                           | JH North America Holdings Inc.                                                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25664.86     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                                     | Kennedy-Wilson, Inc.                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70913.25     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                      | Kilroy Realty, L.P.                                                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    925000 | PA      | $929156.58    | 0.06%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                    | MC Brazil Downstream Trading S.a r.l.                                                    | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | US        |    190295 | PA      | $166746.36    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Macquarie AirFinance Holdings Limited                                                    | Macquarie AirFinance Holdings Limited                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152000.06    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88281.25     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130800.00    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia S.a r.l.                                                                   | Saavi Energia S.a r.l.                                                                   | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $216285.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    233000 | PA      | $221751.25    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Trinet Group, Inc.                                                                       | Trinet Group, Inc.                                                                       | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77329.50     | 0.01%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71706.60     | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1287014.73   | 0.09%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310448 | PA      | $307731.44    | 0.02%             | 2028-05-06      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                                    | Dave & Buster's, Inc.                                                                    | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129622 | PA      | $118968.74    | 0.01%             | 2029-06-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                            | Brand Industrial Services Inc                                                            | CUSIP: 10524MAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526818 | PA      | $478925.17    | 0.03%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61708 | PA      | $61707.62     | 0.00%             | 2031-10-03      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                                    | Dave & Buster's, Inc.                                                                    | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108900 | PA      | $96818.63     | 0.01%             | 2031-09-26      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                               | Zelis Payments Buyer, Inc.                                                               | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209001 | PA      | $207172.50    | 0.01%             | 2031-10-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69825 | PA      | $66901.43     | 0.00%             | 2032-02-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                                   | TK Elevator Midco GmbH                                                                   | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83079 | PA      | $83549.61     | 0.01%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                             | DaVita, Inc.                                                                             | CUSIP: 23918VBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139593 | PA      | $140078.42    | 0.01%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                     | Klockner-Pentaplast of America, Inc.                                                     | CUSIP: L5841WAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57576 | PA      | $51062.74     | 0.00%             | 2026-08-05      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Ares LV CLO Ltd                                                                          | Ares LV CLO Ltd                                                                          | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    652000 | PA      | $654190.72    | 0.04%             | 2037-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399708 | PA      | $384254.16    | 0.03%             | 2032-11-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $261324.81    | 0.02%             | 2026-06-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government of Commonwealth of the Bahamas                                                | Government of Commonwealth of the Bahamas                                                | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $223250.00    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    259000 | PA      | $257642.81    | 0.02%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82600.00     | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183965.13    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                                    | Compania de Minas Buenaventura S.A.A.                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208026.00    | 0.01%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417689.79    | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67457.60     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83837.50     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29164.76     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                                             | Eagle Funding LuxCo S.a r.l.                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239277.96    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                    | EG Global Finance PLC                                                                    | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    519000 | PA      | $562746.51    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQWA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78218 | PA      | $77252.24     | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    907631 | PA      | $745749.15    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    660813 | PA      | $545224.57    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    412312 | PA      | $353360.04    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    917069 | PA      | $951401.19    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14234 | PA      | $12903.84     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Geopark Limited                                                                          | Geopark Limited                                                                          | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186500.00    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                                | Insight Enterprises, Inc.                                                                | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87231.25     | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  57496224 | NS      | $57496223.96  | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LD Celulose International GmbH                                                           | LD Celulose International GmbH                                                           | CUSIP: 50206BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209750.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd                                                                       | Magnetite XXVI Ltd                                                                       | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $869307.48    | 0.06%             | 2038-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35443.52     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $218000.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    330000 | PA      | $85470.00     | 0.01%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                       | Puget Energy, Inc.                                                                       | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2009512.75   | 0.13%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                                     | Sixth Street Specialty Lending, Inc.                                                     | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    514000 | PA      | $530970.64    | 0.04%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188993.00    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40100.00     | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78583.74     | 0.01%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1756643.20   | 0.12%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6579 | PA      | $6595.40      | 0.00%             | 2032-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $61500.00     | 0.00%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66187.55     | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                                                            | New Arclin U.S. Holding Corp.                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150710 | PA      | $150521.72    | 0.01%             | 2028-09-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                                                               | Cast and Crew Payroll, LLC                                                               | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240298 | PA      | $140454.14    | 0.01%             | 2028-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Optiv Security, Inc.                                                                     | Optiv Security, Inc.                                                                     | CUSIP: 68405PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137225 | PA      | $96785.91     | 0.01%             | 2026-08-17      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                                       | OMNIA Partners LLC                                                                       | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227205 | PA      | $227895.71    | 0.02%             | 2030-07-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297198 | PA      | $295578.62    | 0.02%             | 2031-12-10      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Peer Holding III B.V.                                                                    | Peer Holding III B.V.                                                                    | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $55045.65     | 0.00%             | 2032-09-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                                                             | Openlane Inc                                                                             | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29981.40     | 0.00%             | 2032-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.                                               | Calpine Construction Finance Company, L.P.                                               | CUSIP: 13134NAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114575 | PA      | $114628.85    | 0.01%             | 2030-07-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lumexa Imaging, Inc.                                                                     | Lumexa Imaging, Inc.                                                                     | CUSIP: 90372AAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $35153.30     | 0.00%             | 2032-12-12      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Minstry of Finance, Lebenon Republic of                                                  | Minstry of Finance, Lebenon Republic of                                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | US        |     98000 | PA      | $22907.50     | 0.00%             | 2500-12-31      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Company PJSC                                             | Abu Dhabi Developmental Holding Company PJSC                                             | CUSIP: 00402D2D6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194105.26    | 0.01%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO Series 2018-B                                                                  | AIMCO CLO Series 2018-B                                                                  | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1188000 | PA      | $1191099.49   | 0.08%             | 2037-04-16      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1351997.35   | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371700 | PA      | $372017.52    | 0.02%             | 2026-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                                                      | Breakwater Energy Holdings S.a r.l.                                                      | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109200.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4918.75      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104631.00    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215946.00    | 0.01%             | 2028-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    477162 | PA      | $497709.55    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    349937 | PA      | $353253.82    | 0.02%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    229961 | PA      | $196793.94    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3554478 | PA      | $2944515.17   | 0.20%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265072.98    | 0.02%             | 2036-03-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |     65500 | PA      | $64353.75     | 0.00%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $83792.32     | 0.01%             | 2045-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                                      | Moss Creek Resources Holdings, Inc.                                                      | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111070.00    | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81917.60     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66218.75     | 0.00%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     98000 | PA      | $89247.23     | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                          | SBA Towers, LLC                                                                          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $364680.52    | 0.02%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42183.90     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149764.50    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46030.50     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $74902.50     | 0.00%             | 2027-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $313600.00    | 0.02%             | 2029-01-15      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                             | Embecta Corp                                                                             | CUSIP: 29081LAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120518 | PA      | $120643.45    | 0.01%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149164 | PA      | $149383.18    | 0.01%             | 2031-06-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EMG Utica, LLC                                                                           | EMG Utica, LLC                                                                           | CUSIP: 26869HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79599 | PA      | $80395.11     | 0.01%             | 2029-10-24      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                               | Endo Luxembourg Finance Company I S.a r.l.                                               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163163 | PA      | $161735.29    | 0.01%             | 2031-04-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183613 | PA      | $183873.29    | 0.01%             | 2031-09-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79948.65     | 0.01%             | 2032-05-09      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1650395.36   | 0.11%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $97905.56     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309185.21    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88934 | PA      | $93883.89     | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201770 | PA      | $183317.06    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| People's Government of Inner Mongolia Autonomous Region                                  | People's Government of Inner Mongolia Autonomous Region                                  | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    200000 | PA      | $212750.00    | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43236.01     | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $57927.08     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26600000 | PA      | $26914834.94  | 1.79%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                                 | YPF S.A.                                                                                 | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61140.00     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                        | Spa Holdings 3 Oy                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42956 | PA      | $43152.38     | 0.00%             | 2028-03-18      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                                                              | Sotera Health Holdings, LLC                                                              | CUSIP: 83600VAH4<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     84853 | PA      | $85224.54     | 0.01%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143323.60    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381512 | PA      | $380082.98    | 0.03%             | 2027-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                       | Kingdom of Bahrain                                                                       | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $43087.50     | 0.00%             | 2034-05-18      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2023-4 Ltd                                                       | Bain Capital Credit CLO 2023-4 Ltd                                                       | CUSIP: 05685EAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $915957.09    | 0.06%             | 2039-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    208000 | PA      | $192533.91    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156879.00    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    724000 | PA      | $760381.00    | 0.05%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101510.85    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $211765.60    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56947.19     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| DP World Limited                                                                         | DP World Limited                                                                         | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98422.74     | 0.01%             | 2048-09-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25755TAH3<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |   3531580 | PA      | $3512548.32   | 0.23%             | 2027-07-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    529400 | PA      | $561704.53    | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20396 | PA      | $20189.30     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    236685 | PA      | $220232.94    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12571 | PA      | $11852.94     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    224207 | PA      | $209954.00    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    424976 | PA      | $349444.22    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    283513 | PA      | $231883.68    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    872301 | PA      | $818974.29    | 0.05%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353727 | PA      | $322628.54    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3877988.40   | 0.26%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fidelity Investment Grade Bond ETF                                                       | Fidelity Investment Grade Bond ETF                                                       | CUSIP: 67120MAA3<br>LEI: 549300X4MUYWBSV82480 | Long             | ABS-CBDO         | CORP              | US        |    374000 | PA      | $374594.29    | 0.02%             | 2038-01-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108650.85    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102495.00    | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28945.88     | 0.00%             | 2049-04-16      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184872.35    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15235546.50  | 1.01%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232166.40    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                                                          | Discovery Purchaser Corporation                                                          | CUSIP: 25471NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227049 | PA      | $217805.77    | 0.01%             | 2029-08-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146593 | PA      | $146978.12    | 0.01%             | 2031-03-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                                          | TripAdvisor Inc                                                                          | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79262 | PA      | $76190.62     | 0.01%             | 2031-07-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                                                            | Frontier Communications Corp.                                                            | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113728 | PA      | $113551.08    | 0.01%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                        | Spa Holdings 3 Oy                                                                        | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99538 | PA      | $100035.19    | 0.01%             | 2030-05-22      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Splat Super Holdco, LLC                                                                  | Splat Super Holdco, LLC                                                                  | CUSIP: 84862VAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158016 | PA      | $147875.96    | 0.01%             | 2032-06-24      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                                             | Somnigroup International Inc                                                             | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172356 | PA      | $173360.45    | 0.01%             | 2031-10-24      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30000.00     | 0.00%             | 2033-07-24      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Disco Parent, Inc.                                                                       | Disco Parent, Inc.                                                                       | CUSIP: 25461GAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45225.00     | 0.00%             | 2032-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SonarSource Financing LLC                                                                | SonarSource Financing LLC                                                                | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $83937.50     | 0.01%             | 2030-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer