# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-26-002181
**Filing Date:** 2026-2
**Character Count:** 473235
**Document Hash:** 12133b8cdbea9de9720e009699d75393
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002181.hdr.sgml**: 20260220

**ACCESSION NUMBER**: 0002071691-26-002181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260220

**DATE AS OF CHANGE**: 20260220

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine ETF Trust
- **CENTRAL INDEX KEY:** 0001886172

**ORGANIZATION NAME:**
- **EIN:** 876641637
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 26658328

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (213) 633-8200

**MAIL ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Opportunistic Core Bond ETF (Series ID: S000074770)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000232947 | DoubleLine Opportunistic Core Bond ETF | DBND            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23746

- **c. CIK number of Registrant:** 0001886172

- **d. LEI of Registrant:** 549300TPCA72X7FKG626

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

  - **Street Address 1:** 2002 North Tampa Street Suite 200

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Opportunistic Core Bond ETF

- **b. EDGAR series identifier (if any):** S000074770

- **c. LEI of Series:** 549300XH2GLHBOP4OL65

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $619155324.50

**Total Liabilities:** $1984284.99

**Net Assets:** $617171039.51

**Delayed Delivery Securities:** $500000.00

**Cash Not Reported:** $297750.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 287.00000000 | **1-Year:** 18380.00000000 | **5-Year:** 90566.00000000 | **10-Year:** 52246.00000000 | **30-Year:** 14334.00000000

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

- **3-Month:** 244.00000000 | **1-Year:** 4309.00000000 | **5-Year:** 13570.00000000 | **10-Year:** 2237.00000000 | **30-Year:** 265.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232947 | 0.38%                | 0.67%                | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18887.83               | $393182.69                                 |
| Month 2  | $431466.30               | $764759.66                                 |
| Month 3  | $75123.05                | $-1927216.88                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Aggregate Bond Index Unhedged USD

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aaset Ltd.                                                                | Aaset Ltd., Series 2024-2A, Class B                                                    | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382914 | PA      | $387096.23    | 0.06%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 Ltd.                                                           | AASET MT-1 Ltd., Series 2025-3A, Class B                                               | CUSIP: 00039NAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497756 | PA      | $497062.66    | 0.08%             | 2050-02-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                           | AEP Texas, Inc.                                                                        | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93207.05     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                | AMSR Trust, Series 2023-SFR2, Class A                                                  | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2081468.34   | 0.34%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                               | APH Somerset Investor 2 LLC                                                            | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116235.58    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2024-CRE9, Class B                                                  | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200153.40    | 0.03%             | 2041-05-17      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                             | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    659000 | PA      | $441352.39    | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                             | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    242000 | PA      | $244330.60    | 0.04%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                     | AAR Escrow Issuer LLC                                                                  | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72474.85     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aaset LLC                                                                 | Aaset LLC, Series 2022-1A, Class A                                                     | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416273 | PA      | $425272.53    | 0.07%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                               | Aaset Trust, Series 2024-1A, Class A1                                                  | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247571 | PA      | $253362.80    | 0.04%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                               | Aaset Trust, Series 2024-1A, Class B                                                   | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408500 | PA      | $416181.08    | 0.07%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                               | Aaset Trust, Series 2021-2A, Class A                                                   | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387844 | PA      | $367991.85    | 0.06%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                               | Aaset Trust, Series 2025-1A, Class A                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581431 | PA      | $594931.50    | 0.10%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                           | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $307661.35    | 0.05%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                              | Academy Ltd.                                                                           | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165706.60    | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $408642.51    | 0.07%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                              | Acushnet Co.                                                                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152060.39    | 0.02%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                           | AdaptHealth LLC                                                                        | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58809.23     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    367000 | PA      | $384997.22    | 0.06%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                    | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $167709.76    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                       | Affirm Master Trust, Series 2025-1A, Class C                                           | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1259590.13   | 0.20%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X1, Class B                             | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $977887.46    | 0.16%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class D                             | CUSIP: 00835DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $877300.29    | 0.14%             | 2030-10-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                  | Agree LP                                                                               | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    376000 | PA      | $394217.25    | 0.06%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                            | Aircastle Ltd.                                                                         | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    350000 | PA      | $357772.77    | 0.06%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                                   | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171935.16    | 0.03%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                      | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92874.31     | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337431.60    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                       | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $86363.94     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                 | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89647.72     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133954.18    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122271.43    | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86626.78     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546316.84    | 0.09%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    383000 | PA      | $396597.54    | 0.06%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                   | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    191000 | PA      | $142146.63    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471472.72    | 0.08%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                            | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390598.94    | 0.06%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp.                                                                         | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    459000 | PA      | $438808.95    | 0.07%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                         | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $485294.09    | 0.08%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                  | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174906.84    | 0.03%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO Ltd.                                                        | Anthelion CLO Ltd., Series 2025-1A, Class A1                                           | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003514.90   | 0.16%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                           | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $251003.42    | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                     | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R                                      | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501211.65    | 0.08%             | 2038-10-21      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                       | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501493.30    | 0.08%             | 2038-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                         | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    329000 | PA      | $341626.89    | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                          | ArcelorMittal SA                                                                       | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    169000 | PA      | $181999.84    | 0.03%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                   | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149643.63    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                         | Aris Mining Corp.                                                                      | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208893.44    | 0.03%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                             | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    607000 | PA      | $617948.93    | 0.10%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                   | Arrow Electronics, Inc.                                                                | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    262000 | PA      | $274077.53    | 0.04%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122871.96    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                                  | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412906.88    | 0.07%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                     | Athene Global Funding                                                                  | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199336.00    | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                     | Athene Global Funding                                                                  | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159276.54    | 0.03%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                           | Atlassian Corp.                                                                        | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144084.21    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                         | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    374000 | PA      | $385892.77    | 0.06%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                 | Avant Loans Funding Trust, Series 2025-REV1, Class C                                   | CUSIP: 05352BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1310198.37   | 0.21%             | 2034-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                 | Avant Loans Funding Trust, Series 2024-REV1, Class B                                   | CUSIP: 05352UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $608605.08    | 0.10%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                             | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    331000 | PA      | $339316.02    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                                     | Avilease Capital Ltd.                                                                  | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $397124.10    | 0.06%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                           | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $600417.62    | 0.10%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                           | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    104000 | PA      | $103357.35    | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                    | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $95380.56     | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                    | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $205098.54    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C9, Class A5                                         | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $225370.20    | 0.04%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C11, Class ASB                                       | CUSIP: 05493MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $284545.65    | 0.05%             | 2054-09-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                       | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $416811.58    | 0.07%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2025-5YR19, Class AS                                                     | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $471351.79    | 0.08%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                        | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197498.66    | 0.03%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2022-FL11, Class B                                                     | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $281818.88    | 0.05%             | 2039-03-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    402000 | PA      | $333794.20    | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                      | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    242000 | PA      | $252212.58    | 0.04%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                        | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $269236.11    | 0.04%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C12, Class AS                                        | CUSIP: 05552XBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $158541.70    | 0.03%             | 2054-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C16, Class A5                                        | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99499.35     | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                       | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $322926.17    | 0.05%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-5C36, Class A3                                       | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $391480.24    | 0.06%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                | BFLD Trust, Series 2025-FPM, Class A                                                   | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $223767.85    | 0.04%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                                                 | BRSP Ltd., Series 2021-FL1, Class A                                                    | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116797 | PA      | $116663.45    | 0.02%             | 2038-08-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C6, Class A3                                          | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $317994.40    | 0.05%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                            | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A                               | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $211102.71    | 0.03%             | 2041-04-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                        | BMO MORTGAGE TRUST, Series 2023-C6, Class ASB                                          | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $267702.60    | 0.04%             | 2056-09-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                         | BSPRT Issuer Ltd., Series 2023-FL10, Class B                                           | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270951.48    | 0.04%             | 2035-09-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                             | BPR Commercial Mortgage Trust, Series 2025-STAR, Class A                               | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208000 | PA      | $209476.05    | 0.03%             | 2042-11-05      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ARIA, Class C                                                    | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268704 | PA      | $271025.41    | 0.04%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2025-4A, Class D1                                 | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503454.65    | 0.08%             | 2039-01-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                       | Banco Davivienda SA                                                                    | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $419952.00    | 0.07%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                | Banco Internacional del Peru SAA Interbank                                             | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $157687.50    | 0.03%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                           | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210250.00    | 0.03%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                              | Banco de Credito del Peru SA                                                           | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    850000 | PA      | $838800.91    | 0.14%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                       | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    396203 | PA      | $417114.54    | 0.07%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                   | Banco Nacional de Comercio Exterior SNC                                                | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207240.00    | 0.03%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244883.66    | 0.04%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    232000 | PA      | $241838.55    | 0.04%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                   | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class C     | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $258110.92    | 0.04%             | 2049-07-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    129000 | PA      | $134514.23    | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2025-5YR17, Class AS                                                     | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516107.20    | 0.08%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                    | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373284.77    | 0.06%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2025-BNK50, Class XA                                                      | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11745630 | PA      | $328584.00    | 0.05%             | 2068-05-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN38, Class A5                                                       | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $266556.84    | 0.04%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class A2                                                       | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299416 | PA      | $285894.86    | 0.05%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2018-BN11, Class C                                                        | CUSIP: 06540TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $273100.17    | 0.04%             | 2061-03-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN33, Class A5                                                       | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260445 | PA      | $235684.73    | 0.04%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2023-BNK46, Class XA                                                      | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5991924 | PA      | $200278.87    | 0.03%             | 2056-08-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2025-BNK51, Class C                                                       | CUSIP: 06541HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $451750.95    | 0.07%             | 2067-12-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2022-BNK43, Class C                                                       | CUSIP: 06541QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $281436.66    | 0.05%             | 2055-08-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2019-BN23, Class A3                                                       | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $151615.65    | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN32, Class A4                                                       | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $201612.25    | 0.03%             | 2054-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2025-5YR15, Class AS                                                     | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259415.55    | 0.04%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2025-5YR16, Class AS                                                     | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517000 | PA      | $535757.28    | 0.09%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2024-5YR10, Class AS                                                     | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $335371.33    | 0.05%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2024-5YR10, Class B                                                      | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $381150.25    | 0.06%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2023-5YR1, Class XA                                                      | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10523618 | PA      | $57658.90     | 0.01%             | 2056-04-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2024-5YR9, Class A3                                                      | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $314512.71    | 0.05%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                           | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $300416.54    | 0.05%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $197505.00    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $42275.70     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $58223.75     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-5C34, Class A3                                       | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $345757.70    | 0.06%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                               | Bell Canada                                                                            | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $236180.18    | 0.04%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc                                                                  | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204342.00    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B15, Class A4                                    | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $289674.11    | 0.05%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2018-B2, Class XA                                     | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6639166 | PA      | $44052.86     | 0.01%             | 2051-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B13, Class A3                                    | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $331708.44    | 0.05%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B14, Class ASB                                   | CUSIP: 08162YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117190 | PA      | $114655.98    | 0.02%             | 2062-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B31, Class A5                                    | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224262.30    | 0.04%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B35, Class C                                     | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $204526.70    | 0.03%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2023-V3, Class XA                                     | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7089853 | PA      | $127947.03    | 0.02%             | 2056-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2023-V3, Class AS                                     | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $388660.15    | 0.06%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2025-V15, Class AS                                    | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $242710.50    | 0.04%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2025-V19, Class B                                     | CUSIP: 08164DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $470449.25    | 0.08%             | 2058-01-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2025-V18, Class AS                                    | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $427857.70    | 0.07%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2025-V16, Class A3                                    | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $260007.90    | 0.04%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2025-V16, Class C                                     | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $435368.84    | 0.07%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 46 Ltd.                                       | Benefit Street Partners CLO 46 Ltd., Series 2025-46A, Class A                          | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.08%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V8, Class A2                                     | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $285439.83    | 0.05%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V8, Class A3                                     | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $361380.76    | 0.06%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                    | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209253.14    | 0.03%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                     | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $311932.08    | 0.05%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                    | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $360745.38    | 0.06%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V11, Class C                                     | CUSIP: 081921BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $441798.37    | 0.07%             | 2057-11-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVI Ltd.                                    | Benefit Street Partners CLO XXXVI Ltd., Series 2024-36A, Class D1                      | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500152.60    | 0.08%             | 2038-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2025-V17, Class AM                                    | CUSIP: 081934AU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $418532.07    | 0.07%             | 2058-09-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                              | Biogen, Inc.                                                                           | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    503000 | PA      | $519242.21    | 0.08%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                         | Black Hills Corp.                                                                      | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    455000 | PA      | $340644.96    | 0.06%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                         | Black Hills Corp.                                                                      | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    317000 | PA      | $338468.72    | 0.05%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                       | Block Financial LLC                                                                    | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $321163.44    | 0.05%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C3, Class AS                                          | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $234718.92    | 0.04%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C7, Class AS                                          | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $229446.39    | 0.04%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2025-5C12, Class AS                                         | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $420700.63    | 0.07%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2025-5C13, Class AS                                         | CUSIP: 09664JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $474052.36    | 0.08%             | 2058-12-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                   | Cloud Capital Holdco LP, Series 2024-2A, Class A2                                      | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506482.00    | 0.08%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1                            | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938015 | PA      | $937886.90    | 0.15%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                            | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151333 | PA      | $1157854.03   | 0.19%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Brazil Government Bond                                                                 | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $292200.00    | 0.05%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                         | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    635000 | PA      | $517075.72    | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                                    | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118693.17    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                    | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125277.84    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                            | Buffalo Energy Mexico Holdings                                                         | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198982 | PA      | $218556.96    | 0.04%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160453.20    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136079.37    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                  | Bunge Ltd. Finance Corp.                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    374000 | PA      | $367123.03    | 0.06%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $386027.69    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                               | Business Jet Securities LLC, Series 2024-2A, Class B                                   | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407309 | PA      | $407796.22    | 0.07%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2017-2A, Class BR                                                    | CUSIP: 12481KAU2<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500439.70    | 0.08%             | 2034-07-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149880.81    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $229360.44    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $76610.19     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $150922.56    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                                      | CCL Industries, Inc.                                                                   | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    281000 | PA      | $265304.78    | 0.04%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CENT                                                                      | CENT, Series 2025-CITY, Class A                                                        | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $247218.31    | 0.04%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                           | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class AM                              | CUSIP: 12532BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $294793.74    | 0.05%             | 2054-12-10      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                        | CHS/Community Health Systems, Inc.                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150541.52    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194450.76    | 0.03%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2016-DC2, Class C                                    | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $203689.66    | 0.03%             | 2049-02-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                 | CRH America Finance, Inc.                                                              | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    321000 | PA      | $321607.10    | 0.05%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                              | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314077.27    | 0.05%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                    | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60480.90     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2021-B33, Class A2                                                  | CUSIP: 12658WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $245775.70    | 0.04%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                            | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218972.00    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                      | Campbell's Co. (The)                                                                   | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173204.32    | 0.03%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                     | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    624000 | PA      | $626548.20    | 0.10%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                  | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    292000 | PA      | $257122.30    | 0.04%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                  | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23264.31     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                       | Carlisle Cos., Inc.                                                                    | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174441.70    | 0.03%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-8A, Class A1R                                         | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501560.00    | 0.08%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    148000 | PA      | $152901.01    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    125000 | PA      | $128441.37    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                         | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    106000 | PA      | $107228.48    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                                      | Castlelake Aircraft Structured Trust, Series 2025-1A, Class A                          | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467320 | PA      | $475196.25    | 0.08%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50291.25     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                               | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49782.92     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                        | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208830.00    | 0.03%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                            | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    233000 | PA      | $226957.96    | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                  | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    552000 | PA      | $551257.81    | 0.09%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                  | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    174000 | PA      | $180585.17    | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                               | Cherry Securitization Trust, Series 2025-1A, Class A                                   | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $558743.68    | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II Sarl                                         | Chile Electricity Lux MPC II Sarl                                                      | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    388348 | PA      | $404363.89    | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122367.95    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                        | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    382000 | PA      | $390315.11    | 0.06%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                        | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184619.73    | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AR8, Class 2A1A                             | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432875 | PA      | $384905.04    | 0.06%             | 2037-07-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    481000 | PA      | $440746.57    | 0.07%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150763.77    | 0.02%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                          | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289812 | PA      | $287184.69    | 0.05%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $350597.60    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                      | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $326840.06    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                   | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25036.83     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                   | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99385.63     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194377.39    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83376.03     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                             | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99167.73     | 0.02%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                  | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216078.33    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                        | Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2                           | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $737405.70    | 0.12%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                | Colonial Enterprises, Inc.                                                             | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $177871.16    | 0.03%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-5, Class A2                                      | CUSIP: 19685AAB5<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |    743307 | PA      | $744702.05    | 0.12%             | 2069-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                   | Commonwealth Edison Co.                                                                | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    511000 | PA      | $531799.53    | 0.09%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30327.01     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                         | Compass Datacenters Issuer II LLC, Series 2024-2A, Class B2                            | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251883.35    | 0.04%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                        | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697151 | PA      | $697764.41    | 0.11%             | 2044-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                   | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    287000 | PA      | $290511.01    | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69810.57     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                         | Cornerstone Building Brands, Inc.                                                      | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $77786.10     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                  | Cougar JV Subsidiary LLC                                                               | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69732.72     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                     | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    318000 | PA      | $317702.51    | 0.05%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                           | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    318000 | PA      | $315319.85    | 0.05%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H1, Class M1                                         | CUSIP: 22757AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013054.00   | 0.16%             | 2068-12-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                                          | Crown City CLO I, Series 2020-1A, Class A1RR                                           | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501964.00    | 0.08%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                      | DBJPM Mortgage Trust, Series 2020-C9, Class ASB                                        | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233333 | PA      | $222570.58    | 0.04%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                            | Dcli Bidco LLC                                                                         | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205742.49    | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                            | DTE Energy Co.                                                                         | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    246000 | PA      | $262469.69    | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                        | DT Midstream, Inc.                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $109588.94    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                           | DataBank Issuer, Series 2023-1A, Class A2                                              | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497750.55    | 0.08%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                    | DataBank Issuer II LLC, Series 2025-1A, Class A2                                       | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $986952.70    | 0.16%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                           | Dealer Tire LLC                                                                        | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $236263.60    | 0.04%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                          | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715573 | PA      | $701048.89    | 0.11%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class M1                       | CUSIP: 24382EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2302408.56   | 0.37%             | 2060-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                              | Del Amo Fashion Center Trust, Series 2017-AMO, Class C                                 | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239010.28    | 0.04%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                | Dell, Inc.                                                                             | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    256000 | PA      | $275608.45    | 0.04%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | Directv Financing LLC                                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60385.80     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $79955.01     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $142444.73    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | Directv Financing LLC                                                                  | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167152.26    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                                                  | Dividend Solar Loans LLC, Series 2018-1, Class B                                       | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364338 | PA      | $344444.38    | 0.06%             | 2038-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                             | Dornoch Debt Merger Sub, Inc.                                                          | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60688.80     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Local Currency Bond Fund                      | DoubleLine Emerging Markets Local Currency Bond Fund, Class I                          | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             |  | RF                | US        |   1178775 | NS      | $11328025.35  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleLine Global Bond Fund                                               | DoubleLine Global Bond Fund, Class I                                                   | CUSIP: 258620699<br>LEI: 5493008IO8R1K4RY7M95 | Long             |  | RF                | US        |   1662896 | NS      | $14666742.10  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                      | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92785.92     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                      | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $381542.33    | 0.06%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                      | EFMT, Series 2025-INV4, Class M1                                                       | CUSIP: 26846DAH7<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1509918.45   | 0.24%             | 2070-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                                     | EWC Master Issuer LLC, Series 2022-1A, Class A2                                        | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482500 | PA      | $477257.11    | 0.08%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    242000 | PA      | $234301.03    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77460.68     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                            | Element Fleet Management Corp.                                                         | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $248473.36    | 0.04%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc.                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168654.92    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $276331.95    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                               | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153672.70    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                          | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $314532.38    | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367732.19    | 0.06%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                     | Entergy Louisiana LLC                                                                  | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $442934.92    | 0.07%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC                                                      | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265254.83    | 0.04%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5                        | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99868.53     | 0.02%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                          | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    340000 | PA      | $214237.80    | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                          | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163453.51    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                   | Essential Properties LP                                                                | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165385.30    | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                               | Evergy Kansas Central, Inc.                                                            | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    269000 | PA      | $267533.76    | 0.04%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                 | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    329000 | PA      | $337426.44    | 0.05%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ExteNet Issuer LLC                                                        | ExteNet Issuer LLC, Series 2024-1A, Class B                                            | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506972.25    | 0.08%             | 2054-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                   | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    491000 | PA      | $477067.50    | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                        | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300717.90    | 0.05%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114184 | PA      | $1146820.13   | 0.19%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2811359 | PA      | $2431811.93   | 0.39%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DQLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1440226 | PA      | $1497337.65   | 0.24%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875991 | PA      | $912805.13    | 0.15%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DSZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2518209 | PA      | $2592867.02   | 0.42%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3709688 | PA      | $3349057.86   | 0.54%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1931023 | PA      | $2017892.32   | 0.33%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DTU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2668178 | PA      | $2750158.12   | 0.45%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DUXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2352938 | PA      | $2337552.81   | 0.38%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1339334 | PA      | $1206495.15   | 0.20%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2005922 | PA      | $1797282.33   | 0.29%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1136924 | PA      | $927858.35    | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2384278 | PA      | $2389004.73   | 0.39%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132E0GL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1388085 | PA      | $1149592.86   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132E0KD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273575 | PA      | $1303836.10   | 0.21%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038684 | PA      | $1093218.77   | 0.18%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 3133KPZC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1590254 | PA      | $1595374.86   | 0.26%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA REMICS, Series 2018-62, Class B                                                   | CUSIP: 3136B2W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1343825 | PA      | $1234890.10   | 0.20%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA REMICS, Series 2019-5, Class FE                                                   | CUSIP: 3136B3K74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2249649 | PA      | $2220266.66   | 0.36%             | 2049-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA REMICS, Series 2022-M2, Class A2                                                  | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909000 | PA      | $1741456.81   | 0.28%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA REMICS, Series 2025-31, Class FA                                                  | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2076011 | PA      | $2089034.89   | 0.34%             | 2054-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC REMICS, Series 5015, Class CG                                                    | CUSIP: 3137FVTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1905868 | PA      | $1505578.61   | 0.24%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC REMICS, Series 5527, Class FC                                                    | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1967184 | PA      | $1975473.22   | 0.32%             | 2054-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA                                                                                   | CUSIP: 3140LMBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940000 | PA      | $2079609.56   | 0.34%             | 2033-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA                                                                                   | CUSIP: 3140NUHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603000 | PA      | $1630405.43   | 0.26%             | 2029-01-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA                                                                                   | CUSIP: 3140NXPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053000 | PA      | $2114521.08   | 0.34%             | 2035-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA                                                                                   | CUSIP: 3140NYA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010000 | PA      | $2049623.61   | 0.33%             | 2030-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA                                                                                   | CUSIP: 3140NYQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366000 | PA      | $1398887.94   | 0.23%             | 2030-03-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2960170 | PA      | $2556459.93   | 0.41%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QGNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2138283 | PA      | $1762666.43   | 0.29%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2002363 | PA      | $1798034.51   | 0.29%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576357 | PA      | $1578237.29   | 0.26%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891190 | PA      | $927416.04    | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795631 | PA      | $809412.85    | 0.13%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1397800 | PA      | $1440748.22   | 0.23%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3488179 | PA      | $3633723.99   | 0.59%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140W0TT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4485624 | PA      | $4529529.93   | 0.73%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140W1HU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    801225 | PA      | $832162.05    | 0.13%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140W1YK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3129475 | PA      | $3163654.96   | 0.51%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2545694 | PA      | $2169434.95   | 0.35%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140W2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646909 | PA      | $662812.40    | 0.11%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140W3ZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4759761 | PA      | $3905961.84   | 0.63%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XAMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4592765 | PA      | $3904806.93   | 0.63%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1611103 | PA      | $1505199.29   | 0.24%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2298923 | PA      | $2306089.54   | 0.37%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010284 | PA      | $1024736.64   | 0.17%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XMAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555453 | PA      | $1341821.70   | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XMGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1614724 | PA      | $1396733.54   | 0.23%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XMK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3993248 | PA      | $3597481.48   | 0.58%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852465 | PA      | $897222.81    | 0.15%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XNG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2477596 | PA      | $2147166.78   | 0.35%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2664902 | PA      | $2797393.36   | 0.45%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XQTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1362751 | PA      | $1397502.99   | 0.23%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 3140XRY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903805 | PA      | $814974.91    | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS, 30 Year                                                                          | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3484825 | PA      | $3536231.49   | 0.57%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 31426N6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3746679 | PA      | $3817422.26   | 0.62%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 31427MV81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4110975 | PA      | $3530622.78   | 0.57%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2132514 | PA      | $2211772.94   | 0.36%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS, 30 Year                                                                          | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2274846 | PA      | $2357217.15   | 0.38%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80877.49     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                                       | First Industrial LP                                                                    | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $333922.73    | 0.05%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                           | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339789.81    | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                           | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    299000 | PA      | $296109.35    | 0.05%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                                       | FIVE Mortgage Trust, Series 2023-V1, Class D                                           | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240618.68    | 0.04%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                         | Flash Compute LLC                                                                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168642.18    | 0.03%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                              | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    165000 | PA      | $164674.41    | 0.03%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                          | Florida Gas Transmission Co. LLC                                                       | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    161000 | PA      | $167513.51    | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                                    | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    234000 | PA      | $235122.58    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                            | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61027.32     | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMICS Trust, Series 2025-DNA1, Class M1                                   | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   2665350 | PA      | $2666714.83   | 0.43%             | 2045-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                          | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68473.59     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. Sarl                                                   | Froneri Lux FinCo. Sarl                                                                | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $405809.67    | 0.07%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                               | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122150.00    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                             | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    361000 | PA      | $341681.66    | 0.06%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                             | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    329000 | PA      | $337438.15    | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                      | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $145556.04    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1642108 | PA      | $1524627.79   | 0.25%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1011820 | PA      | $903964.03    | 0.15%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2828772 | PA      | $2422088.57   | 0.39%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ABXM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2445059 | PA      | $2176806.67   | 0.35%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    722564 | PA      | $644166.90    | 0.10%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ACLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1497216 | PA      | $1221835.27   | 0.20%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ADRV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2422301 | PA      | $2060822.30   | 0.33%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ADSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3982476 | PA      | $3422301.57   | 0.55%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ADST6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1597818 | PA      | $1372101.20   | 0.22%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ADSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3164983 | PA      | $2704912.78   | 0.44%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                   | CUSIP: 3622ADTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2254471 | PA      | $2035077.28   | 0.33%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2017-GS7, Class XA                                | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8871234 | PA      | $102828.25    | 0.02%             | 2050-08-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2019-GC42, Class A3                               | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237548.68    | 0.04%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $229204.05    | 0.04%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    554000 | PA      | $564417.49    | 0.09%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139744.64    | 0.02%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                          | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249665.53    | 0.04%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                        | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160874 | PA      | $1173665.06   | 0.19%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A3                        | CUSIP: 36272EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497518 | PA      | $502117.65    | 0.08%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class M1                        | CUSIP: 36274TAD1<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   1365000 | PA      | $1371359.94   | 0.22%             | 2065-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                 | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A3                  | CUSIP: 362933AE3<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1945486 | PA      | $1945405.12   | 0.32%             | 2029-11-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                 | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class M1                  | CUSIP: 362933AF0<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1066433.80   | 0.17%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                             | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $377523.58    | 0.06%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                             | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127983.93    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 13 Ltd.                                                 | Kennedy Lewis CLO 13 Ltd., Series 2023-13A, Class A1                                   | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500450.65    | 0.08%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 12 Ltd.                                                 | Kennedy Lewis CLO 12 Ltd., Series 2023-12A, Class AR                                   | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501995.95    | 0.08%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc.                                                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268450.80    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                  | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171939.92    | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                  | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160086.21    | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                          | Global Aircraft Leasing Co. Ltd.                                                       | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    530000 | PA      | $550298.47    | 0.09%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC                                                                        | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97646.70     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 27 Ltd.                                 | GoldenTree Loan Management US CLO 27 Ltd., Series 2025-27A, Class D                    | CUSIP: 38140AAN8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503777.25    | 0.08%             | 2039-01-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    131000 | PA      | $136756.06    | 0.02%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    322000 | PA      | $321301.47    | 0.05%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    316000 | PA      | $313820.54    | 0.05%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    595000 | PA      | $596240.12    | 0.10%             | 2027-09-10      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B                     | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    867755 | PA      | $875431.93    | 0.14%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-116, Class WU                                                        | CUSIP: 38378VG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    661948 | PA      | $655372.51    | 0.11%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-58, Class HP                                                         | CUSIP: 38382RCM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    973115 | PA      | $875141.68    | 0.14%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-23, Class BA                                                         | CUSIP: 38383MKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    881753 | PA      | $824680.87    | 0.13%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                                       | Graham Holdings Co.                                                                    | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303635.40    | 0.05%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228475.14    | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127803.60    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class B                        | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136487.78    | 0.02%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class D                        | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $700209.65    | 0.11%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                                                  | Greystone CRE Notes Ltd., Series 2021-FL3, Class B                                     | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $239945.52    | 0.04%             | 2039-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                             | Griffon Corp.                                                                          | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365908.12    | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                              | Guardian Life Global Funding                                                           | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219806.04    | 0.04%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                           | Gulfport Energy Operating Corp.                                                        | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160259.31    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                         | Gulfstream Natural Gas System LLC                                                      | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $237330.08    | 0.04%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135609.37    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136893.05    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50772.19     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50697.34     | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    487000 | PA      | $482891.04    | 0.08%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                    | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90342.82     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                              | Hilton Grand Vacations Trust, Series 2022-1D, Class C                                  | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96376 | PA      | $96289.52     | 0.02%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                              | Hilton Grand Vacations Trust, Series 2025-3EXT, Class B                                | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1105501.98   | 0.18%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                     | Amrize Finance US LLC                                                                  | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104341.19    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2023-NQM1, Class A1                                                | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573946 | PA      | $1571705.45   | 0.25%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd.                                          | Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A                               | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    468750 | PA      | $471222.66    | 0.08%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                 | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99795.61     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                             | Hubbell, Inc.                                                                          | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    332000 | PA      | $329982.18    | 0.05%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd.                                                   | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    395000 | PA      | $414741.98    | 0.07%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                                | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420860.79    | 0.07%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                            | Hyundai Auto Receivables Trust, Series 2024-C, Class B                                 | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $964314.03    | 0.16%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                         | ICG US CLO I Ltd., Series 2023-1A, Class AR                                            | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $502009.50    | 0.08%             | 2038-07-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                            | Illumina, Inc.                                                                         | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330220.06    | 0.05%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                       | Inversiones CMPC SA                                                                    | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201112.00    | 0.03%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                          | Invesco CLO Ltd., Series 2021-3A, Class DR                                             | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502752.80    | 0.08%             | 2034-10-22      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                    | Invitation Homes Trust, Series 2024-SFR1, Class D                                      | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167000 | PA      | $1132458.90   | 0.18%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                            | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237311.62    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                  | Itau Unibanco Holding SA                                                               | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $399143.73    | 0.06%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class AS      | CUSIP: 46590KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $376575.02    | 0.06%             | 2049-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                  | JBS USA Holding Lux Sarl                                                               | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    336000 | PA      | $319760.34    | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A       | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281782 | PA      | $278506.41    | 0.05%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                               | Jack in the Box Funding LLC, Series 2022-1A, Class A2II                                | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231250 | PA      | $202961.16    | 0.03%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241905.89    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    466000 | PA      | $481333.02    | 0.08%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188339.26    | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    328000 | PA      | $325818.19    | 0.05%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XII Ltd.                                                    | Jamestown CLO XII Ltd., Series 2019-1A, Class ARR                                      | CUSIP: 47047JAU8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502002.25    | 0.08%             | 2038-03-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45375.13     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class XA                  | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7560687 | PA      | $60509.69     | 0.01%             | 2050-07-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                                | JPMorgan U.S. Government Money Market Fund - Class IM                                  | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  11595337 | NS      | $11595336.80  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class AS                                                   | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    210000 | PA      | $210068.25    | 0.03%             | 2039-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                    | Kentucky Utilities Co.                                                                 | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123106.19    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                       | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    132000 | PA      | $148460.08    | 0.02%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124913.64    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81738.63     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82294.34     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                       | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    289000 | PA      | $275909.41    | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                    | Kyndryl Holdings, Inc.                                                                 | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    590000 | PA      | $469695.52    | 0.08%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co. LLC                                                       | Lmrk Issuer Co. LLC, Series 2025-1A, Class A                                           | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010481.00   | 0.16%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                      | Laboratory Corp. of America Holdings                                                   | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147276.27    | 0.02%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                      | Laboratory Corp. of America Holdings                                                   | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    386000 | PA      | $385727.13    | 0.06%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                      | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $159151.57    | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                     | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50284.16     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                               | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                 | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336852 | PA      | $337219.54    | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250904.01    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                           | Life Time, Inc.                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471562.56    | 0.08%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182316.21    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                 | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122283.41    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                  | Lindblad Expeditions LLC                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146111.70    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                             | Lineage OP LP                                                                          | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    269000 | PA      | $271652.53    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                      | LoanCore Issuer Ltd., Series 2021-CRE6, Class A                                        | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     67126 | PA      | $67240.78     | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                  | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    293000 | PA      | $298541.15    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                      | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189280.64    | 0.03%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class A                  | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39318 | PA      | $39354.56     | 0.01%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class AS                | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260871.26    | 0.04%             | 2039-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                        | Macquarie Airfinance Holdings Ltd.                                                     | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    254000 | PA      | $257679.39    | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                        | Macquarie Airfinance Holdings Ltd.                                                     | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $121844.31    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179050.46    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                           | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                            | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502166.60    | 0.08%             | 2038-07-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39558.15     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56500.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                             | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111882.34    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62563.33     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXV Ltd.                                                       | Magnetite XXXV Ltd., Series 2022-35A, Class A1RR                                       | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.08%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd.                                                 | Marble Point CLO XIX Ltd., Series 2020-3A, Class AR2                                   | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501528.75    | 0.08%             | 2038-10-19      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                             | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333941.45    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc.                                                           | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330145.66    | 0.05%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc.                                                           | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300783.90    | 0.05%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                               | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $382960.74    | 0.06%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                           | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    549000 | PA      | $572844.18    | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101481.49    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                            | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75186.74     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                              | Mattel, Inc.                                                                           | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332386.50    | 0.05%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55320.27     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class A                 | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $281030.40    | 0.05%             | 2041-08-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                       | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    310000 | PA      | $265424.22    | 0.04%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                       | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247779.38    | 0.04%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                            | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47511.99     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, Class Senior Secured First Lien Term Loan                            | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     19534 | PA      | $17119.82     | 0.00%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                      | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    384000 | PA      | $388324.01    | 0.06%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                   | Mavis Tire Express Services Topco Corp.                                                | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39634.97     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc., Series G                                                                | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    470000 | PA      | $495911.10    | 0.08%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                               | Ziggo Financing Partnership, Class Senior Secured First Lien Term Loan                 | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7818 | PA      | $7830.25      | 0.00%             | 2028-04-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                               | Midwest Gaming Borrower LLC                                                            | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $132885.60    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    308000 | PA      | $307334.87    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                     | Miter Brands Acquisition Holdco, Inc.                                                  | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138485.10    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                         | Molex Electronic Technologies LLC                                                      | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    297000 | PA      | $304986.30    | 0.05%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-L1, Class C                                | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $262113.38    | 0.04%             | 2051-10-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                | MSILF Government Portfolio                                                             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  11595337 | NS      | $11595336.80  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                         | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112630.44    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                         | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    209000 | PA      | $219759.88    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley, Series I                                                               | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158512.06    | 0.03%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C           | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $227424.05    | 0.04%             | 2049-11-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class A3          | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422000 | PA      | $432904.69    | 0.07%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS          | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512570.35    | 0.08%             | 2058-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                   | Mosaic Solar Loan Trust, Series 2024-1A, Class A                                       | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509560 | PA      | $495514.52    | 0.08%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                   | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                      | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    418723 | PA      | $394064.91    | 0.06%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298509.23    | 0.05%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                               | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $224882.88    | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                | Gainwell Acquisition Corp., Class Senior Secured First Lien Term Loan                  | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204145 | PA      | $200929.32    | 0.03%             | 2027-10-01      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150899.40    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $79742.51     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                         | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $80003.91     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62315.35     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143049.76    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                       | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202139.00    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                 | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    239000 | PA      | $240684.47    | 0.04%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                                | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115417.50    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                                | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103268.71    | 0.02%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                     | National Fuel Gas Co.                                                                  | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     89000 | PA      | $93276.39     | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                            | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $333780.58    | 0.05%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                 | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102591.10    | 0.02%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                           | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223677.72    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                           | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333037.13    | 0.05%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                          | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    261000 | PA      | $253104.78    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.                                | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR                  | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502023.95    | 0.08%             | 2035-10-16      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     65000 | PA      | $65025.03     | 0.01%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |    590686 | PA      | $597260.85    | 0.10%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1                        | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614409 | PA      | $601954.59    | 0.10%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                               | New York Life Insurance Co.                                                            | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    137000 | PA      | $156733.87    | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83119.09     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                      | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    211000 | PA      | $216323.32    | 0.04%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                  | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155811.49    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                         | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351334.85    | 0.06%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                         | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    214000 | PA      | $223860.48    | 0.04%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                         | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196534.93    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                        | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140122.45    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                  | NJ Trust, Series 2025-WBRK, Class A                                                    | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $577056.81    | 0.09%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                  | NJ Trust, Series 2023-GSP, Class A                                                     | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262333.10    | 0.04%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    108391 | PA      | $104774.35    | 0.02%             | 2028-06-02      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                | ADMI Corp., Class Senior Secured First Lien Term Loan                                  | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     93440 | PA      | $88884.44     | 0.01%             | 2027-12-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                          | EAB Global, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |        25 | PA      | $22.51        | 0.00%             | 2030-08-16      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, Class Senior Secured Second Lien Term Loan                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     30000 | PA      | $29545.80     | 0.00%             | 2029-01-19      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                 | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $332612.29    | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1135 | PA      | $1138.54      | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                          | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150631.95    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM2, Class A1                                                  | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637595 | PA      | $636955.13    | 0.10%             | 2062-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                 | O'Reilly Automotive, Inc.                                                              | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177339.57    | 0.03%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM3, Class A3                                                  | CUSIP: 67117PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592192 | PA      | $592887.15    | 0.10%             | 2063-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM6, Class A1                                                  | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    920426 | PA      | $933398.89    | 0.15%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM16, Class A2                                                 | CUSIP: 67120GAD0<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   1726367 | PA      | $1744252.27   | 0.28%             | 2064-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248104.50    | 0.04%             | 2042-02-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM23, Class M1                                                 | CUSIP: 67123BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1410535.00   | 0.23%             | 2065-10-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    172000 | PA      | $177981.64    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106687.14    | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM10, Class A1                                                 | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    951629 | PA      | $961286.81    | 0.16%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                | Olin Corp.                                                                             | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79497.50     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                          | Omega Healthcare Investors, Inc.                                                       | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    389000 | PA      | $363423.96    | 0.06%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                         | 180 Medical, Inc.                                                                      | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399607.08    | 0.06%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                  | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142138.73    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                  | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202425.20    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $416306.76    | 0.07%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                     | Ontario Gaming GTA LP                                                                  | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $237237.16    | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    167000 | PA      | $160059.46    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    248000 | PA      | $224099.40    | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $104848.43    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                          | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168340.48    | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    258697 | PA      | $259505.17    | 0.04%             | 2029-02-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                               | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194466.14    | 0.03%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $181139.04    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $697412.75    | 0.11%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                                  | Pret LLC, Series 2024-NPL6, Class A1                                                   | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-O            | CORP              | US        |   1430890 | PA      | $1432773.52   | 0.23%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2024-NQM4, Class A1                                                 | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162645 | PA      | $1171812.29   | 0.19%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-4, Class A1                                                      | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850038 | PA      | $1854934.44   | 0.30%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2025-NPL2, Class A1                                                   | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1549454 | PA      | $1554933.97   | 0.25%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-5, Class A1                                                      | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960476 | PA      | $961967.95    | 0.16%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM4, Class M1                                                 | CUSIP: 69392VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4708202.91   | 0.76%             | 2070-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-6, Class A1                                                      | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1293876 | PA      | $1296929.65   | 0.21%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Trust                                                      | Pagaya AI Debt Trust, Series 2024-1, Class A                                           | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128992 | PA      | $129328.51    | 0.02%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207375.60    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                        | Eagle Parent Corp., Class Senior Secured First Lien Term Loan                          | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143264 | PA      | $143825.92    | 0.02%             | 2029-04-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                         | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236913.80    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., Class Senior Secured First Lien Term Loan       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     63029 | PA      | $63152.31     | 0.01%             | 2029-04-13      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                          | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    476000 | PA      | $493278.70    | 0.08%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                      | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165025.82    | 0.03%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                      | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240912.32    | 0.04%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                            | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $445000.93    | 0.07%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221672.38    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                              | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195382.42    | 0.03%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                            | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196236.08    | 0.03%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $295058.96    | 0.05%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                      | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180943.58    | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                 | Phillips Edison Grocery Center Operating Partnership I LP                              | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    331000 | PA      | $339097.95    | 0.05%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                    | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303293.98    | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                                  | Pret LLC, Series 2025-NPL7, Class A1                                                   | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    957845 | PA      | $961047.85    | 0.16%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2024-SFR2, Class A                                  | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670872 | PA      | $2580068.88   | 0.42%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2024-SFR4, Class C                                  | CUSIP: 74334JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2371260.00   | 0.38%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                             | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    291000 | PA      | $298621.16    | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRPM                                                                      | PRPM, Series 2025-3, Class A1                                                          | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900015 | PA      | $902391.62    | 0.15%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2025-1A, Class B                                         | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $972350.10    | 0.16%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                               | Qorvo, Inc.                                                                            | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    374000 | PA      | $347234.32    | 0.06%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114158.17    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                  | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384659.54    | 0.06%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88843.59     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    483000 | PA      | $489231.61    | 0.08%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407542.66    | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $213931.24    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                  | Radiology Partners, Inc.                                                               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224865.81    | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                                                    | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     23024 | PA      | $18742.97     | 0.00%             | 2030-02-18      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $117266.88    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109980.07    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Redaptive Eaas Issuer LLC                                                 | Redaptive Eaas Issuer LLC, Series 2025-1A, Class A                                     | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $752763.60    | 0.12%             | 2042-03-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                  | Virgin Media Bristol LLC, Class Senior Secured First Lien Term Loan                    | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $104194.65    | 0.02%             | 2031-03-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                 | Renesas Electronics Corp.                                                              | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $294631.20    | 0.05%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                             | Rentokil Terminix Funding LLC                                                          | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407141.90    | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    297000 | PA      | $307028.83    | 0.05%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class B                      | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499573.45    | 0.08%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                               | RFMSI Trust, Series 2006-S4, Class A7                                                  | CUSIP: 762010AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194416 | PA      | $959984.56    | 0.16%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                              | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    234000 | PA      | $238897.49    | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                            | Rivers Enterprise Borrower LLC                                                         | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $301786.48    | 0.05%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                              | Rivers Enterprise Lender LLC                                                           | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $275723.73    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                      | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130483.63    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc.                                                                          | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94931.89     | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                               | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    304000 | PA      | $305145.43    | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                           | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    161000 | PA      | $162266.50    | 0.03%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                   | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    699000 | PA      | $695918.01    | 0.11%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    266000 | PA      | $267214.66    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc                                                                     | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    439000 | PA      | $340044.43    | 0.06%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc                                                                     | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $173772.43    | 0.03%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                     | Ontario Gaming GTA LP, Class Senior Secured First Lien Term Loan                       | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     64172 | PA      | $59542.27     | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                         | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1015000 | PA      | $1018589.28   | 0.17%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                           | SEB Funding LLC, Series 2021-1A, Class A2                                              | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498750 | PA      | $498409.60    | 0.08%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class B                               | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323337 | PA      | $316656.29    | 0.05%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                          | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68858.90     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                                 | STWD Ltd., Series 2021-FL2, Class A                                                    | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     67037 | PA      | $67123.17     | 0.01%             | 2038-04-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                               | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $213766.00    | 0.03%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                                     | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $217160.00    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                              | Sabey Data Center Issuer LLC, Series 2024-1, Class A2                                  | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $657468.63    | 0.11%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                      | Sabra Health Care LP                                                                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206108.86    | 0.03%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43403.69     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                       | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     71000 | PA      | $58438.70     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     29400 | PA      | $29473.50     | 0.00%             | 2028-09-29      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                       | Verde Purchaser LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     44599 | PA      | $44656.82     | 0.01%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199209.26    | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                              | Scalelogix Abs Us Issuer LLC, Series 2025-1A, Class B                                  | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005983.30   | 0.16%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                             | Seaspan Corp.                                                                          | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    210000 | PA      | $199613.91    | 0.03%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                              | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     75000 | PA      | $74145.38     | 0.01%             | 2031-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., Class Senior Secured First Lien Term Loan                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    155000 | PA      | $153837.50    | 0.02%             | 2031-02-06      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd., Class Senior Secured First Lien Term Loan        | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    137824 | PA      | $139039.58    | 0.02%             | 2029-02-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco Sarl, Class Senior Secured First Lien Term Loan                           | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     59850 | PA      | $53229.39     | 0.01%             | 2029-11-13      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                 | SERVPRO Master Issuer LLC, Series 2024-1A, Class A2                                    | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491250 | PA      | $507863.49    | 0.08%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                              | Vestis Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |     89094 | PA      | $82077.62     | 0.01%             | 2031-02-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                     | Applied Systems, Inc., Class Senior Secured Second Lien Term Loan                      | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10195.35     | 0.00%             | 2032-02-23      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     53445 | PA      | $51485.75     | 0.01%             | 2031-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services, Inc.                                             | Pacific Dental Services, Inc., Class Senior Secured First Lien Term Loan               | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64837 | PA      | $65163.22     | 0.01%             | 2031-03-17      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                                                    | StubHub Holdco Sub LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     88760 | PA      | $88150.04     | 0.01%             | 2030-03-15      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                        | MIWD Holdco II LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     94287 | PA      | $94493.39     | 0.02%             | 2031-03-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24376 | PA      | $24491.49     | 0.00%             | 2029-03-19      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    136453 | PA      | $135932.71    | 0.02%             | 2029-04-16      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237059.09    | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LC Ahab U.S. Bidco LLC                                                    | LC Ahab U.S. Bidco LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94122 | PA      | $94514.73     | 0.02%             | 2031-05-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp., Class Senior Secured First Lien Term Loan               | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     39400 | PA      | $39014.08     | 0.01%             | 2031-05-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                    | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    324000 | PA      | $324826.19    | 0.05%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2025-3, Class C                               | CUSIP: 83390JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503140.15    | 0.08%             | 2034-08-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2025-1, Class C                               | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508185.90    | 0.08%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2025-2, Class B                               | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515987.75   | 0.25%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes                                 | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A                      | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654881 | PA      | $624464.76    | 0.10%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30282.42     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                        | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200966.73    | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                       | Sonoco Products Co.                                                                    | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216834.14    | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXI Ltd.                                                 | Sound Point CLO XXXI Ltd., Series 2021-3A, Class D                                     | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484207.55    | 0.08%             | 2034-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     34824 | PA      | $33158.58     | 0.01%             | 2029-08-23      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    165000 | PA      | $164871.30    | 0.03%             | 2029-01-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM Acquisition LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78034 | PA      | $73408.46     | 0.01%             | 2031-06-06      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                | Edelman Financial Engines Center LLC (The), Class Senior Secured Second Lien Term Loan | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     30000 | PA      | $30012.60     | 0.00%             | 2028-10-20      | Variable      | 8.97%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The), Series 2025                                                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    161000 | PA      | $168125.97    | 0.03%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC, Class Senior Secured First Lien Term Loan               | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    104011 | PA      | $104552.85    | 0.02%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., Class Senior Secured First Lien Term Loan                | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    128060 | PA      | $128636.70    | 0.02%             | 2031-06-17      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., Class Senior Secured Second Lien Term Loan               | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24903.13     | 0.00%             | 2032-06-07      | Variable      | 8.97%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                              | Southern Natural Gas Co. LLC                                                           | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174033.33    | 0.03%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                        | Southern Power Co., Series B                                                           | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    318000 | PA      | $314767.40    | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                                                 | OVG Business Services LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249369 | PA      | $250147.96    | 0.04%             | 2031-06-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, Class Senior Secured First Lien Term Loan                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     64351 | PA      | $64558.11     | 0.01%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                                  | Apro LLC, Class Senior Secured First Lien Term Loan                                    | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113835 | PA      | $114546.90    | 0.02%             | 2031-07-09      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                            | Ardonagh Group Finco Pty. Ltd., Class Senior Secured First Lien Term Loan              | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    124376 | PA      | $124350.28    | 0.02%             | 2031-02-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273015.19    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                      | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105372.57    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                                      | Star Leasing Co. LLC                                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79148.92     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159270.51    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                          | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237598.40    | 0.04%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                         | Kenan Advantage Group, Inc. (The), Class Senior Secured First Lien Term Loan           | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |     69646 | PA      | $69158.94     | 0.01%             | 2029-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                    | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C        | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1202662.80   | 0.19%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2007-AR3, Class 1A3             | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003284 | PA      | $907509.00    | 0.15%             | 2047-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A23                                          | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297000 | PA      | $307603.08    | 0.05%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-3A, Class A23                                          | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396000 | PA      | $394067.96    | 0.06%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                                     | Corpay Technologies Operating Co. LLC, Class Senior Secured First Lien Term Loan       | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     19800 | PA      | $19842.47     | 0.00%             | 2028-04-28      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    138306 | PA      | $138914.71    | 0.02%             | 2031-05-19      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                              | Sun Communities Operating LP                                                           | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    585000 | PA      | $531934.32    | 0.09%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Golden State Foods                                                        | Golden State Foods LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49613 | PA      | $49985.19     | 0.01%             | 2031-12-04      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Petrochem LLC                                                  | INEOS U.S. Petrochem LLC, Class Senior Secured First Lien Term Loan                    | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24688 | PA      | $16648.84     | 0.00%             | 2031-10-07      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                     | Suzano Netherlands BV                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    179000 | PA      | $177568.90    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                     | Switch ABS Issuer LLC, Series 2024-2A, Class B                                         | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504138.15    | 0.08%             | 2054-06-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                     | Switch ABS Issuer LLC, Series 2025-2A, Class B                                         | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501661.30    | 0.08%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189648.62    | 0.03%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    204000 | PA      | $186008.06    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96310.36     | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                 | Takeda US Financing, Inc.                                                              | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288585.47    | 0.05%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122446.07    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62238.18     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80046.85     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                | Trident TPI Holdings, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64836 | PA      | $62437.98     | 0.01%             | 2028-09-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                | Zelis Payments Buyer, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    123924 | PA      | $123149.35    | 0.02%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                               | Construction Partners, Inc., Class Senior Secured First Lien Term Loan                 | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     69300 | PA      | $69906.38     | 0.01%             | 2031-11-03      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                         | Taylor Morrison Communities, Inc.                                                      | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154428.30    | 0.03%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                            | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $290586.87    | 0.05%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                 | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25755.48     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                 | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25358.90     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                    | Cengage Learning, Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     29626 | PA      | $29783.06     | 0.00%             | 2031-03-24      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12301 | PA      | $11070.92     | 0.00%             | 2029-11-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                      | Textainer Marine Containers VII Ltd., Series 2024-1A, Class A                          | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    307417 | PA      | $309475.08    | 0.05%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                          | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    307000 | PA      | $318785.13    | 0.05%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                     | Hexion Holdings Corp., Class Senior Secured First Lien Term Loan                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     78501 | PA      | $75907.48     | 0.01%             | 2029-03-15      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                  | AI Aqua Merger Sub, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    226938 | PA      | $227693.35    | 0.04%             | 2028-07-31      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $29983.92     | 0.00%             | 2028-04-24      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                              | MH Sub I LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    141704 | PA      | $121931.80    | 0.02%             | 2031-12-31      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    292985 | PA      | $293122.76    | 0.05%             | 2030-11-06      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                               | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149624 | PA      | $150092.38    | 0.02%             | 2031-06-02      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     59101 | PA      | $54735.87     | 0.01%             | 2029-03-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                           | CommScope, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    297834 | PA      | $298781.07    | 0.05%             | 2029-12-18      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                            | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $159953.89    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                 | Towd Point Mortgage Trust, Series 2022-1, Class A1                                     | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768439 | PA      | $739441.63    | 0.12%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                 | Towd Point Mortgage Trust, Series 2020-2, Class A1A                                    | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1788272 | PA      | $1644648.41   | 0.27%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                 | Towd Point Mortgage Trust, Series 2018-5, Class A1                                     | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230769 | PA      | $1190537.09   | 0.19%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                 | Towd Point Mortgage Trust, Series 2020-3, Class A1                                     | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148701 | PA      | $145061.31    | 0.02%             | 2063-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC, Class Senior Secured First Lien Term Loan        | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109724 | PA      | $109946.91    | 0.02%             | 2031-07-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152960 | PA      | $153294.88    | 0.02%             | 2031-01-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                             | Freeport LNG Investments LLLP, Class Senior Secured First Lien Term Loan               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     99947 | PA      | $100478.69    | 0.02%             | 2028-12-21      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                         | GIP Pilot Acquisition Partners LP, Class Senior Secured First Lien Term Loan           | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     19483 | PA      | $19552.62     | 0.00%             | 2030-10-04      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, Class Senior Secured First Lien Term Loan                           | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    209475 | PA      | $210816.69    | 0.03%             | 2032-01-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                      | Hunter Douglas, Inc., Class Senior Secured First Lien Term Loan                        | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72157 | PA      | $72646.69     | 0.01%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                       | Trans-Allegheny Interstate Line Co.                                                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $487226.76    | 0.08%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104702.67    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241299.65    | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20764.02     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                        | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31269.58     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., Class Senior Secured First Lien Term Loan                      | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63670 | PA      | $64072.14     | 0.01%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                             | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173755.12    | 0.03%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128949 | PA      | $129465.18    | 0.02%             | 2032-01-30      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                       | Ascend Learning LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232637 | PA      | $233737.21    | 0.04%             | 2028-12-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                   | OneDigital Borrower LLC, Class Senior Secured First Lien Term Loan                     | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118500 | PA      | $118946.75    | 0.02%             | 2031-07-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                      | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                        | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000077.00   | 0.16%             | 2038-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    158800 | PA      | $158573.71    | 0.03%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp., Class Senior Secured First Lien Term Loan                  | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    158300 | PA      | $159170.98    | 0.03%             | 2029-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                    | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                       | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500797.50    | 0.08%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    127585 | PA      | $128255.96    | 0.02%             | 2032-02-26      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      1155 | PA      | $1161.57      | 0.00%             | 2032-02-26      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     79400 | PA      | $79734.67     | 0.01%             | 2032-02-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GBT U.S. III LLC                                                          | GBT U.S. III LLC, Class Senior Secured First Lien Term Loan                            | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39600 | PA      | $39784.34     | 0.01%             | 2031-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                | Trident TPI Holdings, Inc.                                                             | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112845.81    | 0.02%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                  | Tricon Residential Trust, Series 2024-SFR3, Class C                                    | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1998209.60   | 0.32%             | 2041-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                  | Tricon Residential Trust, Series 2025-SFR2, Class A                                    | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106547 | PA      | $1117772.90   | 0.18%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    143450 | PA      | $143852.78    | 0.02%             | 2031-09-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                       | Triton Container International Ltd.                                                    | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    234000 | PA      | $212867.02    | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                   | Savor Acquisition, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73806 | PA      | $74205.26     | 0.01%             | 2032-02-19      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                 | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58264.28     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                 | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    359000 | PA      | $371087.98    | 0.06%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                          | GFL Environmental Services, Inc., Class Senior Secured First Lien Term Loan            | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    124688 | PA      | $125373.28    | 0.02%             | 2032-03-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, Class Senior Secured First Lien Term Loan        | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    124687 | PA      | $124522.75    | 0.02%             | 2032-03-08      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., Class Senior Secured First Lien Term Loan                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234051 | PA      | $230456.78    | 0.04%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     89550 | PA      | $86192.32     | 0.01%             | 2032-03-26      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MX Holdings U.S., Inc.                                                    | MX Holdings U.S., Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |     24875 | PA      | $25010.14     | 0.00%             | 2032-03-17      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     99500 | PA      | $99699.00     | 0.02%             | 2032-04-16      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., Class Senior Secured First Lien Term Loan                                     | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69887.30     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                        | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $251777.50    | 0.04%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                    | 200 Park Funding Trust                                                                 | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249186.26    | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                            | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                              | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249250.68    | 0.04%             | 2034-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                | BCPE Empire Holdings, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    127515 | PA      | $126399.21    | 0.02%             | 2030-12-11      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2017-C4, Class A3                                | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273308 | PA      | $270921.15    | 0.04%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2018-C8, Class C                                 | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186727.18    | 0.03%             | 2051-02-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                              | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267486.18    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                         | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229390.65    | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    359000 | PA      | $359138.39    | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd., Class Senior Secured First Lien Term Loan                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     24875 | PA      | $24358.97     | 0.00%             | 2030-10-08      | Variable      | 9.97%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mexico Government Bond                                                                 | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $251375.00    | 0.04%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                | United Natural Foods, Inc.                                                             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367095.10    | 0.06%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                              | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $785686.26    | 0.13%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                     | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229976.32    | 0.04%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                                    | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29823181.80  | 4.83%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $5523480.45   | 0.89%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $12340351.61  | 2.00%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2096953.14   | 0.34%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1552688.60   | 0.25%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1556472.33   | 0.25%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15950000 | PA      | $14000174.86  | 2.27%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28450000 | PA      | $24760390.63  | 4.01%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22950000 | PA      | $20066009.82  | 3.25%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2647695.32   | 0.43%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99347.61     | 0.02%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1860000 | PA      | $2060251.55   | 0.33%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| USQ Rail III LLC                                                          | USQ Rail III LLC, Series 2024-1A, Class A                                              | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483026 | PA      | $484213.83    | 0.08%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                         | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113371.72    | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132599.48    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                              | Upstart Securitization Trust, Series 2025-2, Class A2                                  | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848905 | PA      | $853373.84    | 0.14%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                              | Upstart Securitization Trust, Series 2025-3, Class A2                                  | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939000 | PA      | $941405.91    | 0.15%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                | VOLT C LLC, Series 2021-NPL9, Class A1                                                 | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127797 | PA      | $127877.61    | 0.02%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                   | VSP Optical Group, Inc.                                                                | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    238000 | PA      | $239673.89    | 0.04%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                            | VT Topco, Inc.                                                                         | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120651.33    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                               | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     84788 | PA      | $85226.70     | 0.01%             | 2031-06-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    134662 | PA      | $134927.79    | 0.02%             | 2032-07-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                     | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62300.82     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                     | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    173000 | PA      | $176719.50    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., Class Senior Secured First Lien Term Loan                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89550 | PA      | $90110.14     | 0.01%             | 2032-05-28      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                                        | WhiteWater Matterhorn Holdings LLC, Class Senior Secured First Lien Term Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25130.13     | 0.00%             | 2032-06-16      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Vamos Europe SA                                                           | Vamos Europe SA                                                                        | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $191200.00    | 0.03%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                         | Alera Group, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $90308.71     | 0.01%             | 2032-05-31      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, Class Senior Secured First Lien Term Loan                        | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     34825 | PA      | $34879.50     | 0.01%             | 2032-06-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                  | VCAT LLC, Series 2025-NPL1, Class A1                                                   | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738099 | PA      | $741260.40    | 0.12%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                                   | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $121689.02    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $221616.48    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148588.75    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81513.95     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96277.14     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89550.53     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46516.38     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                             | Veralto Corp.                                                                          | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153481.30    | 0.02%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                     | Veritiv Operating Co.                                                                  | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $226057.23    | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                         | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    283000 | PA      | $291009.25    | 0.05%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                           | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    401000 | PA      | $398369.70    | 0.06%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                 | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415849.48    | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     54812 | PA      | $54859.42     | 0.01%             | 2030-09-19      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-3, Class A1                                    | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2171630 | PA      | $2195506.94   | 0.36%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-11, Class M1                                   | CUSIP: 924935AK5<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1197700.68   | 0.19%             | 2070-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                     | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326138.97    | 0.05%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2021-8, Class A1                                    | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383866 | PA      | $356760.50    | 0.06%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-INV1, Class A3                                 | CUSIP: 92539FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557783 | PA      | $557007.94    | 0.09%             | 2068-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-4, Class A1                                    | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    682402 | PA      | $683109.07    | 0.11%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                    | Colossus Acquireco LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    244388 | PA      | $244497.47    | 0.04%             | 2032-07-30      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-INV3, Class A1                                 | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1646968 | PA      | $1671290.78   | 0.27%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-1, Class A1                                    | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    689831 | PA      | $693696.61    | 0.11%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-4, Class A1                                    | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   3598386 | PA      | $3633210.51   | 0.59%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-R2, Class M1                                   | CUSIP: 92541EAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1310921.30   | 0.21%             | 2067-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO IV-R Ltd.                                                     | Vibrant CLO IV-R Ltd., Series 2024-4RA, Class D1                                       | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503233.45    | 0.08%             | 2037-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $478254.91    | 0.08%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                          | Trucordia Insurance Holdings LLC, Class Senior Secured First Lien Term Loan            | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $109450.00    | 0.02%             | 2032-06-17      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                            | Hamilton Projects Acquiror LLC, Class Senior Secured First Lien Term Loan              | CUSIP: 40444KAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13822 | PA      | $13940.54     | 0.00%             | 2031-05-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                       | Victra Holdings LLC                                                                    | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $402791.64    | 0.07%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    203975 | PA      | $206371.71    | 0.03%             | 2031-01-15      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                         | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $447998.90    | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                    | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $269227.55    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                              | Aspire Bakeries Holdings LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59549 | PA      | $59966.39     | 0.01%             | 2030-12-23      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242433.78    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    109725 | PA      | $110370.19    | 0.02%             | 2032-06-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                 | Viper Energy Partners LLC                                                              | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100199.39    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                  | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    144638 | PA      | $144558.67    | 0.02%             | 2032-06-30      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                           | Virginia Electric and Power Co.                                                        | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127095.59    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                           | Virginia Electric and Power Co., Series D                                              | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    206000 | PA      | $200270.59    | 0.03%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                              | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    353000 | PA      | $348742.71    | 0.06%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                              | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63578.83     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                                                  | Crown Finance U.S., Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139250 | PA      | $137596.90    | 0.02%             | 2031-12-02      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                  | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $206126.00    | 0.03%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2014-4A, Class CR2                                               | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500780.30    | 0.08%             | 2031-07-14      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2013-1A, Class BR                                                | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002962.90   | 0.16%             | 2030-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2021-1A, Class DR                                                | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501573.25    | 0.08%             | 2034-07-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2023-1A, Class A1R                                               | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500560.05    | 0.08%             | 2039-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $217654.86    | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                      | WaMu Mortgage-Backed Pass-Through Certificates Trust, Series 2006-AR16, Class 2A1      | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315775 | PA      | $280025.86    | 0.05%             | 2036-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                                 | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    229000 | PA      | $230612.86    | 0.04%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                            | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254789.77    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176818.50    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                         | WBI Operating LLC                                                                      | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249186.88    | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                               | DG Investment Intermediate Holdings 2, Inc., Class Senior Secured First Lien Term Loan | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $245918.75    | 0.04%             | 2032-07-09      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Froneri U.S., Inc.                                                        | Froneri U.S., Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    255000 | PA      | $255355.73    | 0.04%             | 2032-09-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd. (The)                                              | Boots Group Bidco Ltd. (The), Class Senior Secured First Lien Term Loan                | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     75000 | PA      | $75499.88     | 0.01%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                     | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $174706.95    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                            | EG America LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30184 | PA      | $30337.83     | 0.00%             | 2028-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                | Team Health Holdings, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79966.96     | 0.01%             | 2028-06-30      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                      | Signia Aerospace LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109153 | PA      | $109691.61    | 0.02%             | 2031-12-11      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, Class Senior Secured First Lien Term Loan                         | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     49377 | PA      | $49616.11     | 0.01%             | 2030-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                                | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                   | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502310.45    | 0.08%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                     | Hightower Holding LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268128 | PA      | $268966.86    | 0.04%             | 2032-02-03      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     89775 | PA      | $90350.01     | 0.01%             | 2032-08-20      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Washington Mutual WMABS Trust                                             | Washington Mutual WMABS Trust, Series 2007-HE2, Class 2A2                              | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3477883 | PA      | $1103730.10   | 0.18%             | 2037-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $74789.25     | 0.01%             | 2032-08-18      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    314212 | PA      | $315876.26    | 0.05%             | 2032-08-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                           | Life Time, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     49626 | PA      | $49878.96     | 0.01%             | 2031-11-05      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                   | Waste Connections, Inc.                                                                | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $223689.24    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                            | Watco Cos. LLC                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $151940.72    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                            | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109694.03    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                            | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102925.00    | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                            | Victory Capital Holdings, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 92645DAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29925 | PA      | $30135.22     | 0.00%             | 2032-09-23      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                    | Aveanna Healthcare LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104738 | PA      | $105529.32    | 0.02%             | 2032-09-17      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                | TKO Worldwide Holdings LLC, Class Senior Secured First Lien Term Loan                  | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39800 | PA      | $40026.66     | 0.01%             | 2031-11-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                        | Pinnacle Buyer LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     33548 | PA      | $33716.30     | 0.01%             | 2032-10-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                       | Victra Holdings LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303376 | PA      | $304181.65    | 0.05%             | 2029-03-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                                    | Meade Pipeline Co. LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |     90000 | PA      | $90618.75     | 0.01%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners, Inc.                                       | Green Infrastructure Partners, Inc., Class Senior Secured First Lien Term Loan         | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230862.50    | 0.04%             | 2032-09-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                         | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $281776.55    | 0.05%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                              | Lavender Dutch BorrowerCo BV, Class Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     70000 | PA      | $70656.25     | 0.01%             | 2032-12-02      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc., Class Senior Secured First Lien Term Loan         | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80166.40     | 0.01%             | 2032-09-20      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                 | Madison Safety & Flow LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28933 | PA      | $29174.20     | 0.00%             | 2031-09-26      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance U.S., Inc.                                           | ION Platform Finance U.S., Inc., Class Senior Secured First Lien Term Loan             | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170000 | PA      | $160043.10    | 0.03%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Openlane, Inc.                                                            | Openlane, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100250.50    | 0.02%             | 2032-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Project Aurora U.S. Finco, Inc.                                           | Project Aurora U.S. Finco, Inc., Class Senior Secured First Lien Term Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     49875 | PA      | $50186.72     | 0.01%             | 2032-09-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                     | Blackfin Pipeline LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90281.25     | 0.01%             | 2032-10-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                              | Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR14, Class 2A1              | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236020 | PA      | $217292.33    | 0.04%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-C63, Class C                        | CUSIP: 94990FAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252185.38    | 0.04%             | 2057-08-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class A3                       | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $360877.49    | 0.06%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $753689.37    | 0.12%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    656000 | PA      | $654201.48    | 0.11%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class C                        | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $229592.30    | 0.04%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A3                       | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260311 | PA      | $236672.66    | 0.04%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class A4                       | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $191225.29    | 0.03%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A3                       | CUSIP: 95003DBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $222035.10    | 0.04%             | 2054-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                       | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $261917.50    | 0.04%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class C                        | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410521.81    | 0.07%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class B                        | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $466217.98    | 0.08%             | 2058-12-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                   | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102361 | PA      | $97429.53     | 0.02%             | 2030-03-11      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                            | Dawn Bidco LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285000 | PA      | $284492.70    | 0.05%             | 2032-10-07      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                             | Sunrise Financing Partnership, Class Senior Secured First Lien Term Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105000 | PA      | $105506.63    | 0.02%             | 2032-02-17      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193271.17    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA, Class Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    140626 | PA      | $140772.27    | 0.02%             | 2031-05-30      | Variable      | 10.86%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, Class Senior Secured First Lien Term Loan                     | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100141.00    | 0.02%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| OPAL U.S. LLC                                                             | OPAL U.S. LLC, Class Senior Secured First Lien Term Loan                               | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $200996.25    | 0.03%             | 2032-04-28      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                           | NEP Group, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35126 | PA      | $32359.38     | 0.01%             | 2031-10-17      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc., Class Senior Secured First Lien Term Loan             | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105262.50    | 0.02%             | 2032-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100259 | PA      | $101016.37    | 0.02%             | 2032-05-06      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                          | CPI Holdco B LLC, Class CPI Holdco B LLC                                               | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19949 | PA      | $20014.63     | 0.00%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                               | Evergy Kansas Central, Inc.                                                            | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    315000 | PA      | $266422.74    | 0.04%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $140904.40    | 0.02%             | 2033-01-03      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                              | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    512000 | PA      | $524750.58    | 0.09%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S, Class Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |     75000 | PA      | $75445.50     | 0.01%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121302.01    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                              | Pye-Barker Fire & Safety LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 69380SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39150 | PA      | $39439.51     | 0.01%             | 2032-12-16      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 42705FAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30193.80     | 0.00%             | 2032-06-02      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C0787FAL6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     25000 | PA      | $25293.75     | 0.00%             | 2031-01-15      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Bradyplus Holdings LLC                                                    | Bradyplus Holdings LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 10480UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24776.00     | 0.00%             | 2032-12-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35000 | PA      | $35068.95     | 0.01%             | 2032-07-01      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                       | Tecta America Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $80003.98     | 0.01%             | 2032-02-18      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                | Willis North America, Inc.                                                             | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    349000 | PA      | $349572.13    | 0.06%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                         | Willis Engine Structured Trust IX, Series 2025-B, Class A                              | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004659.00   | 0.16%             | 2050-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                       | Wind River CLO Ltd., Series 2021-1A, Class D1R                                         | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1012005.30   | 0.16%             | 2037-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                       | Wind River CLO Ltd., Series 2021-3A, Class D1AR                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500891.40    | 0.08%             | 2038-04-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105070.96    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61557.47     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc.                                                                          | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    231000 | PA      | $221097.62    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                                 | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217000.35    | 0.04%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                              | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167481.60    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209924.97    | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                           | Zayo Issuer LLC, Series 2025-1A, Class B                                               | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $392151.91    | 0.06%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                           | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407990.11    | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                           | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    319000 | PA      | $292967.48    | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd.                                                       | Cosan Overseas Ltd.                                                                    | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    700000 | PA      | $708225.00    | 0.11%             | 2026-02-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                              | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $698874.89    | 0.11%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                                      | Gold Fields Orogen Holdings BVI Ltd.                                                   | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $420698.58    | 0.07%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                          | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $186436.13    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | SG        |    700000 | PA      | $695600.48    | 0.11%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Adani Renewable Energy RJ Ltd.                                            | Adani Renewable Energy RJ Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |    164250 | PA      | $139902.81    | 0.02%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                          | Adani Transmission Step-One Ltd.                                                       | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    665000 | PA      | $600826.89    | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.                          | Adani International Container Terminal Pvt. Ltd.                                       | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    306000 | PA      | $282146.12    | 0.05%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morocco Government Bond                                                   | Morocco Government Bond                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $480242.39    | 0.08%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    900000 | PA      | $903802.56    | 0.15%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                     | Bank Negara Indonesia Persero Tbk. PT                                                  | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198997.32    | 0.03%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                  | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $402686.40    | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                          | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $180017.64    | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II Sarl                                         | Chile Electricity Lux MPC II Sarl                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    194174 | PA      | $202181.94    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $431263.75    | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                              | EQUATE Petrochemical Co. KSC                                                           | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199746.50    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                                    | BPRL International Singapore Pte. Ltd.                                                 | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $400286.27    | 0.06%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONGC Videsh Vankorneft Pte. Ltd.                                          | ONGC Videsh Vankorneft Pte. Ltd.                                                       | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $797642.47    | 0.13%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                                    | AL Candelaria Spain SA                                                                 | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    147916 | PA      | $150007.37    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                                    | AL Candelaria Spain SA                                                                 | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    250000 | PA      | $222036.25    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Notes                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       445 | NC      | $-40520.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                     | Bioceanico Sovereign Certificate Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    654642 | PA      | $536969.86    | 0.09%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                            | Lima Metro Line 2 Finance Ltd.                                                         | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    381206 | PA      | $396877.69    | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                            | Lima Metro Line 2 Finance Ltd.                                                         | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    229419 | PA      | $224489.00    | 0.04%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARB BondCo plc                                                           | MARB BondCo plc                                                                        | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $272211.46    | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd.                                                  | Rutas 2 & 7 Finance Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    586667 | PA      | $446277.30    | 0.07%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                              | Acu Petroleo Luxembourg Sarl                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    221049 | PA      | $225847.23    | 0.04%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC Sarl                                            | Chile Electricity Lux MPC Sarl                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    774175 | PA      | $814363.21    | 0.13%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                       | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $473235.00    | 0.08%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II Sarl                                          | Tierra Mojada Luxembourg II Sarl                                                       | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    337369 | PA      | $332058.41    | 0.05%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    450000 | PA      | $454442.85    | 0.07%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                     | Minerva Luxembourg SA                                                                  | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |    350000 | PA      | $349787.45    | 0.06%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $153163.15    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $161895.82    | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                          | Simpar Europe SA                                                                       | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $483750.00    | 0.08%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ultrapar International SA                                                 | Ultrapar International SA                                                              | CUSIP: N/A<br>LEI: 222100CXHWBP3H3SK244       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200210.10    | 0.03%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    416418 | PA      | $413619.75    | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                    | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    575360 | PA      | $573696.17    | 0.09%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                            | Mong Duong Finance Holdings BV                                                         | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    434536 | PA      | $430132.03    | 0.07%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                                        | Banco de Bogota SA                                                                     | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | CO        |    300000 | PA      | $301502.10    | 0.05%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    198101 | PA      | $208557.28    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                    | Banco GNB Sudameris SA                                                                 | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | CO        |    150000 | PA      | $148985.63    | 0.02%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                | Banco Internacional del Peru SAA Interbank                                             | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $420500.00    | 0.07%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Banco Industrial SA                                                       | Banco Industrial SA                                                                    | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | GT        |    500000 | PA      | $498800.01    | 0.08%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico              | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $299724.28    | 0.05%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                          | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $324746.40    | 0.05%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                            | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200200.34    | 0.03%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                        | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    500000 | PA      | $500251.20    | 0.08%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                                    | CAP SA                                                                                 | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $327369.64    | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                 | Chile Electricity PEC SpA                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |    180834 | PA      | $162976.31    | 0.03%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                          | Comision Federal de Electricidad                                                       | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $363682.68    | 0.06%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                   | Cometa Energia SA de CV                                                                | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    220500 | PA      | $231401.74    | 0.04%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                      | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $379912.80    | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $303615.00    | 0.05%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $195800.00    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $152190.00    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fideicomiso PA Pacifico Tres                                              | Fideicomiso PA Pacifico Tres                                                           | CUSIP: N/A<br>LEI: 549300HPHEJ3B6YD5H05       | Long             | DBT              | CORP              | CO        |    160900 | PA      | $168945.00    | 0.03%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                           | GNL Quintero SA                                                                        | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    282480 | PA      | $282790.11    | 0.05%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                  | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $201433.00    | 0.03%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                  | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199000.00    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InRetail Consumer                                                         | InRetail Consumer                                                                      | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    700000 | PA      | $684187.28    | 0.11%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercorp Financial Services, Inc.                                        | Intercorp Financial Services, Inc.                                                     | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | PA        |    400000 | PA      | $399254.95    | 0.06%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                          | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $174284.92    | 0.03%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                                      | Mexico Generadora de Energia S de rl                                                   | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    415696 | PA      | $422778.24    | 0.07%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                 | Mexico City Airport Trust                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $391477.26    | 0.06%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Minsur SA                                                                 | Minsur SA                                                                              | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $191688.97    | 0.03%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    343000 | PA      | $345915.50    | 0.06%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                              | Peru LNG Srl                                                                           | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    450060 | PA      | $436188.34    | 0.07%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                                   | Prumo Participacoes e Investimentos S/A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    405260 | PA      | $416078.13    | 0.07%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                        | Telefonica Celular del Paraguay SA                                                     | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |    300000 | PA      | $299469.00    | 0.05%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                         | Empresas Publicas de Medellin ESP                                                      | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    450000 | PA      | $412008.26    | 0.07%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Notes                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1635 | NC      | $43509.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBM US Holdings, Inc.                                                     | NBM US Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    200000 | PA      | $202593.01    | 0.03%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services LLC                                                     | Wipro IT Services LLC                                                                  | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    200000 | PA      | $197431.60    | 0.03%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bonds                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       407 | NC      | $-208131.88   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Bonds                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $18521.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -193 | NC      | $270036.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                  | Adani Ports & Special Economic Zone Ltd.                                               | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $177432.88    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |       767 | NS      | $13746.02     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JSW Infrastructure Ltd.                                                   | JSW Infrastructure Ltd.                                                                | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $401200.22    | 0.07%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                     | JSW Hydro Energy Ltd.                                                                  | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    695000 | PA      | $647226.92    | 0.10%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two Labuan Ltd.                                              | MISC Capital Two Labuan Ltd.                                                           | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $397586.34    | 0.06%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                  | Reliance Industries Ltd.                                                               | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $248035.66    | 0.04%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

**Name of Signer:** Henry V. Chase

**Title:** Treasurer and Principal Financial and Accounting Officer