# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013530
**Filing Date:** 2023-2
**Character Count:** 835900
**Document Hash:** d3562122d23041c1e850f3d1e7770aa0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013530.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013530

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683263

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $2748769170.55

**Total Liabilities:** $13898017.29

**Net Assets:** $2734871153.26

**Cash Not Reported:** $2505464.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -274.516845489981 | **1-Year:** -26738.056823176818 | **5-Year:** -142485.700472977002 | **10-Year:** -223657.700883604200 | **30-Year:** -379931.233194394881

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

- **3-Month:** -2116.240551633677 | **1-Year:** -28907.888077244928 | **5-Year:** -95389.213006624884 | **10-Year:** -82812.685346008671 | **30-Year:** -38601.432926754938

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004643 | -1.61%               | 3.44%                | -0.67%               |
| Class ID C000067976 | -1.63%               | 3.39%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37253621.63            | $-13545880.22                              |
| Month 2  | $-14287815.78            | $97247919.03                               |
| Month 3  | $-6739418.49             | $-19850291.54                              |

### Schedule of Portfolio Investments

| Name                                                                                    | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                  | JNL Securities Lending Collateral Fund                                                  | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8024640 | NS      | $8024640.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    417409 | PA      | $-29876.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                       | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    344898 | PA      | $-9300.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | JAPANESE YEN                                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | JP        |  58620000 | PA      | $6266.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    219716 | PA      | $3418.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                             | Caesars Entertainment, Inc.                                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    480000 | PA      | $390335.52    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| California, State of                                                                    | California, State of                                                                    | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1965062.24   | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11428200 | PA      | $9520555.71   | 0.35%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4707483 | PA      | $4233146.01   | 0.15%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8193669 | PA      | $7070427.96   | 0.26%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |   2219184 | PA      | $1886006.41   | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| The Gap, Inc.                                                                           | The Gap, Inc.                                                                           | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    415000 | PA      | $292775.44    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IndyMac Bancorp, Inc.                                                                   | IndyMac Bancorp, Inc.                                                                   | CUSIP: 45660UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        83 | PA      | $75.04        | 0.00%             | 2032-01-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                      | ITC Holdings Corp.                                                                      | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2807324.70   | 0.10%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                      | ITC Holdings Corp.                                                                      | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1058246.88   | 0.04%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust 2005-4                                                             | Prime Mortgage Trust 2005-4                                                             | CUSIP: 74160MDL3<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-MBS          | CORP              | US        |      3973 | PA      | $3764.03      | 0.00%             | 2034-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                    | Sirius XM Radio Inc.                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296920.17    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Company Pty Limited                                              | Sydney Airport Finance Company Pty Limited                                              | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2517517.49   | 0.09%             | 2025-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                               | Cyxtera DC Holdings, Inc.                                                               | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410830 | PA      | $345783.59    | 0.01%             | 2024-03-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Access CIG, LLC                                                                         | Access CIG, LLC                                                                         | CUSIP: 00435CAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    823581 | PA      | $805223.69    | 0.03%             | 2025-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cyanco Intermediate Corporation                                                         | Cyanco Intermediate Corporation                                                         | CUSIP: 23243FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120137 | PA      | $115031.56    | 0.00%             | 2025-03-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                    | Artera Services, LLC                                                                    | CUSIP: 73937UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268150 | PA      | $217139.62    | 0.01%             | 2025-02-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $3767164.66   | 0.14%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1571641.31   | 0.06%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                                 | The Bank of Nova Scotia                                                                 | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $3994872.11   | 0.15%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                         | Bombardier Inc.                                                                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374822.72    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                      | Boston Gas Company                                                                      | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4475920.50   | 0.16%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Enable Midstream Partners, LP                                                           | Enable Midstream Partners, LP                                                           | CUSIP: 292480AJ9<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2158622.59   | 0.08%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                           | Enbridge Inc.                                                                           | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1530484.30   | 0.06%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AMCL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2412 | PA      | $2372.85      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EG5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9471 | PA      | $9318.54      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EJYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       256 | PA      | $253.50       | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417W3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10019 | PA      | $9938.57      | 0.00%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418RMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10063 | PA      | $9970.68      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418RRJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       753 | PA      | $742.89       | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418THL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6830 | PA      | $6740.72      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                                                    | Hardee's Funding LLC                                                                    | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4787500 | PA      | $4502529.33   | 0.16%             | 2028-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                  | Sonic Automotive, Inc.                                                                  | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $423329.60    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Stewart Park CLO, Ltd.                                                                  | Stewart Park CLO, Ltd.                                                                  | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1789986.00   | 0.07%             | 2030-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2264175.00   | 0.08%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24200000 | PA      | $23700875.00  | 0.87%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                              | Upstart Pass-Through Trust                                                              | CUSIP: 91681MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    984201 | PA      | $927703.50    | 0.03%             | 2027-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                     | Virginia Electric and Power Company                                                     | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    930000 | PA      | $889284.05    | 0.03%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                                     | Virtusa Corporation                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122753.13    | 0.00%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates, Series 2006-AR8                                | WaMu Mortgage Pass-Through Certificates, Series 2006-AR8                                | CUSIP: 93362FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962731 | PA      | $873793.26    | 0.03%             | 2036-08-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                                                           | Academy, Ltd.                                                                           | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $389023.89    | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    450000 | PA      | $373568.41    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                               | Commonwealth of Australia                                                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    320000 | PA      | $216218.39    | 0.01%             | 2024-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                 | Service Public Federal Chancellerie Du Premier Ministre                                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    530000 | PA      | $500051.92    | 0.02%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                            | BBCMS Mortgage Trust 2020-C8                                                            | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1028612.12   | 0.04%             | 2030-10-18      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CVR Partners, LP                                                                        | CVR Partners, LP                                                                        | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $350482.52    | 0.01%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $107352.20    | 0.00%             | 2025-04-27      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                                     | Granite Holdings US Acquisition Co.                                                     | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103089 | PA      | $102960.61    | 0.00%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                                     | Granite Holdings US Acquisition Co.                                                     | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73012 | PA      | $72920.77     | 0.00%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                        | Kronos Acquisition Holdings Inc.                                                        | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408633 | PA      | $387690.93    | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                | Brown Group Holding, LLC                                                                | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69141 | PA      | $67768.00     | 0.00%             | 2024-12-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                                                   | Vertical US Newco Inc                                                                   | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    627014 | PA      | $602328.88    | 0.02%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                                                   | Vertical US Newco Inc                                                                   | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176728 | PA      | $169770.55    | 0.01%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                         | APX Group, Inc.                                                                         | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331526 | PA      | $326655.81    | 0.01%             | 2028-07-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Gulf Finance, LLC                                                                       | Gulf Finance, LLC                                                                       | CUSIP: 40227UAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87016 | PA      | $81577.75     | 0.00%             | 2026-08-25      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: P2121YAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570756 | PA      | $532800.67    | 0.02%             | 2028-10-08      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                                             | Fertitta Entertainment, LLC                                                             | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416850 | PA      | $395540.63    | 0.01%             | 2029-01-13      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                                                        | CDK Global, Inc.                                                                        | CUSIP: 1259819A0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $277135.60    | 0.01%             | 2029-06-09      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                         | Banco Internacional Del Peru S.A.A. - Interbank                                         | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |    500000 | PA      | $453750.00    | 0.02%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hunt Oil USA, Inc.                                                                      | Hunt Oil USA, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1248727.50   | 0.05%             | 2028-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                             | Apollo Aviation Securitization Equity Trust                                             | CUSIP: 000367AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1229212 | PA      | $756786.35    | 0.03%             | 2023-09-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| ABFC 2006-HE1 Trust                                                                     | ABFC 2006-HE1 Trust                                                                     | CUSIP: 00075WAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2893168 | PA      | $1685649.58   | 0.06%             | 2037-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    370000 | PA      | $297771.46    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                      | AmWINS Group, Inc.                                                                      | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309085.72    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                                    | AMSR 2020-SFR5 Trust                                                                    | CUSIP: 03217JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7100104.00   | 0.26%             | 2025-11-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                                    | AMSR 2020-SFR5 Trust                                                                    | CUSIP: 03217JAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $8866903.00   | 0.32%             | 2025-11-19      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                   | Elevance Health, Inc.                                                                   | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1876474.76   | 0.07%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                   | Elevance Health, Inc.                                                                   | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    790000 | PA      | $692222.33    | 0.03%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                               | Bank Leumi le-Israel B.M.                                                               | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354401.60    | 0.01%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $163944.60    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust, Series 2007-2                                       | Citicorp Mortgage Securities Trust, Series 2007-2                                       | CUSIP: 173107AC7<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |    657729 | PA      | $586650.56    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Series 2007 AHL3                                          | Citigroup Mortgage Loan Trust Series 2007 AHL3                                          | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245335 | PA      | $174164.45    | 0.01%             | 2045-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21553850 | PA      | $17879194.56  | 0.65%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18340466 | PA      | $16691113.09  | 0.61%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3, Ltd.                                                                 | Canyon CLO 2021-3, Ltd.                                                                 | CUSIP: 13875MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $914395.00    | 0.03%             | 2034-07-17      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                             | Carvana Co.                                                                             | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    175000 | PA      | $77292.17     | 0.00%             | 2025-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AFL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    145641 | PA      | $143466.61    | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AFXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10873 | PA      | $10708.14     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $720704.00    | 0.03%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                             | Discover Financial Services                                                             | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4977859.39   | 0.18%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412VBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5291 | PA      | $5250.33      | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415A4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2211 | PA      | $2202.95      | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2127691 | PA      | $2029867.50   | 0.07%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A8AB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41497 | PA      | $40827.61     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415AT68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       231 | PA      | $230.55       | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373607.76    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A8V78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2402 | PA      | $2362.99      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ABBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100214 | PA      | $98717.71     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2015 | NS      | $148384.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                  | Hilcorp Energy I, L.P.                                                                  | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    540000 | PA      | $489908.39    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ABP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32056 | PA      | $31577.39     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ADFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4579 | PA      | $4538.25      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                              | WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                              | CUSIP: 542514HB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130476 | PA      | $129433.00    | 0.00%             | 2034-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO, Ltd.                                                               | Long Point Park CLO, Ltd.                                                               | CUSIP: 542798AJ2<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $846470.00    | 0.03%             | 2030-01-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414CTX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       505 | PA      | $503.38       | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25927 | PA      | $25713.73     | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1322134.10   | 0.05%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2007-2AX                                             | Morgan Stanley Mortgage Loan Trust 2007-2AX                                             | CUSIP: 61751TAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10921201 | PA      | $4315048.43   | 0.16%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       660 | PA      | $651.56       | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                      | Ford Motor Company                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $978180.01    | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Partners LP                                                                  | NGL Energy Partners LP                                                                  | CUSIP: 62913TAP7<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115739.97    | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NGL Energy Operating LLC                                                                | NGL Energy Operating LLC                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $316202.13    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP B.V.                                                                                | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2313321.14   | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                                                   | Nabors Industries Ltd                                                                   | CUSIP: 629571AA8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321859.06    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    540000 | PA      | $425144.39    | 0.02%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                | Fortress Transportation And Infrastructure Investors LLC                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $443217.01    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                        | News Corporation                                                                        | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145466.68    | 0.01%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCC Power PLC                                                                           | SCC Power PLC                                                                           | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | US        |   1592564 | PA      | $542673.54    | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Capital Inc.                                                     | Merrill Lynch Mortgage Capital Inc.                                                     | CUSIP: 59020UL78<br>LEI: L6ZLCV6SY6K01EC4P845 | Long             | ABS-MBS          | CORP              | US        |     24611 | PA      | $22747.84     | 0.00%             | 2035-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                | Morgan Stanley Capital I Trust 2019-NUGS                                                | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3663000 | PA      | $2815166.78   | 0.10%             | 2036-12-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                    | Sapphire Aviation Finance II Limited                                                    | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2239892 | PA      | $1704674.45   | 0.06%             | 2027-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                                                 | Scripps Escrow II, Inc.                                                                 | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166786.86    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Seaspan Corporation                                                                     | Seaspan Corporation                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | US        |    330000 | PA      | $249937.36    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd                                                     | Textainer Marine Containers VII Ltd                                                     | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-CBDO         | CORP              | US        |    587666 | PA      | $510239.65    | 0.02%             | 2030-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                                  | Morgan Stanley Capital I Trust 2021-L6                                                  | CUSIP: 61692CBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4713000 | PA      | $3426636.61   | 0.13%             | 2031-07-17      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                         | National Australia Bank Limited                                                         | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $2694976.34   | 0.10%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                         | SG Commercial Mortgage Securities Trust 2016-C5                                         | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-CBDO         | CORP              | US        |  26826225 | PA      | $1169094.91   | 0.04%             | 2048-10-13      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-9                                                           | SLM Student Loan Trust 2008-9                                                           | CUSIP: 78445JAA5<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-CBDO         | CORP              | US        |    907584 | PA      | $892754.22    | 0.03%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited                                                      | Thunderbolt Aircraft Lease Limited                                                      | CUSIP: 88606WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4229939 | PA      | $3614596.92   | 0.13%             | 2024-04-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                               | Titan Acquisition Limited                                                               | CUSIP: 88827AAA1<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293477.39    | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MATIV Holdings, Inc.                                                                    | MATIV Holdings, Inc.                                                                    | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277593.75    | 0.01%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                                                    | Light & Wonder, Inc.                                                                    | CUSIP: 80874DAA4<br>LEI: 529900JXALYBOHXKFM62 | Long             | DBT              | CORP              | US        |    495000 | PA      | $417981.72    | 0.02%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                  | Townsquare Media, Inc.                                                                  | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136588.83    | 0.00%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                                     | Triumph Group, Inc.                                                                     | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136263.64    | 0.00%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| The Scotts Miracle-Gro Company                                                          | The Scotts Miracle-Gro Company                                                          | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    420000 | PA      | $340224.56    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                               | The Toronto-Dominion Bank                                                               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6902173.00   | 0.25%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2018 LLC                                                           | Trinity Rail Leasing 2018 LLC                                                           | CUSIP: 89657AAC0<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-CBDO         | CORP              | US        |   2810334 | PA      | $2448251.29   | 0.09%             | 2050-10-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                                   | UBS Commercial Mortgage Trust 2017-C7                                                   | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1765983.20   | 0.06%             | 2028-01-18      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000FAY2<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   3589000 | PA      | $3022408.52   | 0.11%             | 2026-07-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, Inc.                                                                        | Wheel Pros, Inc.                                                                        | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $48754.41     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                                | United Airlines Pass Through Certificates, Series 2015-1                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    630000 | PA      | $549809.50    | 0.02%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  33500000 | PA      | $33310544.10  | 1.22%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $65579.93     | 0.00%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UPL Corporation Limited                                                                 | UPL Corporation Limited                                                                 | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $590625.00    | 0.02%             | 2028-03-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Air Methods Corporation                                                                 | Air Methods Corporation                                                                 | CUSIP: 00912YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232417 | PA      | $129572.35    | 0.00%             | 2024-04-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                        | Pike Corporation                                                                        | CUSIP: 72108PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163014 | PA      | $160542.41    | 0.01%             | 2028-01-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 463500000 | PA      | $249927913.80 | 9.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1862000.00   | 0.07%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PetVet Care Centers, LLC                                                                | PetVet Care Centers, LLC                                                                | CUSIP: 70476XAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    374639 | PA      | $351055.33    | 0.01%             | 2025-02-14      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                                                                   | Illuminate Buyer, LLC                                                                   | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    452226 | PA      | $432278.31    | 0.02%             | 2027-06-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1756015.63   | 0.06%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $268312.50    | 0.01%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rentpath, Inc.                                                                          | Rentpath, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33371 | PA      | $333.71       | 0.00%             | 2024-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Mirion Technologies, Inc.                                                               | Mirion Technologies, Inc.                                                               | CUSIP: 60470HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421812 | PA      | $413376.25    | 0.02%             | 2028-10-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through Certificates Series 2002-Ar17 Trust                          | Wamu Mortgage Pass-Through Certificates Series 2002-Ar17 Trust                          | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13472 | PA      | $12026.76     | 0.00%             | 2042-11-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                        | Willis Engine Structured Trust V                                                        | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4221308 | PA      | $3254126.14   | 0.12%             | 2028-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                                     | Phoenix Services International, LLC                                                     | CUSIP: 71913LAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14281 | PA      | $13459.57     | 0.00%             | 2023-03-29      | Floating      | 16.09%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Limited                                                               | Vedanta Resources Limited                                                               | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $880250.00    | 0.03%             | 2024-08-09      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| C&W Senior Financing Designated Activity Company                                        | C&W Senior Financing Designated Activity Company                                        | CUSIP: N/A<br>LEI: 5493009O8OIWZPZRY516       | Long             | DBT              | CORP              | US        |    950000 | PA      | $885875.00    | 0.03%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Fenix Power Peru S.A.                                                                   | Fenix Power Peru S.A.                                                                   | CUSIP: N/A<br>LEI: 549300VBTI7WLU4G4642       | Long             | DBT              | CORP              | US        |    448235 | PA      | $410103.90    | 0.01%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                      | Wand NewCo 3, Inc.                                                                      | CUSIP: 93369PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61110 | PA      | $57814.19     | 0.00%             | 2026-02-05      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                              | AMSR Trust                                                                              | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2587864.20   | 0.09%             | 2026-08-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                              | AMSR Trust                                                                              | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1727187.40   | 0.06%             | 2026-08-19      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                        | GoTo Group, Inc.                                                                        | CUSIP: 54142KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53655 | PA      | $34299.20     | 0.00%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                                          | Reynolds Consumer Products LLC                                                          | CUSIP: 76171JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161745 | PA      | $160253.40    | 0.01%             | 2027-01-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00488PAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    586410 | PA      | $549025.96    | 0.02%             | 2027-01-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                           | Dynasty Acquisition Co., Inc.                                                           | CUSIP: 26812CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272188 | PA      | $258946.35    | 0.01%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $4673103.21   | 0.17%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-9T1                                                         | Alternative Loan Trust 2007-9T1                                                         | CUSIP: 02150JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5945575 | PA      | $2924961.15   | 0.11%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199875 | PA      | $191094.49    | 0.01%             | 2025-06-29      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                               | Mileage Plus Holdings LLC                                                               | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319500 | PA      | $328206.38    | 0.01%             | 2023-12-31      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                           | Global Medical Response, Inc.                                                           | CUSIP: 00169QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250369 | PA      | $174477.11    | 0.01%             | 2025-09-24      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                                | Travelport Finance (Luxembourg) S.a.r.l.                                                | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    418002 | PA      | $417956.40    | 0.02%             | 2025-02-28      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-16CB                                                        | Alternative Loan Trust 2007-16CB                                                        | CUSIP: 02152AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3484340 | PA      | $2708664.28   | 0.10%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                   | Altice Financing S.A.                                                                   | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $198003.90    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                         | LaserShip, Inc.                                                                         | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $44250.00     | 0.00%             | 2029-05-07      | Floating      | 10.38%                | No            |                  3 | On Loan: No      |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3906 | PA      | $3105.47      | 0.00%             | 2028-06-24      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                                  | Cengage Learning, Inc.                                                                  | CUSIP: 15134NAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    661820 | PA      | $593778.64    | 0.02%             | 2026-06-29      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Playa Hotels & Resorts B.V.                                                             | Playa Hotels & Resorts B.V.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    320000 | PA      | $311401.60    | 0.01%             | 2028-11-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ABFC 2007-WMC1 Trust                                                                    | ABFC 2007-WMC1 Trust                                                                    | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2668125 | PA      | $1759049.93   | 0.06%             | 2037-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137AKPF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1673867 | PA      | $1590198.42   | 0.06%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AAHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11555 | PA      | $11451.18     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138WAMC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41501 | PA      | $42151.36     | 0.00%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415PD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $232.75       | 0.00%             | 2023-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416CDM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7372 | PA      | $7327.25      | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289322.24    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226726.09    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                   | Frontier Communications Holdings, LLC                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29026 | PA      | $22508.60     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Legacy Lifepoint Health, LLC                                                            | Legacy Lifepoint Health, LLC                                                            | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    415000 | PA      | $351264.03    | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust 2006-2                                                 | MASTR Asset Securitization Trust 2006-2                                                 | CUSIP: 55274QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162779 | PA      | $775344.00    | 0.03%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust 2006-2                                                 | MASTR Asset Securitization Trust 2006-2                                                 | CUSIP: 55274QAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1366699 | PA      | $911212.86    | 0.03%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                               | MGM Resorts International                                                               | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468681.74    | 0.02%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                 | Macquarie Group Limited                                                                 | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | US        |   6140000 | PA      | $4702077.88   | 0.17%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                     | Navient Corporation                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253648.44    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVIII Ltd                                                          | Neuberger Berman CLO XVIII Ltd                                                          | CUSIP: 64128QAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $902467.00    | 0.03%             | 2030-10-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman  CLO XVI-S Ltd.                                                        | Neuberger Berman  CLO XVI-S Ltd.                                                        | CUSIP: 64131TAU8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1818550.00   | 0.07%             | 2034-04-17      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 27, Ltd.                                             | Neuberger Berman Loan Advisers CLO 27, Ltd.                                             | CUSIP: 64131WAJ6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $909164.00    | 0.03%             | 2030-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                  | NSTAR Electric Company                                                                  | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4697472.00   | 0.17%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO V                                                                      | Ocean Trails CLO V                                                                      | CUSIP: 67515EAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $834333.00    | 0.03%             | 2031-10-14      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31, LLC                                                     | Octagon Investment Partners 31, LLC                                                     | CUSIP: 67575XAU5<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | US        |   1282000 | PA      | $1179161.81   | 0.04%             | 2030-07-22      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI, Ltd                                                                   | Symphony CLO XVI, Ltd                                                                   | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $900334.00    | 0.03%             | 2031-10-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TMS International Corp.                                                                 | TMS International Corp.                                                                 | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $158349.15    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $1796247.62   | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust 2012-Show                                                                  | BB-UBS Trust 2012-Show                                                                  | CUSIP: 05538UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11689000 | PA      | $114438.82    | 0.00%             | 2036-11-07      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK39                                                                         | Bank 2022-BNK39                                                                         | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3601000 | PA      | $2951992.85   | 0.11%             | 2032-01-16      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1123326.47   | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                               | Boxer Parent Company Inc.                                                               | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34326.12     | 0.00%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 Trust                                                                    | COLT 2020-RPL1 Trust                                                                    | CUSIP: 19687YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4257000 | PA      | $2935543.76   | 0.11%             | 2065-01-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EJE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8780 | PA      | $8709.01      | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EJKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72382 | PA      | $71331.14     | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EJNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       305 | PA      | $304.46       | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                      | Berry Global, Inc.                                                                      | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1458104.35   | 0.05%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417KVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11895 | PA      | $11774.54     | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417KVX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5452 | PA      | $5412.64      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                                         | Boyne USA, Inc.                                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $626746.13    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commscope, Inc.                                                                         | Commscope, Inc.                                                                         | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    490000 | PA      | $395702.47    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417VPZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1989 | PA      | $1965.05      | 0.00%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418WLJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5185 | PA      | $5114.39      | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                             | Dick's Sporting Goods, Inc.                                                             | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $882450.12    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AGZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    146798 | PA      | $144428.54    | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3617A0RR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368529 | PA      | $335443.60    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                    | Global Payments Inc.                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2095069.99   | 0.08%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AJAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46760 | PA      | $45988.36     | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AKAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       684 | PA      | $677.96       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419HCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5641 | PA      | $5557.89      | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419J3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12742 | PA      | $12617.74     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VI SRL                                                                | Global SC Finance VI SRL                                                                | CUSIP: 37959PAA5<br>LEI: 549300NP8065N4YHMG91 | Long             | ABS-CBDO         | CORP              | US        |    750131 | PA      | $663710.68    | 0.02%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust 2007-NC1                                     | HSI Asset Securitization Corporation Trust 2007-NC1                                     | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    392417 | PA      | $236907.73    | 0.01%             | 2037-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR1                                      | First Horizon Mortgage Pass-Through Trust 2006-AR1                                      | CUSIP: 32051GTX3<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |    269203 | PA      | $234176.80    | 0.01%             | 2035-10-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4                            | First Horizon Alternative Mortgage Securities Trust 2007-FA4                            | CUSIP: 32052WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8300932 | PA      | $3566686.21   | 0.13%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Harborview Mortgage Loan Trust                                                          | Harborview Mortgage Loan Trust                                                          | CUSIP: 41161PMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146435 | PA      | $108596.37    | 0.00%             | 2035-07-19      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                         | Hess Infrastructure Partners LP                                                         | CUSIP: 428102AF4<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340278.04    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36183FQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423237 | PA      | $385504.77    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                              | Golden Entertainment, Inc.                                                              | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310620.91    | 0.01%             | 2026-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                             | Onemain Finance Corporation                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33278.67     | 0.00%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                             | Onemain Finance Corporation                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196617.54    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2580000 | PA      | $2498568.75   | 0.09%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1810000 | PA      | $1712146.88   | 0.06%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd.                                                                | Greenwood Park CLO, Ltd.                                                                | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $883263.00    | 0.03%             | 2031-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                              | Grifols Escrow Issuer S.A.                                                              | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $917115.70    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25180000 | PA      | $23185270.62  | 0.85%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $2436660.81   | 0.09%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $563909.34    | 0.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $526296.70    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 8-2016, Ltd.                                                        | HPS Loan Management 8-2016, Ltd.                                                        | CUSIP: 40437HAJ0<br>LEI: 54930040W4QDWLO30S73 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2129315.00   | 0.08%             | 2030-07-22      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-9, LLC                                                                        | PRPM 2021-9, LLC                                                                        | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2196121 | PA      | $1989212.80   | 0.07%             | 2024-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates, Series 2007-HY7                                | WaMu Mortgage Pass-Through Certificates, Series 2007-HY7                                | CUSIP: 93364FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160081 | PA      | $137516.20    | 0.01%             | 2037-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Acquisition Inc.                                                       | Wash Multifamily Acquisition Inc.                                                       | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518369.45    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                     | Southwestern Electric Power Company                                                     | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2756053.20   | 0.10%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                           | USA Compression Finance Corp.                                                           | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $323556.24    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                             | Washington Mutual Mortgage Securities Corp.                                             | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19662 | PA      | $18245.29     | 0.00%             | 2042-08-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                          | Estado Espanol                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    370000 | PA      | $323503.00    | 0.01%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| VR Funding LLC                                                                          | VR Funding LLC                                                                          | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2906724 | PA      | $2476549.61   | 0.09%             | 2027-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII, LLC                                                                         | VOLT XCVII, LLC                                                                         | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    873179 | PA      | $762395.53    | 0.03%             | 2024-03-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Volt XCII, LLC                                                                          | Volt XCII, LLC                                                                          | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1360249 | PA      | $1164456.08   | 0.04%             | 2024-01-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                        | Vantage Data Centers Issuer, LLC                                                        | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $6102071.25   | 0.22%             | 2027-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                               | Commonwealth of Australia                                                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    610000 | PA      | $331631.89    | 0.01%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                        | Kronos Acquisition Holdings Inc.                                                        | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174203 | PA      | $165275.53    | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   6920000 | PA      | $317028.34    | 0.01%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                           | Adani Ports and Special Economic Zone Limited                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    400000 | PA      | $349000.00    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Heartland Dental, LLC                                                                   | Heartland Dental, LLC                                                                   | CUSIP: 42236WAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592283 | PA      | $549342.62    | 0.02%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                              | Trident TPI Holdings, Inc.                                                              | CUSIP: 00216EAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4621 | PA      | $4429.67      | 0.00%             | 2026-07-22      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fermaca Enterprises S. de R.L. de C.V.                                                  | Fermaca Enterprises S. de R.L. de C.V.                                                  | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | US        |   3924126 | PA      | $3696224.70   | 0.14%             | 2038-03-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| First Advantage Holdings, LLC                                                           | First Advantage Holdings, LLC                                                           | CUSIP: 78477MAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    378396 | PA      | $370748.82    | 0.01%             | 2027-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                                              | Pretium PKG Holdings, Inc.                                                              | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93561 | PA      | $74314.26     | 0.00%             | 2028-09-22      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                             | McAfee, LLC                                                                             | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    503738 | PA      | $467664.86    | 0.02%             | 2029-02-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                                                            | Compass Power Generation LLC                                                            | CUSIP: 20451VAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447659 | PA      | $443182.21    | 0.02%             | 2029-03-07      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                               | Diamond Sports Group, LLC                                                               | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238092 | PA      | $28571.06     | 0.00%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                             | Allied Universal Holdco LLC                                                             | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    566041 | PA      | $536680.34    | 0.02%             | 2028-05-04      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                         | Madison IAQ LLC                                                                         | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $458264.19    | 0.02%             | 2028-06-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| K-Mac Holdings Corp                                                                     | K-Mac Holdings Corp                                                                     | CUSIP: 55304PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330394 | PA      | $313755.12    | 0.01%             | 2028-06-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                                                                | ICON Luxembourg S.A.R.L.                                                                | CUSIP: L5000DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204296 | PA      | $203505.02    | 0.01%             | 2028-06-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                   | Air Lease Corporation                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1388419.28   | 0.05%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                   | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1310456.97   | 0.05%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                           | Altice France                                                                           | CUSIP: 02156TAA2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    435000 | PA      | $256839.76    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                      | Ameren Corporation                                                                      | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4779160.50   | 0.17%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                     | American Axle & Manufacturing, Inc.                                                     | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168437.11    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC                                               | Pediatric Associates Holding Company, LLC                                               | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28947 | PA      | $27427.63     | 0.00%             | 2029-02-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC                                               | Pediatric Associates Holding Company, LLC                                               | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28730 | PA      | $27222.09     | 0.00%             | 2029-02-08      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                          | BBCMS 2018-TALL Mortgage Trust                                                          | CUSIP: 05548WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4330000 | PA      | $2624017.67   | 0.10%             | 2037-03-16      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1621615.98   | 0.06%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                              | BCP Renaissance Parent LLC                                                              | CUSIP: 05549PAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247416 | PA      | $244588.06    | 0.01%             | 2026-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                                     | Phoenix Services International, LLC                                                     | CUSIP: 71913LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21112 | PA      | $19897.60     | 0.00%             | 2023-03-29      | Floating      | 15.73%                | No            |                  2 | On Loan: No      |
| CIFC Funding 2018-III Ltd                                                               | CIFC Funding 2018-III Ltd                                                               | CUSIP: 12551YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $468744.50    | 0.02%             | 2031-07-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                          | Alternative Loan Trust 2005-43                                                          | CUSIP: 12667GL84<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    213437 | PA      | $195763.63    | 0.01%             | 2035-08-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems, Inc.                                                                | Spirit Aerosystems, Inc.                                                                | CUSIP: 84857HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159600 | PA      | $158154.02    | 0.01%             | 2027-11-23      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                                                       | JSW Steel Limited                                                                       | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1264378.61   | 0.05%             | 2032-04-05      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Investments, LLC                                                                | Perrigo Investments, LLC                                                                | CUSIP: 71429TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203975 | PA      | $202445.19    | 0.01%             | 2029-04-05      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                      | Element Materials Technology Group US Holdings Inc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78947 | PA      | $76973.69     | 0.00%             | 2029-04-12      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                                        | Dealer Tire, LLC                                                                        | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264151.10    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                                   | FMC GMSR Issuer Trust                                                                   | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3420000 | PA      | $2815442.84   | 0.10%             | 2026-10-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                | PETRONAS Capital Limited                                                                | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | US        |    200000 | PA      | $165408.84    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132XTTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10449026 | PA      | $9698815.44   | 0.35%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR1                                      | First Horizon Mortgage Pass-Through Trust 2006-AR1                                      | CUSIP: 32051GJ89<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |     55666 | PA      | $48255.90     | 0.00%             | 2036-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                                   | Flowserve Corporation                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2270335.43   | 0.08%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN OPPORTUNITIES                                                           | GOLDENTREE LOAN OPPORTUNITIES                                                           | CUSIP: 38137HCA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $926053.00    | 0.03%             | 2031-01-21      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                              | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05550HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64512 | PA      | $62577.13     | 0.00%             | 2026-06-11      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte S.A                                                           | Banco Mercantil Del Norte S.A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    750000 | PA      | $620955.89    | 0.02%             | 2500-12-31      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4899328.49   | 0.18%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                     | Halliburton Company                                                                     | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1002604.24   | 0.04%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                                             | Banco Nacional De Comercio Exterior, S.N.C.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1163073.52   | 0.04%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| NBC Funding LLC                                                                         | NBC Funding LLC                                                                         | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4962500 | PA      | $4192048.06   | 0.15%             | 2026-07-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129865.65    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM1                                           | New Residential Mortgage Loan Trust 2020-NQM1                                           | CUSIP: 64830VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $2837223.00   | 0.10%             | 2060-01-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                             | Oversea-Chinese Banking Corporation Limited                                             | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179749.40    | 0.01%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    605000 | PA      | $597935.15    | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                  | Triton Container International Limited                                                  | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $990045.86    | 0.04%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1210983.00   | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   4350000 | PA      | $3368922.75   | 0.12%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Peru S.A.                                                     | Transportadora de Gas del Peru S.A.                                                     | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | US        |    200000 | PA      | $187743.40    | 0.01%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                               | Banco Espirito Santo S.A.                                                               | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   4600000 | PA      | $590888.12    | 0.02%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                                                     | Bangkok Bank Public Company Limited                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1228639.10   | 0.04%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                                                     | Securus Technologies Holdings, Inc.                                                     | CUSIP: 78410QAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189193 | PA      | $140801.57    | 0.01%             | 2024-06-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                                                                  | Polar US Borrower, LLC                                                                  | CUSIP: 80643UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170408 | PA      | $136837.92    | 0.01%             | 2025-08-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                   | CMG Media Corporation                                                                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    294884 | PA      | $275453.78    | 0.01%             | 2026-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $77583.00     | 0.00%             | 2028-02-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                | AI Aqua Merger Sub, Inc.                                                                | CUSIP: 00132UAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    702912 | PA      | $661032.96    | 0.02%             | 2028-06-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118500 | PA      | $94207.50     | 0.00%             | 2028-06-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Castlelake Aviation Limited                                                             | Castlelake Aviation Limited                                                             | CUSIP: 14855NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640138 | PA      | $633621.59    | 0.02%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                              | Restoration Hardware, Inc.                                                              | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414750 | PA      | $380636.81    | 0.01%             | 2028-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                                          | MedAssets Software Intermediate Holdings, Inc.                                          | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372188 | PA      | $313567.97    | 0.01%             | 2028-11-18      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342733 | PA      | $323454.02    | 0.01%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                         | Go Daddy Operating Company, LLC                                                         | CUSIP: 38017BAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $104722.80    | 0.00%             | 2029-10-21      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                                        | Gates Global LLC                                                                        | CUSIP: 36740UAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119700 | PA      | $118652.63    | 0.00%             | 2029-11-09      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda S.A.                                                                   | Banco Davivienda S.A.                                                                   | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $500960.88    | 0.02%             | 2500-12-31      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       387 | PA      | $352.00       | 0.00%             | 2030-11-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2932 | PA      | $2709.83      | 0.00%             | 2033-04-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc. Trust 2007-R6                                     | Bear Stearns Structured Products Inc. Trust 2007-R6                                     | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214543 | PA      | $170399.88    | 0.01%             | 2036-01-26      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                             | Brighthouse Financial, Inc.                                                             | CUSIP: 10921U2E7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1204501.81   | 0.04%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                          | The Brooklyn Union Gas Company                                                          | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $3924029.77   | 0.14%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                                      | CI Financial Corp.                                                                      | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $826075.63    | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                            | Connecticut Avenue Securities Trust 2022-R04                                            | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5977602.00   | 0.22%             | 2042-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FRWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16387704 | PA      | $12832024.60  | 0.47%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5510 | PA      | $5459.74      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EGBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3896 | PA      | $3851.37      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417JST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3024 | PA      | $2993.63      | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418XX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6489 | PA      | $6398.90      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419A2Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2929 | PA      | $2903.90      | 0.00%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                         | COMM 2014-CCRE16 Mortgage Trust                                                         | CUSIP: 12591VAK7<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1013714.78   | 0.04%             | 2024-04-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                               | CNX Midstream Partners LP                                                               | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $652122.68    | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX Mortgage Trust                                                             | COMM 2020-CX Mortgage Trust                                                             | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $495395.11    | 0.02%             | 2030-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bip-V Chinook                                                                           | Bip-V Chinook                                                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $884978.22    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $683666.00    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1113657.00   | 0.04%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                 | Duke Energy Corporation                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1302126.27   | 0.05%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                              | Endo Luxembourg Finance Company I S.a r.l.                                              | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171024.20    | 0.01%             | 2029-04-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EverArc Escrow                                                                          | EverArc Escrow                                                                          | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $427793.26    | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138WBHY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34566 | PA      | $35107.76     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31410LHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9619 | PA      | $9545.89      | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412U6Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       461 | PA      | $455.89       | 0.00%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12708 | PA      | $12591.79     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417QTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49546 | PA      | $49175.82     | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417U3R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       604 | PA      | $596.85       | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417UXE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6215 | PA      | $6166.31      | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417YBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3575 | PA      | $3542.54      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4177 | PA      | $4137.62      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419FSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1950 | PA      | $1929.16      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36225CN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       758 | PA      | $744.94       | 0.00%             | 2030-05-20      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                   | Georgia Power Company                                                                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $4032304.06   | 0.15%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation                                                    | HSI Asset Securitization Corporation                                                    | CUSIP: 40430HDE5<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-CBDO         | CORP              | US        |    666843 | PA      | $658737.86    | 0.02%             | 2035-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                          | Illumina, Inc.                                                                          | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1440667.23   | 0.05%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                                                    | Illuminate Buyer LLC                                                                    | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $437633.25    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1828515.50   | 0.07%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners, L.P.                                                     | Kinder Morgan Energy Partners, L.P.                                                     | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $4186075.66   | 0.15%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                  | McDonald's Corporation                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2324988.22   | 0.09%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Corporation                                                  | Mellon Residential Funding Corporation                                                  | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14481 | PA      | $14336.03     | 0.00%             | 2029-10-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                             | ONEOK, Inc.                                                                             | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1153545.60   | 0.04%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2005-3                                                   | Option One Mortgage Loan Trust 2005-3                                                   | CUSIP: 68389FHU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3405208.42   | 0.12%             | 2035-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    860000 | PA      | $679540.70    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                              | AMSR Trust                                                                              | CUSIP: 00179VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2145169.00   | 0.08%             | 2026-08-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                  | Alternative Loan Trust                                                                  | CUSIP: 02147QAE2<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   3459202 | PA      | $2083499.20   | 0.08%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2007-CP1                                                 | Option One Mortgage Loan Trust 2007-CP1                                                 | CUSIP: 68402YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1986789 | PA      | $1816307.32   | 0.07%             | 2037-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Sprite 2021-1 Limited                                                                   | Sprite 2021-1 Limited                                                                   | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2704560 | PA      | $2332139.39   | 0.09%             | 2028-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-25CB                                                        | Alternative Loan Trust 2006-25CB                                                        | CUSIP: 02147VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3555064 | PA      | $2019298.01   | 0.07%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atrium XIV LLC                                                                          | Atrium XIV LLC                                                                          | CUSIP: 04965LAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $919926.00    | 0.03%             | 2030-08-23      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                           | Staples, Inc.                                                                           | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108036.90    | 0.00%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Starwood Mortgage Residential Trust 2019-INV1                                           | Starwood Mortgage Residential Trust 2019-INV1                                           | CUSIP: 85572JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6721000 | PA      | $5717880.67   | 0.21%             | 2049-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                               | Banco Espirito Santo S.A.                                                               | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   1800000 | PA      | $231217.09    | 0.01%             | 2029-01-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 114000000 | PA      | $758937.37    | 0.03%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                              | Aviation Capital Group LLC                                                              | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $2993345.74   | 0.11%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-ISQR                                    | BAMLL Commercial Mortgage Securities Trust 2016-ISQR                                    | CUSIP: 05523GAJ0<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $2441988.13   | 0.09%             | 2026-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                                               | Corporacion Financiera de Desarrollo S.A.                                               | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | CORP              | US        |    300000 | PA      | $288750.00    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Filtration Group Corporation                                                            | Filtration Group Corporation                                                            | CUSIP: 31732FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537904 | PA      | $531405.68    | 0.02%             | 2025-03-27      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust 2012-Show                                                                  | BB-UBS Trust 2012-Show                                                                  | CUSIP: 05538UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6436000 | PA      | $19741.79     | 0.00%             | 2036-11-07      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                      | BX Trust 2019-OC11                                                                      | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $415404.18    | 0.02%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35563PMT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5237143 | PA      | $4867326.92   | 0.18%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilbert Park CLO, Ltd.                                                                  | Gilbert Park CLO, Ltd.                                                                  | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1658656.00   | 0.06%             | 2030-10-15      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384MG97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97041 | PA      | $88720.98     | 0.00%             | 2034-04-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2319177.86   | 0.08%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204667 | PA      | $194741.08    | 0.01%             | 2025-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                        | AMC Entertainment Holdings, Inc.                                                        | CUSIP: 00164DAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98599 | PA      | $53099.70     | 0.00%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                       | Capital One Financial Corporation                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1157546.03   | 0.04%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    530000 | PA      | $502044.22    | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                                                                      | Kestrel Bidco Inc.                                                                      | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    247932 | PA      | $224921.72    | 0.01%             | 2026-07-31      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                     | Calpine Corporation                                                                     | CUSIP: 13134MBS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53212 | PA      | $52461.14     | 0.00%             | 2026-08-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    670000 | PA      | $478038.54    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2288514.34   | 0.08%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                        | Mexico Generadora De Energia, S. De R.L. De C.V.                                        | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    444275 | PA      | $427788.40    | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                  | Oleoducto Central S.A.                                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1539422.50   | 0.06%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1                        | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1                        | CUSIP: 25150RAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5972080 | PA      | $5005994.23   | 0.18%             | 2037-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund LLC                                                          | Dryden 43 Senior Loan Fund LLC                                                          | CUSIP: 26245CBL6<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $913489.00    | 0.03%             | 2034-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                        | Adani Electricity Mumbai Limited                                                        | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | US        |    400000 | PA      | $287032.33    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Reliance Industries Limited                                                             | Reliance Industries Limited                                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $973248.48    | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| Gilbert Park CLO, Ltd.                                                                  | Gilbert Park CLO, Ltd.                                                                  | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $931297.00    | 0.03%             | 2030-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                    | Glencore Funding LLC                                                                    | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1359796.52   | 0.05%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enable Midstream Partners, LP                                                           | Enable Midstream Partners, LP                                                           | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1449221.66   | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc.                                                                     | Everi Holdings Inc.                                                                     | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    625000 | PA      | $538625.96    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BMPJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5996843 | PA      | $3512418.34   | 0.13%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20200835 | PA      | $12929229.42  | 0.47%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412PMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87717 | PA      | $86890.90     | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412QYA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7146 | PA      | $7060.78      | 0.00%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419BCH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1374 | PA      | $1359.07      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934736.25    | 0.03%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                       | Global Aviation Leasing Co., Ltd.                                                       | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617569 | PA      | $526397.34    | 0.02%             | 2024-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1624880.33   | 0.06%             | 2027-09-10      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120991.95    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust 2007-CH1                                         | J.P. Morgan Mortgage Acquisition Trust 2007-CH1                                         | CUSIP: 46630LBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2414000 | PA      | $2375437.80   | 0.09%             | 2036-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2099676.14   | 0.08%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                            | Hess Midstream Operations LP                                                            | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $367597.27    | 0.01%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2296114.89   | 0.08%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| The Korea Development Bank                                                              | The Korea Development Bank                                                              | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $938709.60    | 0.03%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LCM XV LP                                                                               | LCM XV LP                                                                               | CUSIP: 50184NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2367794.00   | 0.09%             | 2030-07-22      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Mastr Asset Backed Securities Trust 2007-WMC1                                           | Mastr Asset Backed Securities Trust 2007-WMC1                                           | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282899 | PA      | $86478.61     | 0.00%             | 2037-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                            | MKT 2020-525M Mortgage Trust                                                            | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1070599.40   | 0.04%             | 2030-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| SRVM 191 A2 FIX                                                                         | SRVM 191 A2 FIX                                                                         | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3880000 | PA      | $3430279.68   | 0.13%             | 2026-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                         | Madison IAQ LLC                                                                         | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $223547.30    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                                     | Moss Creek Resources Holdings, Inc.                                                     | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108086.73    | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                 | Victoria's Secret & Co.                                                                 | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $333477.19    | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                  | Viking Cruises Limited                                                                  | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $836647.87    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XIII Ltd                                                            | OHA Credit Partners XIII Ltd                                                            | CUSIP: 67110NAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $473973.50    | 0.02%             | 2034-10-23      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $325744.00    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC3                    | Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC3                    | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3630557 | PA      | $2513541.15   | 0.09%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Tailwind 2019-1 Limited                                                                 | Tailwind 2019-1 Limited                                                                 | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2917016 | PA      | $2423372.47   | 0.09%             | 2026-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LP                                                                | Viper Energy Partners LP                                                                | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332915.69    | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                  | Gouvernement De France                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    885000 | PA      | $857444.49    | 0.03%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TAL Advantage VII, LLC                                                                  | TAL Advantage VII, LLC                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    572812 | PA      | $499429.43    | 0.02%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                          | Telesat Canada                                                                          | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $67579.16     | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                             | Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                             | CUSIP: N/A<br>LEI: 549300W2IL7TPPCTKL39       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $6875.00      | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                              | Bundesrepublik Deutschland                                                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    640000 | PA      | $566327.73    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare Corporation                                                            | Zelis Healthcare Corporation                                                            | CUSIP: 98932TAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    653112 | PA      | $644882.87    | 0.02%             | 2026-09-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                       | Clarios Global LP                                                                       | CUSIP: C8000CAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724247 | PA      | $708256.09    | 0.03%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.A                                                           | Empresa Electrica Angamos S.A                                                           | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |    847500 | PA      | $754275.00    | 0.03%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Intelsat Jackson Holdings, Ltd.                                                         | Intelsat Jackson Holdings, Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4114 | NS      | $98736.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Spin Holdco Inc.                                                                        | Spin Holdco Inc.                                                                        | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    409325 | PA      | $343730.67    | 0.01%             | 2028-02-26      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                         | Informatica LLC                                                                         | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570688 | PA      | $558703.06    | 0.02%             | 2028-10-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| NEP/NCP Holdco, Inc.                                                                    | NEP/NCP Holdco, Inc.                                                                    | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246787 | PA      | $211311.06    | 0.01%             | 2025-10-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                           | Castle US Holding Corporation                                                           | CUSIP: 14852DAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    631203 | PA      | $384244.92    | 0.01%             | 2027-02-28      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129885 | PA      | $110889.52    | 0.00%             | 2029-11-18      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                                   | Tempo Acquisition LLC                                                                   | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267300 | PA      | $266230.61    | 0.01%             | 2028-08-31      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102041 | PA      | $99574.88     | 0.00%             | 2027-01-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                                 | PUG LLC                                                                                 | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502857 | PA      | $414017.61    | 0.02%             | 2027-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                                                        | EG Group Limited                                                                        | CUSIP: N2820EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74136 | PA      | $69132.10     | 0.00%             | 2026-03-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    579213 | PA      | $553148.42    | 0.02%             | 2024-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores, Inc.                                                                     | Jo-Ann Stores, Inc.                                                                     | CUSIP: 47759DAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498688 | PA      | $334953.43    | 0.01%             | 2028-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc.                                                                     | Everi Holdings Inc.                                                                     | CUSIP: 30034UAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153062 | PA      | $151531.88    | 0.01%             | 2024-12-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                                                              | Penn National Gaming, Inc.                                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139300 | PA      | $137693.87    | 0.01%             | 2029-04-13      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                        | Mong Duong Finance Holdings B.V.                                                        | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |    500000 | PA      | $416616.86    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $1802626.84   | 0.07%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                           | Citigroup Commercial Mortgage Trust 2019-GC41                                           | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762000 | PA      | $1380368.24   | 0.05%             | 2029-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Cleveland Electric Illuminating Company                                             | The Cleveland Electric Illuminating Company                                             | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1365534.00   | 0.05%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   2900000 | PA      | $1733472.10   | 0.06%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                              | Dryden 40 Senior Loan Fund                                                              | CUSIP: 26244GAL9<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $897498.00    | 0.03%             | 2031-08-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                              | EQM Midstream Partners, LP                                                              | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $341973.47    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                   | EG Global Finance PLC                                                                   | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    615000 | PA      | $576025.45    | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                            | Encompass Health Corporation                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163414.82    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31411JE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35048 | PA      | $34725.08     | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412REL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6549 | PA      | $6617.24      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415L3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       431 | PA      | $428.19       | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416HJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       116 | PA      | $115.58       | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416HWP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121792 | PA      | $122930.36    | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |   2900000 | PA      | $2236500.30   | 0.08%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2251444.11   | 0.08%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6698000 | PA      | $6131432.26   | 0.22%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| The Korea Development Bank                                                              | The Korea Development Bank                                                              | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $632708.00    | 0.02%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                                  | LLPL Capital Pte. Ltd.                                                                  | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | US        |   1962360 | PA      | $1711052.49   | 0.06%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations, LLC                                                | Leeward Renewable Energy Operations, LLC                                                | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    420000 | PA      | $363742.05    | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust, Series 2007-2N                                                         | Lehman XS Trust, Series 2007-2N                                                         | CUSIP: 52524LAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3983687 | PA      | $3051203.47   | 0.11%             | 2037-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                         | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    945000 | PA      | $897298.89    | 0.03%             | 2026-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1828448.31   | 0.07%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $2599365.26   | 0.10%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                     | Radiate HoldCo, LLC                                                                     | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $50293.67     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                    | The Southern Company                                                                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1559440.00   | 0.06%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVII Ltd                                                                   | Symphony CLO XVII Ltd                                                                   | CUSIP: 87165UAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962109.00    | 0.04%             | 2028-04-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                           | Temasek Financial (I) Limited                                                           | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2000400.22   | 0.07%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                          | Empresa Electrica Cochrane SpA                                                          | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |    597240 | PA      | $547456.46    | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                             | EIG Pearl Holdings S.a r.l.                                                             | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1427932.14   | 0.05%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                    | Guara Norte S.a r.l.                                                                    | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | US        |    273171 | PA      | $230881.01    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64604 | PA      | $56985.81     | 0.00%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                         | MED ParentCo LP                                                                         | CUSIP: 58401DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    371827 | PA      | $315877.96    | 0.01%             | 2026-08-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                                          | Sinclair Television Group Inc.                                                          | CUSIP: 82925BAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330924 | PA      | $314378.28    | 0.01%             | 2026-07-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                                         | Greeneden U.S. Holdings II, LLC                                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214829 | PA      | $205833.98    | 0.01%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                                                     | Endure Digital Inc.                                                                     | CUSIP: 29279UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252616 | PA      | $226407.04    | 0.01%             | 2028-01-27      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                   | BX Commercial Mortgage Trust 2021-XL2                                                   | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4326833 | PA      | $4067558.88   | 0.15%             | 2023-10-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2019-I                                                                 | Barings CLO Ltd. 2019-I                                                                 | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $926315.00    | 0.03%             | 2035-04-16      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd 2016-I                                                                   | Babson CLO Ltd 2016-I                                                                   | CUSIP: 06759MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $900392.00    | 0.03%             | 2030-07-23      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| C-BASS 2007-CB1 Trust                                                                   | C-BASS 2007-CB1 Trust                                                                   | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2683528 | PA      | $871012.15    | 0.03%             | 2037-01-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                     | CF Industries, Inc.                                                                     | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2305875.37   | 0.08%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW Mortgage Trust                                                           | COMM 2017-PANW Mortgage Trust                                                           | CUSIP: 12595HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $3110679.19   | 0.11%             | 2024-10-11      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW Mortgage Trust                                                           | COMM 2017-PANW Mortgage Trust                                                           | CUSIP: 12595HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5717000 | PA      | $5064838.94   | 0.19%             | 2024-10-11      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc.                                                              | Emergent BioSolutions Inc.                                                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    260000 | PA      | $128412.95    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QBKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1915244 | PA      | $1813371.59   | 0.07%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412VBJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19609 | PA      | $19459.08     | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412VJ41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2883 | PA      | $2846.18      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416VB37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    179441 | PA      | $181025.16    | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417ALB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5778 | PA      | $5778.34      | 0.00%             | 2025-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417MAY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2420 | PA      | $2393.32      | 0.00%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                      | The Goodyear Tire & Rubber Company                                                      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    560000 | PA      | $458297.29    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381WDK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6383254 | PA      | $5717068.28   | 0.21%             | 2049-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                | Group 1 Automotive, Inc.                                                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182792.88    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harborview Mortgage Loan Trust                                                          | Harborview Mortgage Loan Trust                                                          | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30026 | PA      | $27092.03     | 0.00%             | 2035-05-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                                   | LD Holdings Group LLC                                                                   | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $35819.19     | 0.00%             | 2028-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Legends Hospitality Holding Company, LLC                                                | Legends Hospitality Holding Company, LLC                                                | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $307247.05    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Matterhorn Merger Sub, LLC                                                              | Matterhorn Merger Sub, LLC                                                              | CUSIP: 577088AA5<br>LEI: 549300JY2LK0EQ95YT44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $258212.52    | 0.01%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                             | Oversea-Chinese Banking Corporation Limited                                             | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1258245.80   | 0.05%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                       | Pioneer Natural Resources Company                                                       | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    965000 | PA      | $757293.88    | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4400000 | PA      | $28846.42     | 0.00%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                          | EG America LLC                                                                          | CUSIP: N2820EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26770 | PA      | $25213.83     | 0.00%             | 2025-06-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                     | Iron Mountain, Inc.                                                                     | CUSIP: 46284NAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    317546 | PA      | $312386.31    | 0.01%             | 2026-03-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                                                      | I-Logic Technologies Bidco Limited                                                      | CUSIP: 00510DAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226823 | PA      | $222569.99    | 0.01%             | 2024-12-31      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                        | Garda World Security Corporation                                                        | CUSIP: C4000KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    561494 | PA      | $544930.33    | 0.02%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                         | CoreLogic, Inc.                                                                         | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285781 | PA      | $237555.46    | 0.01%             | 2028-04-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Greystone Select Financial LLC                                                          | Greystone Select Financial LLC                                                          | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122692 | PA      | $117171.13    | 0.00%             | 2024-12-31      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition, LLC                                                                  | Tiger Acquisition, LLC                                                                  | CUSIP: 88675UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240670 | PA      | $228006.06    | 0.01%             | 2028-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                          | VT Topco, Inc.                                                                          | CUSIP: 39355YAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7298 | PA      | $7054.78      | 0.00%             | 2025-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                                 | OneDigital Borrower LLC                                                                 | CUSIP: 68277FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    702038 | PA      | $661670.96    | 0.02%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223991 | PA      | $212791.24    | 0.01%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                 | Aveanna Healthcare, LLC                                                                 | CUSIP: 05355JAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $123750.00    | 0.00%             | 2029-12-08      | Floating      | 11.39%                | No            |                  3 | On Loan: No      |
| Solis IV BV                                                                             | Solis IV BV                                                                             | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175474 | PA      | $153696.36    | 0.01%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87160 | PA      | $84736.27     | 0.00%             | 2029-02-07      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                         | CSX Corporation                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $4559153.59   | 0.17%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSI Compressco LP                                                                       | CSI Compressco LP                                                                       | CUSIP: 12652HAA6<br>LEI: 549300STALDQYSVEO325 | Long             | DBT              | CORP              | US        |    370000 | PA      | $345387.10    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance S.A.                                                                    | Camelot Finance S.A.                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $421443.75    | 0.02%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                     | Clean Harbors, Inc.                                                                     | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125150.27    | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77015 | PA      | $74873.03     | 0.00%             | 2029-02-07      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| UPL Corporation Limited                                                                 | UPL Corporation Limited                                                                 | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | US        |    800000 | PA      | $640000.00    | 0.02%             | 2030-06-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                              | Constellation Brands, Inc.                                                              | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1605904.42   | 0.06%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                              | Constellation Brands, Inc.                                                              | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    875000 | PA      | $744264.59    | 0.03%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                    | DISH DBS Corporation                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $323501.93    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                       | Dollar Tree, Inc.                                                                       | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3872683.50   | 0.14%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                 | Duke Energy Corporation                                                                 | CUSIP: 26442CBG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    405000 | PA      | $342166.48    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $421482.68    | 0.02%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                | Energizer Holdings, Inc.                                                                | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290922.67    | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412PKS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5768 | PA      | $5718.49      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412TCA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       625 | PA      | $623.34       | 0.00%             | 2023-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416PUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33846 | PA      | $33527.32     | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APi Escrow Corp.                                                                        | APi Escrow Corp.                                                                        | CUSIP: 00185PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $420438.07    | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                                        | ARD Finance S.A.                                                                        | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139831.65    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416Q6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13248 | PA      | $13120.67     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22031 | PA      | $21811.16     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APT Pipelines Limited                                                                   | APT Pipelines Limited                                                                   | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4676489.50   | 0.17%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4595809.36   | 0.17%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASP AMC Merger Sub, Inc.                                                                | ASP AMC Merger Sub, Inc.                                                                | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $6287.66      | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                 | American Airlines, Inc.                                                                 | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    695000 | PA      | $635827.80    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                                      | Aaset 2021-2 Trust                                                                      | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1418919 | PA      | $1010259.08   | 0.04%             | 2028-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    580000 | PA      | $563871.95    | 0.02%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417NAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       802 | PA      | $796.10       | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418U2M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12035 | PA      | $11933.22     | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-B33                                                                           | CSMC 2021-B33                                                                           | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3495000 | PA      | $2802945.26   | 0.10%             | 2031-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-B33                                                                           | CSMC 2021-B33                                                                           | CUSIP: 12658WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $894850.16    | 0.03%             | 2031-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418UC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    169265 | PA      | $167854.48    | 0.01%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418USW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6230 | PA      | $6143.98      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWT Travel Group Incorporated                                                           | CWT Travel Group Incorporated                                                           | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172934 | PA      | $147066.33    | 0.01%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Company                                                                | Callon Petroleum Company                                                                | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    490000 | PA      | $449830.81    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31410K3V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1407 | PA      | $1394.42      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WFG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2531 | PA      | $2497.57      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419DX71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50902 | PA      | $50209.16     | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35564KUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $9884893.00   | 0.36%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Galaxy XVIII CLO Ltd                                                                    | Galaxy XVIII CLO Ltd                                                                    | CUSIP: 36321JAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $873912.00    | 0.03%             | 2031-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2005-A1                                                      | J.P. Morgan Mortgage Trust 2005-A1                                                      | CUSIP: 466247N90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53298 | PA      | $49387.08     | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                  | General Motors Financial Company, Inc.                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2285750.03   | 0.08%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                                  | Glatfelter Corporation                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    355000 | PA      | $215571.10    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $3751029.49   | 0.14%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                           | Netflix, Inc.                                                                           | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225181.65    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM4                                                  | Imperial Fund Mortgage Trust 2021-NQM4                                                  | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $1866504.00   | 0.07%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2717897.56   | 0.10%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4            | Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4            | CUSIP: 65535VMX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92437 | PA      | $87682.33     | 0.00%             | 2035-08-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                            | Northrop Grumman Corporation                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3392033.44   | 0.12%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LCM XX Limited Partnership                                                              | LCM XX Limited Partnership                                                              | CUSIP: 50188WAH1<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $950802.00    | 0.03%             | 2027-10-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                           | LFS Topco LLC                                                                           | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $326208.29    | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221267.37    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561655.74    | 0.02%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                            | Marriott International, Inc.                                                            | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2145480.06   | 0.08%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                            | Marriott International, Inc.                                                            | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2177651.74   | 0.08%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                         | Renesas Electronics Corporation                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $4529216.46   | 0.17%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co., Ltd.                                                       | Shinhan Financial Group Co., Ltd.                                                       | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1075546.88   | 0.04%             | 2500-12-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                               | Sunoco LP                                                                               | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139947.86    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                                      | Movida Europe S.A.                                                                      | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | US        |    400000 | PA      | $300198.43    | 0.01%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                | Marvell Technology, Inc.                                                                | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3794769.50   | 0.14%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |   1700000 | PA      | $1247375.00   | 0.05%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346721 | PA      | $305836.07    | 0.01%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                                         | Blackhawk Network Holdings, Inc                                                         | CUSIP: 09238FAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    587891 | PA      | $572129.53    | 0.02%             | 2025-05-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                          | PetSmart, Inc.                                                                          | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466448.62    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                             | Onemain Finance Corporation                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278791.27    | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government of Canada                                                                    | Government of Canada                                                                    | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $320956.43    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71540 | PA      | $70841.18     | 0.00%             | 2025-12-11      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                                         | NCR Corporation                                                                         | CUSIP: 62886VAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144113 | PA      | $139429.13    | 0.01%             | 2025-04-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                    | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    417806 | PA      | $379756.11    | 0.01%             | 2026-08-08      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406905 | PA      | $387170.28    | 0.01%             | 2025-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142809 | PA      | $132038.34    | 0.00%             | 2026-05-29      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Comet Acquisition, Inc.                                                                 | Comet Acquisition, Inc.                                                                 | CUSIP: 21652EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124800 | PA      | $120510.62    | 0.00%             | 2025-10-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Minotaur Acquisition, Inc.                                                              | Minotaur Acquisition, Inc.                                                              | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    672947 | PA      | $641991.27    | 0.02%             | 2026-02-27      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks, Inc.                                                             | Six Flags Theme Parks, Inc.                                                             | CUSIP: 83002CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278419 | PA      | $270152.50    | 0.01%             | 2026-04-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC                                               | Pediatric Associates Holding Company, LLC                                               | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    379239 | PA      | $359329.41    | 0.01%             | 2029-02-08      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                    | Empresas Publicas de Medellin E.S.P.                                                    | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | US        |   1150000 | PA      | $894179.05    | 0.03%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                                                 | PT Indonesia Asahan Aluminium (Persero)                                                 | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | US        |    200000 | PA      | $167543.60    | 0.01%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |    500000 | PA      | $436466.40    | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                                 | Ashton Woods USA L.L.C.                                                                 | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $238795.41    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Atrium XIII                                                                             | Atrium XIII                                                                             | CUSIP: 04966HAJ5<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $897558.00    | 0.03%             | 2030-11-21      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                            | B. A. T. Capital Corporation                                                            | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $4416018.84   | 0.16%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2010-RR11-II Trust                                                             | BCAP LLC 2010-RR11-II Trust                                                             | CUSIP: 05533JBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4635571 | PA      | $3784004.28   | 0.14%             | 2047-03-27      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2011-RR5                                                                 | BCAP LLC Trust 2011-RR5                                                                 | CUSIP: 05534AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72229 | PA      | $69193.02     | 0.00%             | 2037-03-26      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2012-RR1 Trust                                                                 | BCAP LLC 2012-RR1 Trust                                                                 | CUSIP: 05534DBS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1047565 | PA      | $1102338.92   | 0.04%             | 2046-12-27      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                           | Citigroup Commercial Mortgage Trust 2016-GC36                                           | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2223000 | PA      | $1275691.22   | 0.05%             | 2026-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                             | Citigroup Commercial Mortgage Trust 2017-C4                                             | CUSIP: 17326FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1735698.60   | 0.06%             | 2027-10-14      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2018-RP1                                                  | Citigroup Mortgage Loan Trust 2018-RP1                                                  | CUSIP: 17326QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1150491.15   | 0.04%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415QSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       124 | PA      | $123.63       | 0.00%             | 2023-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415SVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3673 | PA      | $3665.33      | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                   | Frontier Communications Holdings, LLC                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $350138.06    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Lions Gate Capital Holdings LLC                                                         | Lions Gate Capital Holdings LLC                                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    340000 | PA      | $196808.94    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                         | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200613.34    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2018-1                                                          | Mosaic Solar Loan Trust 2018-1                                                          | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-CBDO         | CORP              | US        |    895332 | PA      | $815475.81    | 0.03%             | 2030-08-20      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                          | Mosaic Solar Loan Trust 2020-1                                                          | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1024667 | PA      | $903725.00    | 0.03%             | 2032-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                          | Mosaic Solar Loan Trust 2020-1                                                          | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280833 | PA      | $1090963.40   | 0.04%             | 2032-11-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                          | Mosaic Solar Loan Trust 2020-2                                                          | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1153842 | PA      | $961930.36    | 0.04%             | 2033-05-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                             | Mozart Debt Merger Sub Inc.                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    595000 | PA      | $472893.82    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NatWest Markets PLC                                                                     | NatWest Markets PLC                                                                     | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2311054.23   | 0.08%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 1 LTD                                                                | OHA Credit Funding 1 LTD                                                                | CUSIP: 67115WAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $935397.00    | 0.03%             | 2030-10-21      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33, Ltd.                                                    | Octagon Investment Partners 33, Ltd.                                                    | CUSIP: 67579NAA7<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $838926.00    | 0.03%             | 2031-01-21      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                       | Sysco Corporation                                                                       | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $2405663.76   | 0.09%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                      | TIF Funding II LLC                                                                      | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4257292 | PA      | $3465835.63   | 0.13%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TSMC Global Limited                                                                     | TSMC Global Limited                                                                     | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2760437.77   | 0.10%             | 2026-04-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-2 Ltd                                                                     | Voya CLO 2018-2 Ltd                                                                     | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $828687.00    | 0.03%             | 2031-07-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                          | Estado Espanol                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1000000 | PA      | $896191.02    | 0.03%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| GNL Quintero S.A                                                                        | GNL Quintero S.A                                                                        | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2002439.27   | 0.07%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                                                          | Pacific Gas & Electric Company                                                          | CUSIP: 69338CAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419250 | PA      | $415451.60    | 0.02%             | 2025-06-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                     | LBM Acquisition LLC                                                                     | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249915 | PA      | $216099.11    | 0.01%             | 2027-12-08      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                                                       | PointClickCare Technologies, Inc.                                                       | CUSIP: C7365BAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191588 | PA      | $185839.88    | 0.01%             | 2027-12-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Acuris Finance                                                                          | Acuris Finance                                                                          | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $538658.51    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                             | Allied Universal Holdco LLC                                                             | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    435000 | PA      | $318241.00    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OC3                                                         | Alternative Loan Trust 2006-OC3                                                         | CUSIP: 021464AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5928691 | PA      | $4965789.16   | 0.18%             | 2036-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-HY11                                                        | Alternative Loan Trust 2006-HY11                                                        | CUSIP: 021466AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5550733 | PA      | $5048383.51   | 0.18%             | 2036-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                               | CNX Resources Corporation                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    385000 | PA      | $355349.77    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                             | CWMBS, Inc.                                                                             | CUSIP: 12669F6Z1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    105144 | PA      | $93947.98     | 0.00%             | 2034-11-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                         | Ardagh Packaging Finance Public Limited Company                                         | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    280000 | PA      | $205860.31    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust 2006-M1                                                         | Argent Securities Trust 2006-M1                                                         | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13836854 | PA      | $3548967.54   | 0.13%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1434073.85   | 0.05%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                             | Continental Resources, Inc.                                                             | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1504630.19   | 0.06%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2020-I                                                                  | Barings CLO Ltd 2020-I                                                                  | CUSIP: 06762LAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $924012.00    | 0.03%             | 2036-10-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       350 | PA      | $320.93       | 0.00%             | 2033-02-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA1                          | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA1                          | CUSIP: 25151VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2722235 | PA      | $1573339.04   | 0.06%             | 2047-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                              | Dollar General Corporation                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1110373.97   | 0.04%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                         | Bear Stearns ALT-A Trust 2006-3                                                         | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73662 | PA      | $43968.57     | 0.00%             | 2035-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2021-2 Ltd                                                           | Canyon Capital CLO 2021-2 Ltd                                                           | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $916140.00    | 0.03%             | 2034-04-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-4 Ltd                                                                   | Canyon CLO 2021-4 Ltd                                                                   | CUSIP: 13877QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $882211.00    | 0.03%             | 2034-10-16      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                       | Crown Castle Inc.                                                                       | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $9025072.59   | 0.33%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                       | Dollar Tree, Inc.                                                                       | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $333524.17    | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                           | Equinix, Inc.                                                                           | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2099605.90   | 0.08%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust 2006-6                                                       | CSMC Mortgage-Backed Trust 2006-6                                                       | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329603 | PA      | $710951.57    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dana Incorporated                                                                       | Dana Incorporated                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $282013.00    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dana Incorporated                                                                       | Dana Incorporated                                                                       | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76553.53     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5712000 | PA      | $5432848.85   | 0.20%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140JQSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1272985 | PA      | $1176977.09   | 0.04%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XEC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18408208 | PA      | $16985740.89  | 0.62%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                 | Exxon Mobil Corporation                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2141105.96   | 0.08%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2187643 | PA      | $1967211.05   | 0.07%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3333286 | PA      | $2828941.81   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412N6C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9726 | PA      | $9663.64      | 0.00%             | 2024-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BBB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10477320 | PA      | $6514234.88   | 0.24%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BKJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5101871 | PA      | $2917438.31   | 0.11%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412PEV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       104 | PA      | $102.83       | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30441 | PA      | $30136.37     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200008 | PA      | $198162.17    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417MCV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7412 | PA      | $7331.35      | 0.00%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A6TG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58624 | PA      | $57689.32     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ELG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7845 | PA      | $7791.48      | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417MUQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6260 | PA      | $6215.67      | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Escrow, LLC                                                                  | Ferrellgas Escrow, LLC                                                                  | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $300671.85    | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418YCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17399 | PA      | $17600.21     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2217 | PA      | $2222.81      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36210B5G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1883097 | PA      | $1887901.07   | 0.07%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36225CNP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       679 | PA      | $668.31       | 0.00%             | 2030-04-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36297BXN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279660 | PA      | $280297.42    | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                  | General Motors Financial Company, Inc.                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2350210.08   | 0.09%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                  | Icahn Enterprises L.P.                                                                  | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    545000 | PA      | $499763.41    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $278183.39    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIV, Ltd.                                                          | Madison Park Funding XIV, Ltd.                                                          | CUSIP: 55818RBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1862942.00   | 0.07%             | 2030-10-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXI, Ltd.                                                         | Madison Park Funding XXXI, Ltd.                                                         | CUSIP: 55822AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $935873.00    | 0.03%             | 2034-10-16      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | US        |    440000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                         | CUSIP: 46645WBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3152000 | PA      | $2736469.63   | 0.10%             | 2023-07-07      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2269896.22   | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                        | NRG Energy, Inc.                                                                        | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1462147.25   | 0.05%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NP SPE II LLC                                                                           | NP SPE II LLC                                                                           | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-CBDO         | CORP              | US        |   2561355 | PA      | $2402711.26   | 0.09%             | 2047-10-20      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2007-6                                                   | Option One Mortgage Loan Trust 2007-6                                                   | CUSIP: 68403KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    673089 | PA      | $429948.06    | 0.02%             | 2037-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1429721.65   | 0.05%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LCM XIV Limited Partnership                                                             | LCM XIV Limited Partnership                                                             | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1662318.00   | 0.06%             | 2031-07-21      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $810965.00    | 0.03%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    700000 | PA      | $502586.00    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                           | LG Chem, Ltd.                                                                           | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235714.32    | 0.01%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis                                                                           | LSF9 Atlantis                                                                           | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $487545.58    | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                | Radiology Partners, Inc.                                                                | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $154648.21    | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                                                       | Realogy Group LLC                                                                       | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $401050.71    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                    | The Southern Company                                                                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2247212.50   | 0.08%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tervita Corporation                                                                     | Tervita Corporation                                                                     | CUSIP: 88159EAA1<br>LEI: 549300EZKELHYBQO9X11 | Long             | DBT              | CORP              | US        |    246000 | PA      | $265289.70    | 0.01%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                                | Mercury Chile Holdco LLC                                                                | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1669543.52   | 0.06%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $624499.78    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2014-2 CLO Ltd                                                    | THL Credit Wind River 2014-2 CLO Ltd                                                    | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $862355.00    | 0.03%             | 2031-01-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2014-2 CLO Ltd                                                    | THL Credit Wind River 2014-2 CLO Ltd                                                    | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $725614.00    | 0.03%             | 2031-01-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2097232.75   | 0.08%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                          | PetSmart, Inc.                                                                          | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $752126.15    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101300.15    | 0.00%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $368288.00    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U.S. Small Business Administration                                                      | U.S. Small Business Administration                                                      | CUSIP: 83162CNF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       447 | PA      | $446.93       | 0.00%             | 2023-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                             | Southwestern Energy Company                                                             | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    420000 | PA      | $389014.82    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                              | United Natural Foods, Inc.                                                              | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432834.30    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                           | Workday, Inc.                                                                           | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $996396.73    | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                             | Southwestern Energy Company                                                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    420000 | PA      | $358609.52    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                           | Staples, Inc.                                                                           | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    375000 | PA      | $322810.08    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                  | XHR LP                                                                                  | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    415000 | PA      | $340786.72    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontera Holdings LLC                                                                   | Frontera Holdings LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |       173 | NS      | $2.60         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gran Tierra Energy International Holdings Ltd                                           | Gran Tierra Energy International Holdings Ltd                                           | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $947375.00    | 0.03%             | 2025-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   3580000 | PA      | $187948.50    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                             | Ziggo Financing Partnership                                                             | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $262828.80    | 0.01%             | 2028-04-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                           | Dynasty Acquisition Co., Inc.                                                           | CUSIP: 26812CAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    146338 | PA      | $139218.36    | 0.01%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287709 | PA      | $284897.91    | 0.01%             | 2025-12-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                                                           | Edelman Financial Center, LLC                                                           | CUSIP: 27943TAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184660 | PA      | $165501.18    | 0.01%             | 2026-06-26      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                                     | Granite Holdings US Acquisition Co.                                                     | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504426 | PA      | $503795.91    | 0.02%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                          | Helios Software Holdings, Inc.                                                          | CUSIP: 42328DAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    568731 | PA      | $556884.06    | 0.02%             | 2028-03-05      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                                      | Getty Images, Inc.                                                                      | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285777 | PA      | $285062.40    | 0.01%             | 2026-02-13      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                                 | Prairie ECI Acquiror LP                                                                 | CUSIP: 73955HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196903 | PA      | $190996.25    | 0.01%             | 2026-03-07      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $70266.40     | 0.00%             | 2029-03-18      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                                     | Tecta America Corp.                                                                     | CUSIP: 87876GAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265950 | PA      | $254647.13    | 0.01%             | 2024-12-31      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                 | Braskem Idesa, S.A.P.I.                                                                 | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | US        |    550000 | PA      | $393109.81    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                    | CEMEX S.A.B. de C.V.                                                                    | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926254.65    | 0.03%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                                   | Hyland Software, Inc.                                                                   | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186019 | PA      | $175509.28    | 0.01%             | 2025-07-07      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7812 | PA      | $6210.94      | 0.00%             | 2028-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cap S.A.                                                                                | Cap S.A.                                                                                | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1136011.23   | 0.04%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                                  | VTR Comunicaciones SpA                                                                  | CUSIP: N/A<br>LEI: 213800XDZJKMC1AEUV94       | Long             | DBT              | CORP              | US        |    400000 | PA      | $248000.00    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VTR Finance N.V.                                                                        | VTR Finance N.V.                                                                        | CUSIP: N/A<br>LEI: 213800F4XI4RJB82XM19       | Long             | DBT              | CORP              | US        |    700000 | PA      | $273000.00    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PT Indofood CBP Sukses Makmur TBK                                                       | PT Indofood CBP Sukses Makmur TBK                                                       | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | US        |    300000 | PA      | $248311.39    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                 | Victoria's Secret & Co.                                                                 | CUSIP: 92639MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    286375 | PA      | $277783.75    | 0.01%             | 2028-06-30      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO Series 2018-A                                                                 | AIMCO CLO Series 2018-A                                                                 | CUSIP: 00900GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2403432.50   | 0.09%             | 2031-04-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO Series 2018-A                                                                 | AIMCO CLO Series 2018-A                                                                 | CUSIP: 00900GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $928127.00    | 0.03%             | 2031-04-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1395874.88   | 0.05%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK39                                                                         | Bank 2022-BNK39                                                                         | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $492364.89    | 0.02%             | 2032-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc. Trust 2007-R6                                     | Bear Stearns Structured Products Inc. Trust 2007-R6                                     | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155072 | PA      | $110344.29    | 0.00%             | 2046-12-26      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                         | BP Capital Markets America Inc.                                                         | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1323341.10   | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $2491580.00   | 0.09%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                     | Expedia Group, Inc.                                                                     | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1893433.55   | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                     | Expedia Group, Inc.                                                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    825000 | PA      | $698843.15    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137ASFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    426064 | PA      | $406955.06    | 0.01%             | 2041-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A1B34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6759 | PA      | $6693.36      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A3ZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2604 | PA      | $2568.96      | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A45R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8331 | PA      | $8206.98      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A8SR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     76378 | PA      | $75222.97     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ABSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31034 | PA      | $30734.73     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ADPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4788 | PA      | $4711.03      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AGCP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14966 | PA      | $14724.28     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AGFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24567 | PA      | $24331.36     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414CV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $5.65         | 0.00%             | 2023-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36296ANQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71898 | PA      | $72110.40     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36296QK32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78543 | PA      | $78733.15     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mach 1 Cayman Limited                                                                   | Mach 1 Cayman Limited                                                                   | CUSIP: 55446MAA5<br>LEI: 549300ODEK8HY3445C77 | Long             | ABS-CBDO         | CORP              | KY        |   5433445 | PA      | $4417618.63   | 0.16%             | 2026-08-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C                              | Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C                              | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85941 | PA      | $79469.01     | 0.00%             | 2033-05-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                         | Australia and New Zealand Banking Group Limited                                         | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $4271793.81   | 0.16%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Avation Capital                                                                         | Avation Capital                                                                         | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    322955 | PA      | $254331.20    | 0.01%             | 2026-10-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117777.50    | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-1                                               | Renaissance Home Equity Loan Trust 2006-1                                               | CUSIP: 759950GX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3388067 | PA      | $1704390.13   | 0.06%             | 2036-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center, Inc.                                                                     | Rent-A-Center, Inc.                                                                     | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214679.61    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                        | Residential Accredit Loans, Inc.                                                        | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3383072 | PA      | $2287180.54   | 0.08%             | 2036-01-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust 2006-FRE2                                                  | SG Mortgage Securities Trust 2006-FRE2                                                  | CUSIP: 784208AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8206776 | PA      | $1842128.99   | 0.07%             | 2036-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    315000 | PA      | $281372.35    | 0.01%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SWF Escrow Issuer Corporation                                                           | SWF Escrow Issuer Corporation                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $104381.91    | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1                                 | Securitized Asset Backed Receivables LLC Trust 2007-HE1                                 | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221184 | PA      | $49807.84     | 0.00%             | 2036-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                              | Select Medical Corporation                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    540000 | PA      | $514643.60    | 0.02%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                                   | UBS Commercial Mortgage Trust 2017-C1                                                   | CUSIP: 90276EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5616000 | PA      | $4902287.83   | 0.18%             | 2027-05-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| U.S. Auto Funding Trust 2021-1                                                          | U.S. Auto Funding Trust 2021-1                                                          | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5751187.20   | 0.21%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UEP Penonome II S.A.                                                                    | UEP Penonome II S.A.                                                                    | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | US        |   1523409 | PA      | $1112079.16   | 0.04%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $5923544.14   | 0.22%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $5340781.25   | 0.20%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5899843.75   | 0.22%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $570089.03    | 0.02%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19670000 | PA      | $19737615.63  | 0.72%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9282000.00   | 0.34%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                          | Weatherford International Ltd.                                                          | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96579.03     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                          | Weatherford International Ltd.                                                          | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240251.04    | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                          | Weatherford International Ltd.                                                          | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309009.06    | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC(The)                                                                     | Weir Group PLC(The)                                                                     | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2510875.60   | 0.09%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |    500000 | PA      | $382613.35    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                      | Wand NewCo 3, Inc.                                                                      | CUSIP: 93369PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159524 | PA      | $150920.58    | 0.01%             | 2026-02-05      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                          | Caesars Resort Collection, LLC                                                          | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347196 | PA      | $346012.39    | 0.01%             | 2025-06-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                                                              | TricorBraun Holdings, Inc.                                                              | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    660855 | PA      | $629121.05    | 0.02%             | 2028-01-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                                        | EAB Global, Inc.                                                                        | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327872 | PA      | $314757.16    | 0.01%             | 2024-12-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PQ Corporation                                                                          | PQ Corporation                                                                          | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38306 | PA      | $37651.30     | 0.00%             | 2028-05-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                              | Trident TPI Holdings, Inc.                                                              | CUSIP: 00216EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86483 | PA      | $82899.95     | 0.00%             | 2026-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                                                                | Sweetwater Borrower, LLC                                                                | CUSIP: 87168EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178278 | PA      | $164906.80    | 0.01%             | 2024-12-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                              | Trident TPI Holdings, Inc.                                                              | CUSIP: 00216EAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7700 | PA      | $7380.59      | 0.00%             | 2026-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                             | Axalta Coating Systems Dutch Holding B B.V.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $290000.00    | 0.01%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    300000 | PA      | $277673.69    | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $765226.70    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                | American Express Company                                                                | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4032692.76   | 0.15%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                              | American Tower Corporation                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4676592.50   | 0.17%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                          | AngloGold Ashanti Holdings PLC                                                          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $611277.67    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies, LLC                                                           | Anheuser-Busch Companies, LLC                                                           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1615150.05   | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                            | Antero Resources Corporation                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    310000 | PA      | $287338.71    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2019-C3                                                            | BBCMS Mortgage Trust 2019-C3                                                            | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $3502716.98   | 0.13%             | 2029-05-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc.                                                                     | CCL Industries Inc.                                                                     | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1759318.35   | 0.06%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2017-CALI                                                                    | CSMC Trust 2017-CALI                                                                    | CUSIP: 12652FAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $3923164.44   | 0.14%             | 2024-11-12      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2014-1 Ltd                                                           | Canyon Capital CLO 2014-1 Ltd                                                           | CUSIP: 13875LAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1134070 | PA      | $977036.46    | 0.04%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15613258 | PA      | $14072827.87  | 0.51%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10017696 | PA      | $9016811.32   | 0.33%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A7G69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2155 | PA      | $2122.95      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416NBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3280 | PA      | $3258.07      | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2633 | PA      | $2616.53      | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416WYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17167 | PA      | $16925.41     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416XYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41610 | PA      | $40946.12     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418RXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24907 | PA      | $24675.49     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418VFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10314 | PA      | $10170.89     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419CRJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18120 | PA      | $17873.83     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                            | GS Mortgage Securities Corp.                                                            | CUSIP: 362341XG9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |     30683 | PA      | $27104.07     | 0.00%             | 2035-11-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIX, Limited                                                                 | Magnetite XXIX, Limited                                                                 | CUSIP: 55955JAA5<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $462905.00    | 0.02%             | 2034-01-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                               | Monongahela Power Company                                                               | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1706786.04   | 0.06%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-HR2                                                 | Morgan Stanley Capital I Trust 2017-HR2                                                 | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $420599.97    | 0.02%             | 2027-12-17      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                         | NGPL PipeCo LLC                                                                         | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $886406.42    | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                            | Nasdaq, Inc.                                                                            | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    515000 | PA      | $394871.36    | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                                | National Rural Utilities Cooperative Finance Corporation                                | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    655000 | PA      | $663628.05    | 0.02%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                                           | PECF USS Intermediate Holding III Corporation                                           | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $188259.58    | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    600000 | PA      | $551655.29    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR6 Trust                                                    | Progress Residential 2021-SFR6 Trust                                                    | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1668033.40   | 0.06%             | 2026-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SEG Holding, LLC                                                                        | SEG Holding, LLC                                                                        | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $587711.66    | 0.02%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                 | Sasol Financing USA LLC                                                                 | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $892956.37    | 0.03%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow, Inc.                                                                    | Scripps Escrow, Inc.                                                                    | CUSIP: 81104PAA7<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116428.31    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                              | Trident TPI Holdings, Inc.                                                              | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $334471.97    | 0.01%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2021-3, Ltd.                                                              | Trimaran CAVU 2021-3, Ltd.                                                              | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4073409.00   | 0.15%             | 2035-01-18      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                                   | UBS Commercial Mortgage Trust 2017-C2                                                   | CUSIP: 90276CAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1316385.76   | 0.05%             | 2027-08-17      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1840000 | PA      | $1816018.91   | 0.07%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2260000 | PA      | $2269887.50   | 0.08%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Company                                                                | El Paso Electric Company                                                                | CUSIP: N/A<br>LEI: OZ8GM8L4AHPKSWZMW205       | Long             | EC               | CORP              | US        |     19640 | NS      | $361373.06    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                         | Advanced Drainage Systems, Inc.                                                         | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338371.42    | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                       | Benchmark 2020-B19 Mortgage Trust                                                       | CUSIP: 08162WBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4109000 | PA      | $2872695.59   | 0.11%             | 2030-09-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                  | Berkshire Hathaway Finance Corporation                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $815161.02    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC                                                               | Blue Racer Midstream, LLC                                                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29841.44     | 0.00%             | 2025-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                             | BNP Paribas                                                                             | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $3944679.17   | 0.14%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                         | AdaptHealth LLC                                                                         | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    985000 | PA      | $838351.69    | 0.03%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd                                                                        | AIMCO CLO 10 Ltd                                                                        | CUSIP: 00901AAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1896874.00   | 0.07%             | 2032-07-22      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                          | Commonwealth Bank of Australia                                                          | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   4255000 | PA      | $3173464.10   | 0.12%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: —       |
| Consolidated Communications, Inc.                                                       | Consolidated Communications, Inc.                                                       | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $276540.82    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GDM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |   2646604 | PA      | $2401193.72   | 0.09%             | 2035-05-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bell Canada inc.                                                                        | Bell Canada inc.                                                                        | CUSIP: 0778FPAJ8<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $414001.54    | 0.02%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                              | Exeter Automobile Receivables Trust 2021-1                                              | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2084770.80   | 0.08%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                              | Exeter Automobile Receivables Trust 2021-1                                              | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2850000 | PA      | $2595952.71   | 0.09%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 Mortgage Trust                                                        | BENCHMARK 2018-B2 Mortgage Trust                                                        | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1997000 | PA      | $1653898.43   | 0.06%             | 2028-02-17      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-Oa7                                                         | Alternative Loan Trust 2007-Oa7                                                         | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154088 | PA      | $128346.38    | 0.00%             | 2047-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                     | Expedia Group, Inc.                                                                     | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1214423.90   | 0.04%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A8GL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       982 | PA      | $973.86       | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                           | Empresa de Transporte de Pasajeros Metro S.A.                                           | CUSIP: 29246QAB1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $952786.88    | 0.03%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EGH72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       525 | PA      | $517.34       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A8KY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2373 | PA      | $2335.16      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418THP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1213 | PA      | $1203.02      | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Andres B.V.                                                                         | AES Andres B.V.                                                                         | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1039236.82   | 0.04%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EGUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       787 | PA      | $779.76       | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EJ2M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80395 | PA      | $79112.42     | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                           | AEP Transmission Company, LLC                                                           | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1871161.60   | 0.07%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                        | AMC Entertainment Holdings, Inc.                                                        | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $73436.01     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417JV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52438 | PA      | $51914.40     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418VSQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32291 | PA      | $31859.43     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418TKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1068 | PA      | $1059.10      | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418TLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1892 | PA      | $1866.49      | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                            | Antero Midstream Partners LP                                                            | CUSIP: 03690AAD8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    289000 | PA      | $273041.27    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                   | Ardagh Metal Packaging Finance Public Limited Company                                   | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    850000 | PA      | $674240.75    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418WCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       312 | PA      | $307.29       | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5230000 | PA      | $5145064.80   | 0.19%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418UWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31135 | PA      | $31494.87     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                         | Hess Infrastructure Partners LP                                                         | CUSIP: 428102AE7<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    765000 | PA      | $656014.50    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                    | Olympus Water US Holding Corporation                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $303956.24    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Upstart Pass-Through Trust Series 2021-St4                                              | Upstart Pass-Through Trust Series 2021-St4                                              | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2830055 | PA      | $2613711.78   | 0.10%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2288002.90   | 0.08%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCC Power PLC                                                                           | SCC Power PLC                                                                           | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | US        |    862638 | PA      | $25879.14     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2020-2                                                     | Upstart Securitization Trust 2020-2                                                     | CUSIP: 91680CAA7<br>LEI: 549300PN2KS41LBX8D66 | Long             | ABS-CBDO         | CORP              | US        |    220237 | PA      | $215407.98    | 0.01%             | 2030-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                       | Verus Securitization Trust 2020-1                                                       | CUSIP: 92537TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1863000 | PA      | $1715630.92   | 0.06%             | 2060-03-25      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-CBDO         | USGA              | US        |   6305252 | PA      | $4606375.72   | 0.17%             | 2048-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70993 | PA      | $62621.72     | 0.00%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                                      | Verus Securitization Trust 2021-R2                                                      | CUSIP: 92538DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3017000 | PA      | $1992491.06   | 0.07%             | 2064-02-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                            | Viatris Inc.                                                                            | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1494802.60   | 0.05%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2016-1                                | United Airlines Pass Through Certificates, Series 2016-1                                | CUSIP: 90933HAA3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |    768229 | PA      | $686692.94    | 0.03%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $452717.40    | 0.02%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                  | Viking Cruises Limited                                                                  | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143102.58    | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                             | Washington Mutual Mortgage Securities Corp.                                             | CUSIP: 939335N84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       150 | PA      | $138.88       | 0.00%             | 2031-02-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   5975000 | PA      | $5647014.33   | 0.21%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12950000 | PA      | $11357554.04  | 0.42%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                          | Wells Fargo Commercial Mortgage Trust 2020-C55                                          | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1034000 | PA      | $798615.38    | 0.03%             | 2030-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| The Western Union Company                                                               | The Western Union Company                                                               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   5040000 | PA      | $3819261.10   | 0.14%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $6539718.75   | 0.24%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $528835.97    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A                                                                     | Banco do Brasil S.A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    300000 | PA      | $298875.00    | 0.01%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NASCAR Holdings, Inc                                                                    | NASCAR Holdings, Inc                                                                    | CUSIP: 63108EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128733 | PA      | $128331.12    | 0.00%             | 2026-07-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                        | Bank of Montreal                                                                        | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $2812986.84   | 0.10%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA21                                                        | Alternative Loan Trust 2006-OA21                                                        | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2408204 | PA      | $1919615.62   | 0.07%             | 2047-03-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                                                      | Packaging Coordinators Midco, Inc.                                                      | CUSIP: 69515EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    821724 | PA      | $777556.71    | 0.03%             | 2027-11-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                            | Camelot U.S. Acquisition LLC                                                            | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17542 | PA      | $17257.43     | 0.00%             | 2026-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                                          | GOGO Intermediate Holdings LLC                                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    822475 | PA      | $814250.26    | 0.03%             | 2028-04-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                                                                    | Conair Holdings, LLC                                                                    | CUSIP: 20600RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $412898.44    | 0.02%             | 2028-05-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $560039.09    | 0.02%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31560000 | PA      | $31757250.00  | 1.16%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                             | Kenan Advantage Group, Inc.                                                             | CUSIP: 48853UBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    619442 | PA      | $602407.09    | 0.02%             | 2024-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78466YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    693371 | PA      | $661552.13    | 0.02%             | 2028-05-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                                       | Parexel International Corporation                                                       | CUSIP: 71911KAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    661675 | PA      | $636127.73    | 0.02%             | 2028-08-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                                                                   | Ivanti Software, Inc.                                                                   | CUSIP: 46583DAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140620 | PA      | $110854.63    | 0.00%             | 2027-11-20      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $390060.92    | 0.01%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $565992.22    | 0.02%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                  | DIRECTV Financing, LLC                                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $421482.35    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3128MJZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9305567 | PA      | $8361291.62   | 0.31%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3743773 | PA      | $3375901.14   | 0.12%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418NFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2176 | PA      | $2158.88      | 0.00%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $527018.75    | 0.02%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Incorporated                                                         | UnitedHealth Group Incorporated                                                         | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1037792.91   | 0.04%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                       | Polaris Newco LLC                                                                       | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580431 | PA      | $528400.76    | 0.02%             | 2028-06-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                                                    | KKR Apple Bidco, LLC                                                                    | CUSIP: 48254EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292050 | PA      | $287622.52    | 0.01%             | 2028-07-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                              | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $448017.27    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559269.36    | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through Certificates Series 2003-S10trust                            | Wamu Mortgage Pass-Through Certificates Series 2003-S10trust                            | CUSIP: 92922F8M3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176187 | PA      | $157098.45    | 0.01%             | 2036-01-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C25                                                | WFRBS Commercial Mortgage Trust 2014-C25                                                | CUSIP: 92939LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1928228.98   | 0.07%             | 2024-11-18      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                      | Element Materials Technology Group US Holdings Inc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    171053 | PA      | $166776.31    | 0.01%             | 2029-04-12      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    900000 | PA      | $807435.00    | 0.03%             | 2033-01-18      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                  | DirecTV Financing, LLC                                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    468910 | PA      | $455527.76    | 0.02%             | 2027-07-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670000 | PA      | $517816.20    | 0.02%             | 2029-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-Ar9 Trust        | Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-Ar9 Trust        | CUSIP: 939346AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355018 | PA      | $1107066.91   | 0.04%             | 2046-11-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| WAVE 2019-1 LLC                                                                         | WAVE 2019-1 LLC                                                                         | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2431493 | PA      | $1831086.59   | 0.07%             | 2027-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                         | Avolon Holdings Funding Limited                                                         | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3270445.82   | 0.12%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                           | BBCMS Mortgage Trust 2022-C17                                                           | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3037000 | PA      | $2893813.65   | 0.11%             | 2032-08-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                             | GS Mortgage Securities Corp Trust 2018-RIVR                                             | CUSIP: 36255WAE5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   1898000 | PA      | $1542265.07   | 0.06%             | 2035-07-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2006-OA1                                                        | GSR Mortgage Loan Trust 2006-OA1                                                        | CUSIP: 362631AA1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |  15461340 | PA      | $3589948.32   | 0.13%             | 2046-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan 2007-PA6 Trust                                             | Wells Fargo Alternative Loan 2007-PA6 Trust                                             | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473523 | PA      | $390002.83    | 0.01%             | 2037-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                          | Wells Fargo Commercial Mortgage Trust 2019-C50                                          | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3188000 | PA      | $2533742.38   | 0.09%             | 2029-04-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                                                       | CenturyLink, Inc.                                                                       | CUSIP: 15669GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352097 | PA      | $333925.19    | 0.01%             | 2027-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                        | GoTo Group, Inc.                                                                        | CUSIP: 54142KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187794 | PA      | $120047.21    | 0.00%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                                             | Jazz Financing Lux S.a.r.l.                                                             | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    723904 | PA      | $716549.17    | 0.03%             | 2028-04-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Atlas Purchaser, Inc.                                                                   | Atlas Purchaser, Inc.                                                                   | CUSIP: 04939JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205704 | PA      | $143521.47    | 0.01%             | 2024-12-31      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| NRPL Trust 2019-3                                                                       | NRPL Trust 2019-3                                                                       | CUSIP: 62890JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4349397 | PA      | $4268414.59   | 0.16%             | 2059-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                        | NRG Energy, Inc.                                                                        | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    565000 | PA      | $432297.98    | 0.02%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $337890.29    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                              | Altice France Holding S.A.                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    470000 | PA      | $359849.77    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                                  | Argent Securities Inc.                                                                  | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7837316 | PA      | $4073067.30   | 0.15%             | 2036-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PQ Corporation                                                                          | PQ Corporation                                                                          | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99594 | PA      | $97893.37     | 0.00%             | 2028-05-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                        | Proofpoint, Inc.                                                                        | CUSIP: 74345HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461512 | PA      | $442793.55    | 0.02%             | 2028-06-09      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2020-2PAC                                  | Natixis Commercial Mortgage Securities Trust 2020-2PAC                                  | CUSIP: 63875DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1200129.15   | 0.04%             | 2025-01-16      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                   | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4711732.00   | 0.17%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL11 LLC                                                                       | BDS 2022-FL11 LLC                                                                       | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2192000 | PA      | $2098990.59   | 0.08%             | 2039-03-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2004-24CB                                                        | Alternative Loan Trust 2004-24CB                                                        | CUSIP: 12667F5J0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3762488 | PA      | $3284153.33   | 0.12%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                      | BX Trust 2019-OC11                                                                      | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3435000 | PA      | $2595390.51   | 0.09%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274563.54    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                                              | Pretium PKG Holdings, Inc.                                                              | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95964 | PA      | $76223.56     | 0.00%             | 2028-09-22      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                                              | Pretium PKG Holdings, Inc.                                                              | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186675 | PA      | $148274.09    | 0.01%             | 2028-09-22      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                               | Banco de Credito del Peru                                                               | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181828.60    | 0.01%             | 2030-07-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4221041.18   | 0.15%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                                     | Radiate Holdco, LLC                                                                     | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    826650 | PA      | $668470.52    | 0.02%             | 2026-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                                           | PECF USS Intermediate Holding III Corporation                                           | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612755 | PA      | $509181.26    | 0.02%             | 2028-11-04      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                   | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1714102.22   | 0.06%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                | PENN Entertainment, Inc.                                                                | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $593372.17    | 0.02%             | 2027-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2018-I                                                                  | Barings CLO Ltd 2018-I                                                                  | CUSIP: 06760GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $874760.00    | 0.03%             | 2031-04-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $268703.16    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                | PENN Entertainment, Inc.                                                                | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $237329.02    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Penske Truck Leasing Co., L.P.                                                          | Penske Truck Leasing Co., L.P.                                                          | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68842.07     | 0.00%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                        | Trans Union, LLC                                                                        | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270538 | PA      | $267531.98    | 0.01%             | 2028-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings, LLC                                                      | Maravai Intermediate Holdings, LLC                                                      | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121482 | PA      | $119052.36    | 0.00%             | 2027-10-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Limited                                                                    | BOC Aviation Limited                                                                    | CUSIP: 09681LAH3<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   4175000 | PA      | $4174301.52   | 0.15%             | 2023-09-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                             | Brighthouse Financial, Inc.                                                             | CUSIP: 10921U2A5<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    990000 | PA      | $931090.33    | 0.03%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR1 Trust                                                    | Progress Residential 2021-SFR1 Trust                                                    | CUSIP: 74331FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6600000 | PA      | $5535280.08   | 0.20%             | 2026-03-19      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC                                                                    | RP Escrow Issuer LLC                                                                    | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $286790.82    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1 Mortgage Trust                                                              | CF 2019-CF1 Mortgage Trust                                                              | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2737000 | PA      | $2457073.87   | 0.09%             | 2024-04-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comm 2015-Ccre22 Mortgage Trust                                                         | Comm 2015-Ccre22 Mortgage Trust                                                         | CUSIP: 12592XBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  93113235 | PA      | $1331156.13   | 0.05%             | 2048-03-12      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                                         | Envision Healthcare Corporation                                                         | CUSIP: 29373UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363792 | PA      | $90947.88     | 0.00%             | 2027-03-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Investment I Limited                                                   | Shenton Aircraft Investment I Limited                                                   | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-CBDO         | CORP              | KY        |   2071508 | PA      | $1550086.99   | 0.06%             | 2027-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                                                   | Thayer Park CLO, Ltd.                                                                   | CUSIP: 883310AU8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $877327.00    | 0.03%             | 2034-04-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                                | CSAIL 2019-C16 Commercial Mortgage Trust                                                | CUSIP: 12596WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2673000 | PA      | $2185370.49   | 0.08%             | 2029-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 Mortgage Trust                                                            | COMM 2015-DC1 Mortgage Trust                                                            | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $164760.96    | 0.01%             | 2025-01-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-2 CLO Ltd.                                                   | THL Credit Wind River 2018-2 CLO Ltd.                                                   | CUSIP: 88434HAL7<br>LEI: 254900CL04BC1Q11T078 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1650386.00   | 0.06%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Limited                                                             | Transocean Poseidon Limited                                                             | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358750 | PA      | $349555.50    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties Trust                                                       | Corporate Office Properties Trust                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1420879.65   | 0.05%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities (USA) LLC                                                      | Credit Suisse Securities (USA) LLC                                                      | CUSIP: 22540VK43<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-MBS          | CORP              | US        |     13326 | PA      | $12190.48     | 0.00%             | 2032-03-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Incorporated                                                      | Triton Water Holdings Incorporated                                                      | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $279490.56    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2014-1, Ltd.                                                                   | Voya CLO 2014-1, Ltd.                                                                   | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $804232.00    | 0.03%             | 2031-04-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                        | WestRock Company                                                                        | CUSIP: 96145DAF2<br>LEI: 5493004Z9TCQW68YVL89 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3988978.54   | 0.15%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                  | XHR LP                                                                                  | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273313.82    | 0.01%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416NBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2850 | PA      | $2819.82      | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416NSP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25136 | PA      | $24974.80     | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 133000000 | PA      | $1126669.31   | 0.04%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  94500000 | PA      | $665474.70    | 0.02%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                                                            | American Trailer World Corp.                                                            | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215344 | PA      | $185016.95    | 0.01%             | 2028-02-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                                                       | Mavis Tire Express Services Corp.                                                       | CUSIP: 57777YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    681313 | PA      | $648705.19    | 0.02%             | 2026-04-13      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416PEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1582 | PA      | $1567.45      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417YRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5336 | PA      | $5262.90      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                          | Alternative Loan Trust 2005-45                                                          | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3205917 | PA      | $2800685.66   | 0.10%             | 2035-11-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA17                                                        | Alternative Loan Trust 2006-OA17                                                        | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3605568 | PA      | $2976279.56   | 0.11%             | 2046-12-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418AGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2962 | PA      | $2941.39      | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418WUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15897 | PA      | $15676.66     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                                       | DexKo Global Inc.                                                                       | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103027 | PA      | $92109.67     | 0.00%             | 2028-09-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P                                                                | GIP II Blue Holding, L.P                                                                | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201224 | PA      | $199169.94    | 0.01%             | 2028-09-22      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418XU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8573 | PA      | $8494.08      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38383MCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5973366 | PA      | $3568219.43   | 0.13%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                    | Medline Borrower, LP                                                                    | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    828738 | PA      | $786455.31    | 0.03%             | 2028-09-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                               | Oryx Midstream Services Permian Basin LLC                                               | CUSIP: 68764JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    323572 | PA      | $319275.29    | 0.01%             | 2024-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $83348.66     | 0.00%             | 2029-06-10      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                                         | Envision Healthcare Corporation                                                         | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148581 | PA      | $50517.41     | 0.00%             | 2027-03-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                                                     | Griffon Corporation                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    875000 | PA      | $800171.48    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    219230 | PA      | $217154.25    | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31410G6S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        42 | PA      | $41.51        | 0.00%             | 2023-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412UHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10170 | PA      | $10264.68     | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36225CUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5556 | PA      | $5475.18      | 0.00%             | 2032-02-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3622ABFB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19832016 | PA      | $17073840.32  | 0.62%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-AM1                                            | MASTR Asset Backed Securities Trust 2006-AM1                                            | CUSIP: 57643LAM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    732570 | PA      | $684825.23    | 0.03%             | 2032-12-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                            | Match Group Holdings II, LLC                                                            | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    340000 | PA      | $315719.52    | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                 | Hyundai Capital America                                                                 | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4290212.02   | 0.16%             | 2025-02-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                 | Hyundai Capital America                                                                 | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67515.29     | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mattamy Homes Limited                                                                   | Mattamy Homes Limited                                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326900.98    | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO, Ltd.                                                                    | Myers Park CLO, Ltd.                                                                    | CUSIP: 62848FAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $884153.00    | 0.03%             | 2030-10-21      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                          | NBN Co Limited                                                                          | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1856641.63   | 0.07%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                           | Netflix, Inc.                                                                           | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149630.14    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1                                   | Morgan Stanley Residential Mortgage Loan Trust 2020-1                                   | CUSIP: 61771HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16068208 | PA      | $15429341.05  | 0.56%             | 2060-10-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                          | Mosaic Solar Loan Trust 2019-2                                                          | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    774093 | PA      | $661267.17    | 0.02%             | 2032-05-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                                | Chord Energy Corporation                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324548.68    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392648.36    | 0.01%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33, Ltd.                                                    | Octagon Investment Partners 33, Ltd.                                                    | CUSIP: 675711AG0<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $884122.00    | 0.03%             | 2031-01-21      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                           | Owens Corning                                                                           | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2004844.27   | 0.07%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                                    | Murphy Oil USA, Inc.                                                                    | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    335000 | PA      | $306038.24    | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                       | Nationstar Mortgage Holdings Inc.                                                       | CUSIP: 63861CAE9<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |    630000 | PA      | $489509.33    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PMT Credit Risk Transfer Trust 2021-1R                                                  | PMT Credit Risk Transfer Trust 2021-1R                                                  | CUSIP: 69356UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1359259 | PA      | $1294127.08   | 0.05%             | 2024-02-27      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Par Petroleum, LLC                                                                      | Par Petroleum, LLC                                                                      | CUSIP: 69889MAA0<br>LEI: 984500CCF05C2FB39F45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322915.73    | 0.01%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                                  | NuStar Logistics, L.P.                                                                  | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724372.46    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding 2015-1 Ltd.                                                            | OHA Loan Funding 2015-1 Ltd.                                                            | CUSIP: 67109BDJ0<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1420176.00   | 0.05%             | 2037-01-19      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                    | Parkland Corporation                                                                    | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249923.03    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wamu Mortgage Pass-Through Certificates Series 2003-S10trust                            | Wamu Mortgage Pass-Through Certificates Series 2003-S10trust                            | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21653 | PA      | $19424.08     | 0.00%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224443.18    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1295000.00   | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                                                             | Avation PLC                                                                             | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | Long             | EC               | CORP              | GB        |      9800 | NS      | $3554.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiology Partners Inc                                                                  | Radiology Partners Inc                                                                  | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259967 | PA      | $217397.35    | 0.01%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-AR2                                 | Structured Asset Mortgage Investments II Trust 2007-AR2                                 | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288112 | PA      | $134177.53    | 0.00%             | 2037-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners, L.P.                                                         | Suburban Propane Partners, L.P.                                                         | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $368087.66    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                  | Radiology Partners Inc                                                                  | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222896 | PA      | $186396.36    | 0.01%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                           | Peraton Corp.                                                                           | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    816721 | PA      | $796131.26    | 0.03%             | 2028-02-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                       | DCert Buyer, Inc.                                                                       | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $104535.00    | 0.00%             | 2029-02-16      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                            | Sunshine Luxembourg VII SARL                                                            | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126448 | PA      | $120897.96    | 0.00%             | 2026-10-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                    | SunCoke Energy, Inc.                                                                    | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    510000 | PA      | $435064.79    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings, Ltd.                                                         | Intelsat Jackson Holdings, Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       430 | NS      | $2902.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Edelman Financial Center, LLC                                                           | Edelman Financial Center, LLC                                                           | CUSIP: 27943UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362236 | PA      | $337151.12    | 0.01%             | 2028-03-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                            | Organon & Co                                                                            | CUSIP: 68621XAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    753975 | PA      | $745492.78    | 0.03%             | 2028-04-07      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                           | Global Medical Response, Inc.                                                           | CUSIP: 00169QAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187556 | PA      | $131992.61    | 0.00%             | 2024-09-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Tamko Building Products, LLC                                                            | Tamko Building Products, LLC                                                            | CUSIP: 87510EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296732 | PA      | $285975.40    | 0.01%             | 2026-05-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, LLC                                                                         | Wheel Pros, LLC                                                                         | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150540 | PA      | $101032.03    | 0.00%             | 2028-04-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3906 | PA      | $3105.47      | 0.00%             | 2028-06-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                               | PRA Health Sciences, Inc.                                                               | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50900 | PA      | $50703.42     | 0.00%             | 2028-06-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                                                    | Charter NEX US, Inc.                                                                    | CUSIP: 16125TAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    407738 | PA      | $395378.98    | 0.01%             | 2027-12-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings, Inc.                                                          | Mister Car Wash Holdings, Inc.                                                          | CUSIP: 60646CAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    533204 | PA      | $525205.90    | 0.02%             | 2026-05-08      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                 | Aveanna Healthcare, LLC                                                                 | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176414 | PA      | $134956.76    | 0.00%             | 2024-12-31      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                               | Eisner Advisory Group LLC                                                               | CUSIP: 28259HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271564 | PA      | $255270.16    | 0.01%             | 2024-12-31      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                                 | Astra Acquisition Corp.                                                                 | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279933 | PA      | $249140.09    | 0.01%             | 2029-10-22      | Floating      | 12.95%                | No            |                  3 | On Loan: No      |
| Sophia, L.P.                                                                            | Sophia, L.P.                                                                            | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    803677 | PA      | $774045.33    | 0.03%             | 2027-10-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                               | Great Outdoors Group, LLC                                                               | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577212 | PA      | $553402.44    | 0.02%             | 2028-02-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                                      | Dun & Bradstreet Corporation (The)                                                      | CUSIP: 26483NAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119100 | PA      | $116941.91    | 0.00%             | 2029-01-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       412 | PA      | $401.03       | 0.00%             | 2029-02-07      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                        | Garda World Security Corporation                                                        | CUSIP: C4000KAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284288 | PA      | $272916.00    | 0.01%             | 2029-02-10      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                    | Scientific Games International, Inc.                                                    | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273625 | PA      | $269227.85    | 0.01%             | 2029-04-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                                                           | Formula One Holdings Limited.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    510000 | PA      | $509362.50    | 0.02%             | 2030-01-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                         | Bear Stearns ALT-A Trust 2006-3                                                         | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89711 | PA      | $81491.01     | 0.00%             | 2035-05-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3331359.38   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                              | Builders FirstSource, Inc.                                                              | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356584.14    | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                            | Chase Mortgage Finance Trust                                                            | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104682 | PA      | $91644.74     | 0.00%             | 2035-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $906828.63    | 0.03%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                      | Citigroup Mortgage Loan Trust Inc.                                                      | CUSIP: 17307GE61<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1589259 | PA      | $1467610.23   | 0.05%             | 2035-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AJMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29279 | PA      | $28806.72     | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AKS67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7215 | PA      | $7096.09      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414RQB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       139 | PA      | $138.70       | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414SVL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       406 | PA      | $405.14       | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419AHL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2201 | PA      | $2182.02      | 0.00%             | 2025-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419AM95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14446 | PA      | $14327.27     | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419JTV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2803 | PA      | $2762.65      | 0.00%             | 2025-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36183WHM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236850 | PA      | $215734.21    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1286647.74   | 0.05%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2184102.62   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     92000 | PA      | $79371.87     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RASC Series 2006-EMX9 Trust                                                             | RASC Series 2006-EMX9 Trust                                                             | CUSIP: 74924VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060209 | PA      | $979640.49    | 0.04%             | 2036-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                       | Raytheon Technologies Corporation                                                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2255303.13   | 0.08%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                  | Smithfield Foods, Inc.                                                                  | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4128652.43   | 0.15%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2021-1 Trust                                                 | SoFi Consumer Loan Program 2021-1 Trust                                                 | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3330495 | PA      | $3311424.32   | 0.12%             | 2030-05-25      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd                                                                  | Sound Point CLO IX Ltd                                                                  | CUSIP: 83609GBU8<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $812892.00    | 0.03%             | 2032-07-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                     | Upstart Securitization Trust 2021-4                                                     | CUSIP: 91682NAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3581540.80   | 0.13%             | 2031-09-20      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                     | Upstart Securitization Trust 2021-4                                                     | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3849206.00   | 0.14%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL4 LLC                                                                      | VCAT 2021-NPL4 LLC                                                                      | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3293336 | PA      | $2932909.20   | 0.11%             | 2024-08-26      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL5 LLC                                                                      | VCAT 2021-NPL5 LLC                                                                      | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3827802 | PA      | $3339256.94   | 0.12%             | 2024-08-26      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization LLC                                                           | VCAT Asset Securitization LLC                                                           | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3926739 | PA      | $3410515.58   | 0.12%             | 2024-09-25      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                             | Westpac Banking Corporation                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2197272.38   | 0.08%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance                                                                     | Ministry of Finance                                                                     | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $284846.24    | 0.01%             | 2023-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                   | Minejesa Capital B.V.                                                                   | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |   1970000 | PA      | $1728675.00   | 0.06%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                   | Minejesa Capital B.V.                                                                   | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |   2550000 | PA      | $1992187.50   | 0.07%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                  | Gouvernement De France                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $276464.99    | 0.01%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Assembleia da Republica                                                                 | Assembleia da Republica                                                                 | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    270000 | PA      | $232367.40    | 0.01%             | 2030-10-18      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   5400000 | PA      | $268098.70    | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Rutas 2 And 7 Finance Ltd                                                               | Rutas 2 And 7 Finance Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    373333 | PA      | $233647.38    | 0.01%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                                                       | Delta TopCo, Inc.                                                                       | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $70087.50     | 0.00%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                                         | Greeneden U.S. Holdings II, LLC                                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    458689 | PA      | $439483.52    | 0.02%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc.                                                            | Brookfield WEC Holdings Inc.                                                            | CUSIP: 11284EAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    391964 | PA      | $385881.00    | 0.01%             | 2025-08-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                                | Project Alpha Intermediate Holding, Inc.                                                | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    866291 | PA      | $843550.72    | 0.03%             | 2024-04-26      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                      | AmWINS Group, Inc.                                                                      | CUSIP: 03234TAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    434253 | PA      | $425975.90    | 0.02%             | 2028-02-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                                    | Banff Merger Sub Inc                                                                    | CUSIP: 05988HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342237 | PA      | $327109.76    | 0.01%             | 2025-10-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                 | Uber Technologies, Inc.                                                                 | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28997 | PA      | $28919.73     | 0.00%             | 2027-02-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                                                           | Horizon Therapeutics USA Inc.                                                           | CUSIP: 44055UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    359525 | PA      | $359075.59    | 0.01%             | 2028-02-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                                    | Redstone Holdco 2 LP                                                                    | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172093 | PA      | $118436.32    | 0.00%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                 | Quikrete Holdings, Inc.                                                                 | CUSIP: 74839XAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173688 | PA      | $172113.89    | 0.01%             | 2024-12-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                               | EQUATE Petrochemical B.V.                                                               | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |    200000 | PA      | $174043.70    | 0.01%             | 2028-04-28      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| KT Corp                                                                                 | KT Corp                                                                                 | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1366035.00   | 0.05%             | 2026-07-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| KT Corp                                                                                 | KT Corp                                                                                 | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856996.24    | 0.03%             | 2027-01-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    795000 | PA      | $449512.00    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CUSIP: 12636MAK4<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $979917.30    | 0.04%             | 2026-04-17      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                              | Carrier Global Corporation                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $3324019.96   | 0.12%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2120124.58   | 0.08%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd.                                                                     | Cook Park CLO, Ltd.                                                                     | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1688066.00   | 0.06%             | 2030-04-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                               | Diamond Sports Group, LLC                                                               | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $48218.86     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $540750.00    | 0.02%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | Dominion Energy, Inc.                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3965298.30   | 0.14%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $174667.85    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                            | Encompass Health Corporation                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52840.37     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31411JCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33790 | PA      | $33479.62     | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31411JDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    212606 | PA      | $210621.94    | 0.01%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416P4V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5602 | PA      | $5544.70      | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416YNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7239 | PA      | $7172.22      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417YMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3031 | PA      | $3006.94      | 0.00%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 3, Ltd.                                               | Goldentree Loan Management US CLO 3, Ltd.                                               | CUSIP: 38138BAN0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1409343.00   | 0.05%             | 2030-04-22      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2020-1 Trust                                                                  | Goodgreen 2020-1 Trust                                                                  | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    627019 | PA      | $549434.31    | 0.02%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                   | GrafTech Finance Inc.                                                                   | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173377.51    | 0.01%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                 | Gran Tierra Energy Inc.                                                                 | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    900000 | PA      | $731776.08    | 0.03%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: N/A<br>LEI: 254900DJRGZBUZ3F5038       | Long             | DBT              | CORP              | US        |    510000 | PA      | $0.01         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Jeld-Wen, Inc.                                                                          | Jeld-Wen, Inc.                                                                          | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    265000 | PA      | $221381.23    | 0.01%             | 2025-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCM XXI Limited Partnership                                                             | LCM XXI Limited Partnership                                                             | CUSIP: 50189CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $953699.00    | 0.03%             | 2028-04-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LCM 28 Ltd                                                                              | LCM 28 Ltd                                                                              | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $797041.00    | 0.03%             | 2030-10-21      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2007-HE2                                            | MASTR Asset Backed Securities Trust 2007-HE2                                            | CUSIP: 57646LAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4211403 | PA      | $3451039.45   | 0.13%             | 2037-08-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                        | Packaging Corporation of America                                                        | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2507355.34   | 0.09%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                            | Performance Food Group, Inc.                                                            | CUSIP: 71376LAE0<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |    385000 | PA      | $333521.30    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | CUSIP: 71567PAS9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $253125.00    | 0.01%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $388125.00    | 0.01%             | 2050-06-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                              | Bundesrepublik Deutschland                                                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   1500000 | PA      | $1309138.32   | 0.05%             | 2031-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                         | Stars Group Holdings B.V. (The)                                                         | CUSIP: N8233BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251294 | PA      | $247418.69    | 0.01%             | 2025-06-29      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                         | Stars Group Holdings B.V. (The)                                                         | CUSIP: N8233BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240971 | PA      | $237255.66    | 0.01%             | 2025-06-29      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                                   | Hyland Software, Inc.                                                                   | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    674402 | PA      | $664454.72    | 0.02%             | 2024-07-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                                                            | Edgewater Generation, L.L.C.                                                            | CUSIP: 28031FAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287618 | PA      | $272015.08    | 0.01%             | 2025-11-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                          | Telesat Canada                                                                          | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    183510 | PA      | $83792.39     | 0.00%             | 2026-11-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                                              | E.W. Scripps Company (The)                                                              | CUSIP: 26928BAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    307023 | PA      | $301189.98    | 0.01%             | 2026-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Echo Global Logistics, Inc.                                                             | Echo Global Logistics, Inc.                                                             | CUSIP: 28257KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353225 | PA      | $330855.26    | 0.01%             | 2028-11-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                                 | Astra Acquisition Corp.                                                                 | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269584 | PA      | $237683.91    | 0.01%             | 2028-10-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell, Inc.                                                                   | Cincinnati Bell, Inc.                                                                   | CUSIP: 17187MAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113553 | PA      | $111281.88    | 0.00%             | 2028-11-17      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353850 | PA      | $333946.21    | 0.01%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    120000 | PA      | $109860.00    | 0.00%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                          | Alternative Loan Trust 2005-43                                                          | CUSIP: 12667GC84<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   5351434 | PA      | $2887470.52   | 0.11%             | 2035-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                             | CWMBS, Inc.                                                                             | CUSIP: 12669GBA8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    271632 | PA      | $249195.56    | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                             | CWMBS, Inc.                                                                             | CUSIP: 12669GHG9<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |     24583 | PA      | $23635.55     | 0.00%             | 2035-02-20      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                     | Calpine Corporation                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $185268.31    | 0.01%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                            | Citigroup Commercial Mortgage Trust 2020-555                                            | CUSIP: 17328EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584000 | PA      | $1668788.03   | 0.06%             | 2029-12-12      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2021-JL1                                                  | Citigroup Mortgage Loan Trust 2021-JL1                                                  | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975953 | PA      | $875347.09    | 0.03%             | 2062-02-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   1800000 | PA      | $1309309.20   | 0.05%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                             | Dick's Sporting Goods, Inc.                                                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $3458154.42   | 0.13%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                    | DISH DBS Corporation                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $135473.43    | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                     | Entergy Corporation                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1026888.38   | 0.04%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                           | Equinix, Inc.                                                                           | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1794327.98   | 0.07%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10780180 | PA      | $9149081.48   | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31410K4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39430 | PA      | $39185.35     | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412PPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61506 | PA      | $60896.90     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Nacional De Panama                                                                | Banco Nacional De Panama                                                                | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400924.30    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17821.12     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                              | Builders FirstSource, Inc.                                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    410000 | PA      | $333791.71    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $634810.69    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4549869 | PA      | $3921353.11   | 0.14%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                              | iHeartCommunications, Inc.                                                              | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    285000 | PA      | $241245.37    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $143409.60    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4686576.17   | 0.17%             | 2024-05-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                       | IndyMac MBS, Inc.                                                                       | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876082 | PA      | $663361.83    | 0.02%             | 2035-08-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| The Interpublic Group of Companies, Inc.                                                | The Interpublic Group of Companies, Inc.                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1542306.86   | 0.06%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    770000 | PA      | $751736.01    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                                      | JPMDB Commercial Mortgage Securities Trust 2017-C7                                      | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  87817820 | PA      | $2551968.27   | 0.09%             | 2050-10-17      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                    | Olympus Water US Holding Corporation                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    595000 | PA      | $487518.57    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC Ltd                                                                          | 1375209 BC Ltd                                                                          | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $84754.14     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 20754WAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3451073 | PA      | $3396514.79   | 0.12%             | 2040-01-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AARR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3580 | PA      | $3547.17      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AGKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5688 | PA      | $5601.93      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AP3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4629 | PA      | $4551.90      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1291806.02   | 0.05%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer, LLC                                                                 | Sunnova Sol Issuer, LLC                                                                 | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2754233 | PA      | $2249903.01   | 0.08%             | 2030-01-30      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios VII Issuer, LLC                                                          | Sunnova Helios VII Issuer, LLC                                                          | CUSIP: 86745RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3531587 | PA      | $2427727.27   | 0.09%             | 2028-10-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios IV Issuer LLC                                                            | Sunnova Helios IV Issuer LLC                                                            | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1886646 | PA      | $1569960.05   | 0.06%             | 2027-06-21      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138EP6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1610651 | PA      | $1639743.63   | 0.06%             | 2036-01-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414DLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       322 | PA      | $321.16       | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ireland, Government of                                                                  | Ireland, Government of                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    710000 | PA      | $718142.09    | 0.03%             | 2026-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                   | MC Brazil Downstream Trading S.a r.l.                                                   | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | US        |   1150000 | PA      | $947772.55    | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414DP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $135.08       | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414QX28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       603 | PA      | $600.89       | 0.00%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                       | Vantage Specialty Chemicals, Inc.                                                       | CUSIP: 92210XAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297161 | PA      | $289508.91    | 0.01%             | 2024-10-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                       | Vantage Specialty Chemicals, Inc.                                                       | CUSIP: 92210XAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281932 | PA      | $274672.56    | 0.01%             | 2024-10-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419AMZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74570 | PA      | $73592.33     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419B4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21097 | PA      | $20800.10     | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                         | Lions Gate Capital Holdings LLC                                                         | CUSIP: 53627MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121548 | PA      | $115774.30    | 0.00%             | 2025-03-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                  | Radiology Partners Inc                                                                  | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58222 | PA      | $48688.06     | 0.00%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419DJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8511 | PA      | $8395.18      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419LYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8148 | PA      | $8073.07      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                     | Waterbridge Midstream Operating LLC                                                     | CUSIP: 94120XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235139 | PA      | $225512.67    | 0.01%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                                                | Pregis TopCo Corporation                                                                | CUSIP: 74045BAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480150 | PA      | $465865.54    | 0.02%             | 2026-07-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3620A2XZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16919 | PA      | $16973.23     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    685766 | PA      | $687747.73    | 0.03%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36296QLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258018 | PA      | $258587.62    | 0.01%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnetite XVIII Ltd                                                                     | Magnetite XVIII Ltd                                                                     | CUSIP: 55953TAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948416.00    | 0.03%             | 2028-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Magnetite XIV-R, Limited                                                                | Magnetite XIV-R, Limited                                                                | CUSIP: 55954LAJ2<br>LEI: 549300XD71H6EU9N2I97 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1384024.50   | 0.05%             | 2031-10-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Minerva Merger Sub Inc                                                                  | Minerva Merger Sub Inc                                                                  | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $451905.73    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2019-SFR4 Trust                                                    | Progress Residential 2019-SFR4 Trust                                                    | CUSIP: 74331AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6530058.50   | 0.24%             | 2024-10-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| RR 4 Ltd                                                                                | RR 4 Ltd                                                                                | CUSIP: 74972FAL9<br>LEI: 549300G3G1OYI5KO3H14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $901721.00    | 0.03%             | 2030-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-3                                               | Renaissance Home Equity Loan Trust 2006-3                                               | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1983120 | PA      | $774717.94    | 0.03%             | 2036-08-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Renew 20172                                                                             | Renew 20172                                                                             | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3240302 | PA      | $2804050.93   | 0.10%             | 2053-09-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-1                                                    | SG Residential Mortgage Trust 2021-1                                                    | CUSIP: 784212AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3258000 | PA      | $1726383.90   | 0.06%             | 2023-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                    | Sirius XM Radio Inc.                                                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    540000 | PA      | $446115.65    | 0.02%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                     | Southwestern Electric Power Company                                                     | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1097626.71   | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments LLC                                               | Structured Asset Mortgage Investments LLC                                               | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4745 | PA      | $4508.81      | 0.00%             | 2032-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                           | Temasek Financial (I) Limited                                                           | CUSIP: 87973RBA7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $594833.40    | 0.02%             | 2031-08-02      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $525450.00    | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172530000 | PA      | $158943262.50 | 5.81%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1721531.16   | 0.06%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                | W. R. Grace Holdings LLC                                                                | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $291245.45    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    435000 | PA      | $381138.30    | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Assembleia da Republica                                                                 | Assembleia da Republica                                                                 | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    500000 | PA      | $497487.12    | 0.02%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Finance                                                                     | Ministry of Finance                                                                     | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    470000 | PA      | $124667.02    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Limited                                                | Bioceanico Sovereign Certificate Limited                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    502307 | PA      | $331522.46    | 0.01%             | 2034-06-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | US        |    773224 | PA      | $622533.66    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                                                       | Southern Veterinary Partners, LLC                                                       | CUSIP: 84410HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    605117 | PA      | $578389.44    | 0.02%             | 2027-10-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                            | Alliance Laundry Systems LLC                                                            | CUSIP: 01862LAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164779 | PA      | $161359.41    | 0.01%             | 2027-09-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                                                                | Hillman Group Inc. (The)                                                                | CUSIP: 43162TAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167423 | PA      | $162160.70    | 0.01%             | 2028-02-24      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                                                                | Hillman Group Inc. (The)                                                                | CUSIP: 43162TAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37266 | PA      | $36094.56     | 0.00%             | 2028-02-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                                                                | Hillman Group Inc. (The)                                                                | CUSIP: 43162TAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3208 | PA      | $3107.28      | 0.00%             | 2028-02-24      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                                                              | Triton Water Holdings, Inc                                                              | CUSIP: 89678QAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    607242 | PA      | $562610.11    | 0.02%             | 2028-03-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                                  | HighTower Holdings LLC                                                                  | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450450 | PA      | $411409.50    | 0.02%             | 2026-04-08      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                | Saudi Arabia, Kingdom of                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |   2500000 | PA      | $1782617.50   | 0.07%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                              | AMSR Trust                                                                              | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2582086.20   | 0.09%             | 2026-08-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                  | Adani International Container Terminal Private Limited                                  | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | US        |    562500 | PA      | $442609.26    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                             | Qatarenergy                                                                             | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1818912.92   | 0.07%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                                  | PSA Treasury Pte. Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | US        |    500000 | PA      | $419595.00    | 0.02%             | 2030-04-30      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150256 | PA      | $134991.59    | 0.00%             | 2034-11-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                         | Bear Stearns ALT-A Trust 2006-3                                                         | CUSIP: 07386HVX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5160232 | PA      | $2112243.26   | 0.08%             | 2035-09-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                         | BP Capital Markets America Inc.                                                         | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1764612.69   | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Castle United States Holding Corporation                                                | Castle United States Holding Corporation                                                | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $110120.75    | 0.00%             | 2028-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                       | Benchmark 2021-B30 Mortgage Trust                                                       | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1654000 | PA      | $1362368.04   | 0.05%             | 2031-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                       | Benchmark 2022-B32 Mortgage Trust                                                       | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2886000 | PA      | $2284347.79   | 0.08%             | 2032-01-16      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                       | Berkshire Hathaway Energy Company                                                       | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2377597.09   | 0.09%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2012-1 R Ltd                                                         | Canyon Capital CLO 2012-1 R Ltd                                                         | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1354855.50   | 0.05%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                             | Castlelake Aircraft Structured Trust 2021-1                                             | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4797563 | PA      | $4008848.57   | 0.15%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                         | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177466.70    | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3156777.99   | 0.12%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                                  | Cengage Learning, Inc.                                                                  | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    495000 | PA      | $471462.12    | 0.02%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FVEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15742173 | PA      | $9903819.87   | 0.36%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137H6GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10158752 | PA      | $6733049.89   | 0.25%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust Series 2007-3                                                           | ChaseFlex Trust Series 2007-3                                                           | CUSIP: 16165AAA2<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |    357286 | PA      | $217821.78    | 0.01%             | 2037-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14715362 | PA      | $13818757.61  | 0.51%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A13G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        96 | PA      | $95.85        | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AATL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38683 | PA      | $38066.55     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 31348S2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        53 | PA      | $52.89        | 0.00%             | 2027-07-01      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A2UF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    382866 | PA      | $379348.44    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AFYC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9511 | PA      | $9357.71      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AGNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67582 | PA      | $66961.12     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A32S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       814 | PA      | $806.53       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A36C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8786 | PA      | $8656.31      | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AGY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3491 | PA      | $3434.97      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9524997 | PA      | $9400368.96   | 0.34%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A7ZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14552 | PA      | $14402.58     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31414CAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       336 | PA      | $335.36       | 0.00%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416MZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75832 | PA      | $75146.57     | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416NBE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8214 | PA      | $8136.53      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418RHH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14245 | PA      | $14128.07     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418RHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10959 | PA      | $10867.61     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416YU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3073 | PA      | $3022.35      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419CAU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6248 | PA      | $6169.55      | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metis Merger Subordinated LLC                                                           | Metis Merger Subordinated LLC                                                           | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $329785.00    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2017-1                                                    | Mill City Mortgage Loan Trust 2017-1                                                    | CUSIP: 59981HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8210000 | PA      | $6521916.45   | 0.24%             | 2030-09-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc.                                                                          | ModivCare Inc.                                                                          | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155875.12    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 30, Ltd.                                                    | Octagon Investment Partners 30, Ltd.                                                    | CUSIP: 675920AQ5<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2239835.00   | 0.08%             | 2030-03-18      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418U2D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9238 | PA      | $9114.98      | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418UWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7598 | PA      | $7526.35      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                          | Fortinet, Inc.                                                                          | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2274753.20   | 0.08%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3617A0C87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54827 | PA      | $49905.00     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Credit Risk Transfer Trust 2019-2R                                                  | PMT Credit Risk Transfer Trust 2019-2R                                                  | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446328 | PA      | $1372574.36   | 0.05%             | 2023-05-30      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub, LLC                                                          | Premier Entertainment Sub, LLC                                                          | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    385000 | PA      | $283278.38    | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                         | M/I Homes, Inc.                                                                         | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    380000 | PA      | $337552.89    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                            | MKT 2020-525M Mortgage Trust                                                            | CUSIP: 55316PAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1139931.80   | 0.04%             | 2030-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                      | Royalty Pharma PLC                                                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $2329793.31   | 0.09%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                                               | Ryan Specialty Group, LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    445000 | PA      | $388959.65    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                         | Madison IAQ LLC                                                                         | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $278975.84    | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                     | Radiate HoldCo, LLC                                                                     | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $231506.96    | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                                 | SMB Private Education Loan Trust 2018-B                                                 | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |   1640169 | PA      | $1598657.49   | 0.06%             | 2028-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                               | SLG Office Trust 2021-OVA                                                               | CUSIP: 78449RAL9<br>LEI: 549300Z8X84XIDB6JE13 | Long             | ABS-MBS          | CORP              | US        |   3147000 | PA      | $2202033.32   | 0.08%             | 2031-07-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                               | SLG Office Trust 2021-OVA                                                               | CUSIP: 78449RAN5<br>LEI: 549300Z8X84XIDB6JE13 | Long             | ABS-MBS          | CORP              | US        |   3147000 | PA      | $2051925.19   | 0.08%             | 2031-07-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    390000 | PA      | $316543.26    | 0.01%             | 2029-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                           | Sabine Pass Liquefaction, LLC                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1839311.06   | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                                   | Sound Point CLO XXIII                                                                   | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1718420.00   | 0.06%             | 2034-07-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                                  | UBS Commercial Mortgage Trust 2019-C18                                                  | CUSIP: 90278PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3659000 | PA      | $2974693.82   | 0.11%             | 2029-12-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                         | U.S. Foods Inc.                                                                         | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    345000 | PA      | $306362.30    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo XXXI Ltd                                                                | Sound Point Clo XXXI Ltd                                                                | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $883549.00    | 0.03%             | 2034-10-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |   1050000 | PA      | $935810.40    | 0.03%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                         | U.S. Foods Inc.                                                                         | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    295000 | PA      | $260671.88    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Unifrax Escrow Issuer Corporation                                                       | Unifrax Escrow Issuer Corporation                                                       | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $463043.11    | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    485000 | PA      | $461921.06    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9300000 | PA      | $8082281.25   | 0.30%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                                | United Airlines Pass Through Certificates, Series 2015-1                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135049.29    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                        | Uniti Group Inc.                                                                        | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $215196.59    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $178509.36    | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2223093.75   | 0.08%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                            | VMware, Inc.                                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2042250.69   | 0.07%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2007-Hy1 Trust                           | WaMu Mortgage Pass-Through Certificates Series 2007-Hy1 Trust                           | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932833 | PA      | $792914.04    | 0.03%             | 2037-02-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  10549656 | PA      | $1131413.64   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                                                             | Solis IV BV                                                                             | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476250 | PA      | $417143.05    | 0.02%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $432843.75    | 0.02%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                        | Vedanta Resources Finance II PLC                                                        | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $839264.84    | 0.03%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1917181.29   | 0.07%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2090708.95   | 0.08%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2007-Hy1 Trust                           | WaMu Mortgage Pass-Through Certificates Series 2007-Hy1 Trust                           | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88166 | PA      | $79044.21     | 0.00%             | 2037-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                                | WFRBS Commercial Mortgage Trust 2014-C23                                                | CUSIP: 92939HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5789000 | PA      | $5045441.16   | 0.18%             | 2057-10-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                          | Wells Fargo Commercial Mortgage Trust 2018-C43                                          | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-CBDO         | CORP              | US        |  64509630 | PA      | $1602361.14   | 0.06%             | 2051-03-17      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| CW Travel Holdings                                                                      | CW Travel Holdings                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5126 | NS      | $33319.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SMG US Midco 2, Inc.                                                                    | SMG US Midco 2, Inc.                                                                    | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116566 | PA      | $113264.06    | 0.00%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                      | Wand NewCo 3, Inc.                                                                      | CUSIP: 93369PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325794 | PA      | $308224.06    | 0.01%             | 2026-02-05      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-15 Trust                                    | Wells Fargo Mortgage Backed Securities 2007-15 Trust                                    | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2928325 | PA      | $2357131.81   | 0.09%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1116000.00   | 0.04%             | 2500-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04621HAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    623422 | PA      | $604333.26    | 0.02%             | 2027-02-13      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                               | Cablevision Lightpath LLC                                                               | CUSIP: 12687HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264600 | PA      | $252528.95    | 0.01%             | 2027-09-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| New Zealand Parliament                                                                  | New Zealand Parliament                                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   1080000 | PA      | $545520.85    | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                               | Commonwealth of Australia                                                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    610000 | PA      | $341288.05    | 0.01%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | SkyMiles IP Ltd.                                                                        | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295000 | PA      | $300310.00    | 0.01%             | 2027-09-16      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Packers Holdings, LLC                                                                   | Packers Holdings, LLC                                                                   | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562594 | PA      | $489811.55    | 0.02%             | 2028-03-04      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                                                        | EG Group Limited                                                                        | CUSIP: N2820EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143315 | PA      | $133641.63    | 0.00%             | 2026-03-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                         | LaserShip, Inc.                                                                         | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237000 | PA      | $168762.96    | 0.01%             | 2028-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                  | Gouvernement De France                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $382878.37    | 0.01%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326624 | PA      | $318517.23    | 0.01%             | 2027-02-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                    | Olympus Water US Holding Corporation                                                    | CUSIP: 68163YAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341550 | PA      | $327129.76    | 0.01%             | 2028-09-21      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                              | Cornerstone OnDemand, Inc.                                                              | CUSIP: 86803YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    590538 | PA      | $525578.38    | 0.02%             | 2026-09-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| eResearchTechnology, Inc.                                                               | eResearchTechnology, Inc.                                                               | CUSIP: 29481PAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39295 | PA      | $34562.81     | 0.00%             | 2027-02-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Univar Inc.                                                                             | Univar Inc.                                                                             | CUSIP: 91335PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92150 | PA      | $91612.77     | 0.00%             | 2026-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                   | Applied Systems, Inc.                                                                   | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    803629 | PA      | $799008.61    | 0.03%             | 2026-09-19      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                       | MV24 Capital B.V.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    342600 | PA      | $313143.90    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                   | United Airlines, Inc.                                                                   | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    684184 | PA      | $674303.90    | 0.02%             | 2028-04-14      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                    | Artera Services, LLC                                                                    | CUSIP: 73937UAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67911 | PA      | $55474.78     | 0.00%             | 2025-03-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                         | APX Group, Inc.                                                                         | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       124 | PA      | $122.25       | 0.00%             | 2028-07-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                                              | Pretium PKG Holdings, Inc.                                                              | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $24125.20     | 0.00%             | 2029-09-22      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                                              | Pretium PKG Holdings, Inc.                                                              | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $24125.20     | 0.00%             | 2029-09-22      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                                       | Diamond (BC) B.V.                                                                       | CUSIP: N2611UAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787050 | PA      | $759503.25    | 0.03%             | 2028-09-14      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                                     | Bausch & Lomb, Inc.                                                                     | CUSIP: C0787FAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    686999 | PA      | $652222.99    | 0.02%             | 2027-05-05      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6373000 | PA      | $4341341.13   | 0.16%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $1745563.78   | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                 | Arrow Electronics, Inc.                                                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2088501.41   | 0.08%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $432000.63    | 0.02%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Atrium XV                                                                               | Atrium XV                                                                               | CUSIP: 04965FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2343050.00   | 0.09%             | 2031-01-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2007-AA2                                                                 | BCAP LLC Trust 2007-AA2                                                                 | CUSIP: 05530NAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1612951 | PA      | $1560626.61   | 0.06%             | 2047-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2011-RR4-II Trust                                                              | BCAP LLC 2011-RR4-II Trust                                                              | CUSIP: 05533XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472988 | PA      | $201654.62    | 0.01%             | 2036-02-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2011-RR5                                                                 | BCAP LLC Trust 2011-RR5                                                                 | CUSIP: 05534AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3073991 | PA      | $1621286.53   | 0.06%             | 2037-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                     | Calpine Corporation                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $236841.30    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                     | Calpine Corporation                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147696.05    | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HWWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12200000 | PA      | $10569683.50  | 0.39%             | 2029-12-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24956841 | PA      | $20647426.31  | 0.75%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XC6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8490114 | PA      | $8139961.74   | 0.30%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XCDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11037247 | PA      | $10554452.04  | 0.39%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36225CUC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9511 | PA      | $9372.74      | 0.00%             | 2032-02-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                        | Garda World Security Corporation                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |    625000 | PA      | $552729.49    | 0.02%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                        | Garda World Security Corporation                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |    475000 | PA      | $388296.15    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                               | Invitation Homes Operating Partnership LP                                               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1591626.42   | 0.06%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                              | Iron Mountain Incorporated                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    365000 | PA      | $317996.92    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                              | Itau Unibanco Holding S.A.                                                              | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450625.00    | 0.02%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2005-A1                                                      | J.P. Morgan Mortgage Trust 2005-A1                                                      | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52458 | PA      | $25475.97     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-2 LLC                                                           | Mosaic Solar Loans 2017-2 LLC                                                           | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-CBDO         | CORP              | US        |   3604174 | PA      | $3310158.74   | 0.12%             | 2030-01-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2017-A                                             | Navient Private Education Loan Trust 2017-A                                             | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7505343.20   | 0.27%             | 2025-09-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                            | NetApp, Inc.                                                                            | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2155863.21   | 0.08%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                                                               | NFP Corp.                                                                               | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    275000 | PA      | $234135.34    | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                               | Sunoco LP                                                                               | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222152.91    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Atlas Issuer 2019-2, LLC                                                         | Sunrun Atlas Issuer 2019-2, LLC                                                         | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2746358 | PA      | $2490516.31   | 0.09%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                                        | Superior Plus LP                                                                        | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | US        |    510000 | PA      | $437974.81    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                     | Synchrony Financial                                                                     | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3474908.67   | 0.13%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simpar Europe                                                                           | Simpar Europe                                                                           | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | US        |    200000 | PA      | $151165.69    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Prometric Holdings, Inc.                                                                | Prometric Holdings, Inc.                                                                | CUSIP: 80358TAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    582630 | PA      | $510167.90    | 0.02%             | 2025-01-18      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                                     | Phoenix Services International, LLC                                                     | CUSIP: 71913YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120158 | PA      | $9725.62      | 0.00%             | 2025-01-29      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                                     | Aethon United BR LP                                                                     | CUSIP: 00810GAC8<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302873.28    | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                               | Agree Limited Partnership                                                               | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $787687.04    | 0.03%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                              | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05552VAA0<br>LEI: 254900WAPTMZOCP01B52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $421647.97    | 0.02%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK37                                                                         | Bank 2021-BNK37                                                                         | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2121000 | PA      | $1534040.19   | 0.06%             | 2031-11-18      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                       | Benchmark 2019-B13 Mortgage Trust                                                       | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $841127.10    | 0.03%             | 2029-08-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |   1900000 | PA      | $1505750.00   | 0.06%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2015-IV, Ltd.                                                              | CIFC Funding 2015-IV, Ltd.                                                              | CUSIP: 12550TBG9<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $912458.00    | 0.03%             | 2034-04-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD 2018-3A                                                                  | BABSON CLO LTD 2018-3A                                                                  | CUSIP: 06760PAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $464101.00    | 0.02%             | 2029-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                             | Beacon Roofing Supply, Inc.                                                             | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141906.00    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36092 | PA      | $33415.65     | 0.00%             | 2034-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-I, Ltd.                                                               | CIFC Funding 2017-I, Ltd.                                                               | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $945960.00    | 0.03%             | 2029-04-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII, Ltd.                                                               | Cathedral Lake VIII, Ltd.                                                               | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $923403.00    | 0.03%             | 2035-01-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII, Ltd.                                                               | Cathedral Lake VIII, Ltd.                                                               | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $877548.00    | 0.03%             | 2035-01-22      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                                           | Magnum Management Corporation                                                           | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495896.09    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                  | Berkshire Hathaway Finance Corporation                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1170487.75   | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $314647.53    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AKXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44836 | PA      | $44424.45     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AMA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42802 | PA      | $42081.01     | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                                 | Lumen Technologies Inc.                                                                 | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269293.46    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133BHLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2941450 | PA      | $2838046.74   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18912347 | PA      | $16157190.30  | 0.59%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5808162 | PA      | $4958397.31   | 0.18%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11165470 | PA      | $10485160.53  | 0.38%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419ANT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114200 | PA      | $112674.09    | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419AVZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16627 | PA      | $16474.43     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419H2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63561 | PA      | $62652.21     | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419KTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43047 | PA      | $42602.59     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419LK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84586 | PA      | $83810.49     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36202K2F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4576 | PA      | $4479.51      | 0.00%             | 2026-05-20      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                                  | GS Mortgage Securities Trust 2015-GC32                                                  | CUSIP: 36250PAM7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1659699.44   | 0.06%             | 2025-07-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B1YW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4628776 | PA      | $4175559.67   | 0.15%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A1L33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3630 | PA      | $3578.64      | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                                   | GS Mortgage Securities Trust 2016-GS3                                                   | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $7468231.50   | 0.27%             | 2026-09-14      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub, LLC                                                          | Premier Entertainment Sub, LLC                                                          | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98765.62     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Primose Funding LLC                                                                     | Primose Funding LLC                                                                     | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4850000 | PA      | $4415798.90   | 0.16%             | 2026-07-30      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                               | Primo Water Holdings Inc.                                                               | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    330000 | PA      | $285000.45    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A7T24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87387 | PA      | $86176.41     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138ADS48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2096 | PA      | $2076.91      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Small Business Administration                                                      | U.S. Small Business Administration                                                      | CUSIP: 83162CNU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10027 | PA      | $9966.09      | 0.00%             | 2024-06-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $321769.79    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture XIV CLO Ltd                                                                     | Venture XIV CLO Ltd                                                                     | CUSIP: 92328GBB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $969724.00    | 0.04%             | 2029-08-28      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Venture XVIII CLO, Limited                                                              | Venture XVIII CLO, Limited                                                              | CUSIP: 92329FAR8<br>LEI: 549300MWRVTJN0X3KI79 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $968173.00    | 0.04%             | 2029-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416XLY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5428 | PA      | $5354.48      | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418RWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5098 | PA      | $5050.54      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    760000 | PA      | $578636.31    | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                            | TK Elevator U.S. Newco, Inc.                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    750000 | PA      | $667156.31    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America, Inc.                                                       | Volkswagen Group of America, Inc.                                                       | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1955056.45   | 0.07%             | 2023-11-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                                     | Vornado Realty L.P.                                                                     | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $929710.65    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418UWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71695 | PA      | $70736.42     | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company                         | Health Care Service Corporation, A Mutual Legal Reserve Company                         | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1177908.28   | 0.04%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 169200000 | PA      | $1420962.85   | 0.05%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru S.A.A.                                                                  | Scotiabank Peru S.A.A.                                                                  | CUSIP: N/A<br>LEI: 5493001E54CPRG5J5Q41       | Long             | DBT              | CORP              | US        |    400000 | PA      | $394314.00    | 0.01%             | 2027-12-13      | Floating      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso Patrimonio Autonomo Panamericana                                            | Fideicomiso Patrimonio Autonomo Panamericana                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    287040 | PA      | $254748.00    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                 | Service Public Federal Chancellerie Du Premier Ministre                                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    840000 | PA      | $846665.60    | 0.03%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                          | Helios Software Holdings, Inc.                                                          | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    650000 | PA      | $494736.45    | 0.02%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                  | Hilcorp Energy I, L.P.                                                                  | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160842.30    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                               | CSAIL 2017-CX10 Commercial Mortgage Trust                                               | CUSIP: 12595JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360000 | PA      | $1954657.73   | 0.07%             | 2027-11-17      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                  | Gouvernement De France                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    305000 | PA      | $301380.24    | 0.01%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                                                           | Columbus McKinnon Corporation                                                           | CUSIP: 19933MAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44917 | PA      | $44243.39     | 0.00%             | 2028-04-07      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| MortgageIT Mortgage Loan Trust 2006-1                                                   | MortgageIT Mortgage Loan Trust 2006-1                                                   | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828462 | PA      | $785450.80    | 0.03%             | 2035-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                         | SG Commercial Mortgage Securities Trust 2016-C5                                         | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   2391000 | PA      | $2064885.77   | 0.08%             | 2026-06-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                                                           | PMHC II, Inc.                                                                           | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254362 | PA      | $214325.84    | 0.01%             | 2029-02-03      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Viad Corp                                                                               | Viad Corp                                                                               | CUSIP: 92553BAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232062 | PA      | $218138.75    | 0.01%             | 2024-12-31      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CUSIP: 12636MAL2<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    389000 | PA      | $345778.87    | 0.01%             | 2026-04-17      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CUSIP: 12636MAV0<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   4254000 | PA      | $3299780.58   | 0.12%             | 2026-05-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Monogram Food Solutions, LLC                                                            | Monogram Food Solutions, LLC                                                            | CUSIP: 60976EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450450 | PA      | $433558.13    | 0.02%             | 2024-12-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center, Inc.                                                                     | Rent-A-Center, Inc.                                                                     | CUSIP: 76009WAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235800 | PA      | $226662.75    | 0.01%             | 2028-02-04      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care Limited Partnership                                                   | Sabra Health Care Limited Partnership                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $373677.50    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                            | Santander Holdings USA, Inc.                                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    825000 | PA      | $709756.13    | 0.03%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                             | CWABS, Inc.                                                                             | CUSIP: 126670JY5<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-MBS          | CORP              | US        |     13115 | PA      | $10545.28     | 0.00%             | 2036-02-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                             | CWABS, Inc.                                                                             | CUSIP: 1266714T0<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |     24248 | PA      | $23296.81     | 0.00%             | 2034-06-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                            | Mitchell International, Inc.                                                            | CUSIP: 60662WAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    482998 | PA      | $443971.97    | 0.02%             | 2028-10-01      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                            | Mitchell International, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $57837.50     | 0.00%             | 2029-10-01      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                  | Clarivate Science Holdings Corporation                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $229576.07    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.                                                    | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $210937.44    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269209.78    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                                   | UBS Commercial Mortgage Trust 2017-C4                                                   | CUSIP: 90276RBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3298000 | PA      | $2763321.31   | 0.10%             | 2027-10-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors Holdings, Inc.                                               | American Tire Distributors Holdings, Inc.                                               | CUSIP: 03021BAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288550 | PA      | $262580.50    | 0.01%             | 2028-10-07      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                                       | Bank Hapoalim Ltd                                                                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1376496.00   | 0.05%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                           | Clearway Energy Operating LLC                                                           | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $347703.26    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                        | COLT Funding LLC                                                                        | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5991418 | PA      | $5774108.54   | 0.21%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                  | DBS Group Holdings Ltd                                                                  | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887700.00    | 0.03%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent CLO 27 Ltd                                                                | Columbia Cent CLO 27 Ltd                                                                | CUSIP: 19736RAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2261595.00   | 0.08%             | 2035-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                            | Encompass Health Corporation                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    475000 | PA      | $407892.85    | 0.01%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                                                          | USQ Rail I LLC                                                                          | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2282439 | PA      | $1916093.34   | 0.07%             | 2051-02-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                 | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    385000 | PA      | $335650.90    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Endure Digital, Inc.                                                                    | Endure Digital, Inc.                                                                    | CUSIP: 29279XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $188755.04    | 0.01%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                           | Citigroup Commercial Mortgage Trust 2022-GC48                                           | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2898681.30   | 0.11%             | 2032-05-17      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $525942.21    | 0.02%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271629.84    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138WBRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27131 | PA      | $27555.63     | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14802447 | PA      | $13638951.39  | 0.50%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO X, Ltd.                                                                   | Wellfleet CLO X, Ltd.                                                                   | CUSIP: 94949WAM8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1948312.00   | 0.07%             | 2032-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6                                         | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                         | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2451816.19   | 0.09%             | 2026-09-17      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412QBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2417 | PA      | $2392.22      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417MBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       630 | PA      | $624.83       | 0.00%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417V4Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13880 | PA      | $13771.63     | 0.00%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417Y2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1988 | PA      | $1970.41      | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2079561.78   | 0.08%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                 | American Airlines, Inc.                                                                 | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368800 | PA      | $349043.38    | 0.01%             | 2027-01-29      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417Y7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32919 | PA      | $32945.15     | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36225CBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       588 | PA      | $575.88       | 0.00%             | 2027-02-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO, Ltd.                                                                  | Grippen Park CLO, Ltd.                                                                  | CUSIP: 39862EAD6<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466212.00    | 0.02%             | 2030-01-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                              | Iron Mountain Incorporated                                                              | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226515.27    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Surf Holdings, LLC                                                                      | Surf Holdings, LLC                                                                      | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333198 | PA      | $322488.83    | 0.01%             | 2027-01-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2, Inc.                                                                    | SMG US Midco 2, Inc.                                                                    | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298769 | PA      | $290304.92    | 0.01%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                                     | JPMBB Commercial Mortgage Securities Trust 2014-C23                                     | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3663000 | PA      | $3161706.36   | 0.12%             | 2024-09-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                                     | JPMBB Commercial Mortgage Securities Trust 2015-C27                                     | CUSIP: 46644ABM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3481000 | PA      | $3110139.83   | 0.11%             | 2025-02-18      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                              | Jersey Mike's Funding, LLC                                                              | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2977500 | PA      | $2701365.16   | 0.10%             | 2027-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd                                                        | Oak Hill Credit Partners X-R Ltd                                                        | CUSIP: 67707CAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1859706.00   | 0.07%             | 2034-04-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                              | iHeartCommunications, Inc.                                                              | CUSIP: 45174UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    315077 | PA      | $288198.17    | 0.01%             | 2026-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216539 | PA      | $174792.83    | 0.01%             | 2027-02-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Start Ltd                                                                               | Start Ltd                                                                               | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-CBDO         | CORP              | BM        |   1074115 | PA      | $870453.96    | 0.03%             | 2025-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                     | Station Casinos LLC                                                                     | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    305000 | PA      | $245797.80    | 0.01%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.                                         | Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.                                         | CUSIP: N/A<br>LEI: 5493007GRMPGDJG93Z17       | Long             | DBT              | CORP              | US        |   3100000 | PA      | $7750.00      | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Canada                                                                    | Government of Canada                                                                    | CUSIP: 135087M35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1050000 | PA      | $756589.36    | 0.03%             | 2023-08-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                         | Traverse Midstream Partners LLC                                                         | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355458 | PA      | $354235.30    | 0.01%             | 2024-09-22      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                          | EG America LLC                                                                          | CUSIP: N2820EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201203 | PA      | $189509.24    | 0.01%             | 2025-06-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                                           | VS Buyer, LLC                                                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802629 | PA      | $777547.23    | 0.03%             | 2027-02-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                                                      | Connect Finco Sarl                                                                      | CUSIP: L2000DAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204750 | PA      | $202104.67    | 0.01%             | 2026-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                               | Titan Acquisition Limited                                                               | CUSIP: C8856UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    639843 | PA      | $596352.61    | 0.02%             | 2025-03-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62191 | PA      | $57500.56     | 0.00%             | 2026-05-29      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                                                     | AllSpring Buyer LLC                                                                     | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334569 | PA      | $329466.38    | 0.01%             | 2028-04-21      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                           | CQP Holdco LP                                                                           | CUSIP: 12657QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    881575 | PA      | $876312.00    | 0.03%             | 2028-05-26      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                  | Radiology Partners Inc                                                                  | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49919 | PA      | $41745.11     | 0.00%             | 2025-06-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Inversiones La Construccion S.A.                                                        | Inversiones La Construccion S.A.                                                        | CUSIP: N/A<br>LEI: 54930052575ER6CHQR23       | Long             | DBT              | CORP              | US        |    900000 | PA      | $734287.50    | 0.03%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Whatabrands LLC                                                                         | Whatabrands LLC                                                                         | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405900 | PA      | $391778.74    | 0.01%             | 2028-07-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                                                       | Worldwide Express Operations, LLC                                                       | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    569398 | PA      | $519023.40    | 0.02%             | 2028-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                           | Adani Ports and Special Economic Zone Limited                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    800000 | PA      | $673000.00    | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                           | Adani Ports and Special Economic Zone Limited                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    500000 | PA      | $368750.00    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                  | Adani International Container Terminal Private Limited                                  | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |    843750 | PA      | $663398.44    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Singtel Group Treasury Pte. Ltd.                                                        | Singtel Group Treasury Pte. Ltd.                                                        | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | US        |    200000 | PA      | $162588.00    | 0.01%             | 2030-06-10      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Grinding Media Inc.                                                                     | Grinding Media Inc.                                                                     | CUSIP: 39854KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143471 | PA      | $132710.60    | 0.00%             | 2024-12-31      | Floating      | 8.76%                 | No            |                  3 | On Loan: No      |
| Gulf Finance, LLC                                                                       | Gulf Finance, LLC                                                                       | CUSIP: 40227UAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153150 | PA      | $143577.97    | 0.01%             | 2026-08-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                   | Walker & Dunlop, Inc.                                                                   | CUSIP: 93148QAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193050 | PA      | $188706.38    | 0.01%             | 2028-10-14      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLLP                                                          | Freeport LNG Investments, LLLP                                                          | CUSIP: 35670CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364153 | PA      | $345490.48    | 0.01%             | 2028-11-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00488PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237600 | PA      | $229481.21    | 0.01%             | 2027-02-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2229472.86   | 0.08%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-III Ltd                                                               | CIFC Funding 2019-III Ltd                                                               | CUSIP: 12554VAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $472277.00    | 0.02%             | 2034-10-16      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                             | CWMBS, Inc.                                                                             | CUSIP: 126694MX3<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   3308653 | PA      | $2140065.81   | 0.08%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                             | CWMBS, Inc.                                                                             | CUSIP: 126694TD0<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    937815 | PA      | $497530.53    | 0.02%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                             | CWMBS, Inc.                                                                             | CUSIP: 12669F4G5<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   1322063 | PA      | $1240745.00   | 0.05%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                       | Cornerstone Building Brands, Inc.                                                       | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $303104.20    | 0.01%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                               | Coty Inc.                                                                               | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235382.99    | 0.01%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Coty Inc.                                                                               | Coty Inc.                                                                               | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    405000 | PA      | $386033.71    | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                       | Eversource Energy                                                                       | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3859020.00   | 0.14%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138AFKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20273 | PA      | $19950.14     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31406P5X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    132039 | PA      | $130981.36    | 0.00%             | 2035-01-01      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140E9JL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8981 | PA      | $8625.79      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HV4J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19300000 | PA      | $16644646.17  | 0.61%             | 2029-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fillmore Park CLO, Ltd.                                                                 | Fillmore Park CLO, Ltd.                                                                 | CUSIP: 31722PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1388265.00   | 0.05%             | 2030-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                    | Glencore Funding LLC                                                                    | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1871198.87   | 0.07%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                       | IndyMac MBS, Inc.                                                                       | CUSIP: 45660LV97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164039 | PA      | $135843.35    | 0.00%             | 2036-01-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                                       | Installed Building Products, Inc.                                                       | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $383214.70    | 0.01%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                                   | LD Holdings Group LLC                                                                   | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $88611.97     | 0.00%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $368750.00    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |   1700000 | PA      | $1260125.00   | 0.05%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                       | Clarios Global LP                                                                       | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129163.73    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                          | Park Intermediate Holdings LLC                                                          | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $241244.49    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                             | Park Place Securities, Inc.                                                             | CUSIP: 70069FLK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3957054.00   | 0.14%             | 2035-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                             | Parker-Hannifin Corporation                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1147482.50   | 0.04%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                    | Parkland Corporation                                                                    | CUSIP: 70137WAG3<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |    430000 | PA      | $360111.77    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2                                 | Securitized Asset Backed Receivables LLC Trust 2007-BR2                                 | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13613983 | PA      | $6026865.38   | 0.22%             | 2037-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Tamko Building Products, LLC                                                            | Tamko Building Products, LLC                                                            | CUSIP: 87510EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136396 | PA      | $131451.83    | 0.00%             | 2026-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01881UAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487700 | PA      | $480818.44    | 0.02%             | 2025-05-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                       | DCert Buyer, Inc.                                                                       | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408683 | PA      | $394232.35    | 0.01%             | 2026-07-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Network I2I Limited                                                                     | Network I2I Limited                                                                     | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | US        |    850000 | PA      | $740874.99    | 0.03%             | 2500-12-31      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                          | Alternative Loan Trust 2005-45                                                          | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2313807 | PA      | $1299149.35   | 0.05%             | 2035-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-9T1                                                         | Alternative Loan Trust 2006-9T1                                                         | CUSIP: 12668BSJ3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   5230103 | PA      | $2185256.09   | 0.08%             | 2036-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                    | DISH DBS Corporation                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $111923.68    | 0.00%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Docuformas, S.A.P.I. de C.V.                                                            | Docuformas, S.A.P.I. de C.V.                                                            | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $154678.15    | 0.01%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Dryden 60 CLO, Ltd.                                                                     | Dryden 60 CLO, Ltd.                                                                     | CUSIP: 26251NAE0<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1759978.00   | 0.06%             | 2031-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XII                                                                          | Apidos CLO XII                                                                          | CUSIP: 03764DAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908502.00    | 0.03%             | 2031-04-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                                       | Arches Buyer Inc.                                                                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105882.74    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC Series 2010-18R                                                                    | CSMC Series 2010-18R                                                                    | CUSIP: 22944JDG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227133 | PA      | $213324.76    | 0.01%             | 2038-04-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                 | Duke Energy Corporation                                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4614315.50   | 0.17%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| The Dun & Bradstreet Corporation                                                        | The Dun & Bradstreet Corporation                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    655000 | PA      | $564419.35    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA12                                                        | Alternative Loan Trust 2006-OA12                                                        | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058801 | PA      | $1003503.22   | 0.04%             | 2046-09-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2006-24                                           | CWABS Asset-Backed Certificates Trust 2006-24                                           | CUSIP: 23243HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21635 | PA      | $21583.24     | 0.00%             | 2034-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                           | Duquesne Light Holdings, Inc.                                                           | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4461246.00   | 0.16%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2062778.54   | 0.08%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                     | Expedia Group, Inc.                                                                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    304000 | PA      | $244706.50    | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14132738 | PA      | $12711878.90  | 0.46%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 31394TUG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1362188 | PA      | $1340688.29   | 0.05%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31394VL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8243 | PA      | $8401.79      | 0.00%             | 2035-05-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A6FW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10994 | PA      | $10827.97     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418PKB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       864 | PA      | $856.61       | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418QA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34723 | PA      | $34288.64     | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418QP23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8576 | PA      | $8466.12      | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust 2006-HE4                                                                    | GSAMP Trust 2006-HE4                                                                    | CUSIP: 362439AA9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-CBDO         | CORP              | US        |    542253 | PA      | $522958.52    | 0.02%             | 2036-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36295PYS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376135 | PA      | $376784.25    | 0.01%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                   | Octagon Investment Partners XVI, Ltd.                                                   | CUSIP: 67590BAY6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $435251.50    | 0.02%             | 2030-07-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                          | Penske Truck Leasing Co., L.P.                                                          | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2303463.41   | 0.08%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                           | PepsiCo, Inc.                                                                           | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1373588.43   | 0.05%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                        | Pike Corporation                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    610000 | PA      | $533202.63    | 0.02%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49077 | PA      | $48680.46     | 0.00%             | 2043-06-01      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HWC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10700000 | PA      | $9259722.22   | 0.34%             | 2029-11-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR6 Trust                                                    | Progress Residential 2021-SFR6 Trust                                                    | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $956095.86    | 0.03%             | 2026-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Company of America, Inc.                                                 | Roller Bearing Company of America, Inc.                                                 | CUSIP: 775631AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $181547.78    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31411JER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141914 | PA      | $140602.38    | 0.01%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412PQB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22852 | PA      | $23078.71     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    525000 | PA      | $441703.54    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-1 CLO Ltd.                                                   | THL Credit Wind River 2018-1 CLO Ltd.                                                   | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1291246.50   | 0.05%             | 2030-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-1 CLO Ltd.                                                   | THL Credit Wind River 2018-1 CLO Ltd.                                                   | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $395796.00    | 0.01%             | 2030-07-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Transelec S.A.                                                                          | Transelec S.A.                                                                          | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2261337.50   | 0.08%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412QCA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1140 | PA      | $1132.55      | 0.00%             | 2024-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31412QZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131876 | PA      | $130266.61    | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C5                                          | UBS-Barclays Commercial Mortgage Trust 2013-C5                                          | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4702000 | PA      | $4498551.04   | 0.16%             | 2023-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| U.S. Department of Veterans Affairs                                                     | U.S. Department of Veterans Affairs                                                     | CUSIP: 911760ET9<br>LEI: 549300MGSV36CLTS9L88 | Long             | ABS-MBS          | CORP              | US        |     21744 | PA      | $21741.13     | 0.00%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                    | Horizon Aircraft Finance III Limited                                                    | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6228577 | PA      | $4778664.22   | 0.17%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                             | Host Hotels & Resorts, L.P.                                                             | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2299268.57   | 0.08%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    245000 | PA      | $181572.84    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assembleia da Republica                                                                 | Assembleia da Republica                                                                 | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    196000 | PA      | $209325.54    | 0.01%             | 2025-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation                                                    | HSI Asset Securitization Corporation                                                    | CUSIP: 44328AAA8<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-CBDO         | CORP              | US        |   5582518 | PA      | $1834278.73   | 0.07%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                              | iHeartCommunications, Inc.                                                              | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59619.25     | 0.00%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                                       | DexKo Global Inc.                                                                       | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189129 | PA      | $169087.01    | 0.01%             | 2028-09-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                                                            | CHG Healthcare Services Inc.                                                            | CUSIP: 12541HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    449312 | PA      | $438830.04    | 0.02%             | 2028-09-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                               | CNX Resources Corporation                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139127.20    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                    | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $62384.44     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $166003.80    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                        | JNL Government Money Market Fund                                                        | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 131174985 | NS      | $131174985.20 | 4.80%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                        | CUSIP: 46651WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2547000 | PA      | $1671819.98   | 0.06%             | 2026-12-07      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                                                | JSW Hydro Energy Limited                                                                | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | US        |    442500 | PA      | $369811.31    | 0.01%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dryden 57 CLO Ltd                                                                       | Dryden 57 CLO Ltd                                                                       | CUSIP: 26243KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $883523.00    | 0.03%             | 2031-05-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                 | Duke Energy Corporation                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $3110671.75   | 0.11%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                         | Kronos Acquisition Holdings Inc                                                         | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $279349.13    | 0.01%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                         | Kronos Acquisition Holdings Inc                                                         | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $217884.01    | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $1959814.11   | 0.07%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2021-14 Ltd                                                               | Elevation CLO 2021-14 Ltd                                                               | CUSIP: 28623RAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $456915.50    | 0.02%             | 2034-10-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| LHome Mortgage Trust 2021-RTL2                                                          | LHome Mortgage Trust 2021-RTL2                                                          | CUSIP: 501895AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $4863039.72   | 0.18%             | 2026-06-25      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| SIGNAL RAIL I LLC                                                                       | SIGNAL RAIL I LLC                                                                       | CUSIP: 82667CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1901688 | PA      | $1570404.80   | 0.06%             | 2051-08-18      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                                 | Lumen Technologies Inc.                                                                 | CUSIP: 29078EAA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    290000 | PA      | $134871.32    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Emirates Sembcorp Water & Power Company PJSC                                            | Emirates Sembcorp Water & Power Company PJSC                                            | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955105.00    | 0.03%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings, Ltd.                                                         | Intelsat Jackson Holdings, Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       430 | NS      | $3225.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Travel Leaders Group, LLC                                                               | Travel Leaders Group, LLC                                                               | CUSIP: 89416FAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235853 | PA      | $215300.71    | 0.01%             | 2024-01-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    740000 | PA      | $591307.22    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416PFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4055 | PA      | $4015.78      | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                                                                  | Messer Industries GmbH                                                                  | CUSIP: D6000EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360953 | PA      | $357343.40    | 0.01%             | 2025-10-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                           | Staples, Inc.                                                                           | CUSIP: 855031AQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365460 | PA      | $337238.85    | 0.01%             | 2026-04-05      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416RXZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4280 | PA      | $4239.43      | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416T2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3522 | PA      | $3486.63      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47361 | PA      | $45585.41     | 0.00%             | 2026-04-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Tamko Building Products, LLC                                                            | Tamko Building Products, LLC                                                            | CUSIP: 87510EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145911 | PA      | $140621.47    | 0.01%             | 2026-05-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416T4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8423 | PA      | $8363.13      | 0.00%             | 2024-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31417TNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       288 | PA      | $285.76       | 0.00%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                                                    | PCI Gaming Authority                                                                    | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137537 | PA      | $136505.02    | 0.00%             | 2026-05-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04621HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183612 | PA      | $177966.42    | 0.01%             | 2027-02-13      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7510446 | PA      | $6178376.56   | 0.23%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418U2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       330 | PA      | $327.57       | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                            | Scientific Games Holdings LP                                                            | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $266568.40    | 0.01%             | 2029-02-03      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                   | Georgia Power Company                                                                   | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2248710.59   | 0.08%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities   | The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities   | CUSIP: 38382XL37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  11674679 | PA      | $1924274.34   | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                  | Hightower Holdings LLC                                                                  | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $263682.82    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corporation                                                          | Marathon Petroleum Corporation                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2141589.80   | 0.08%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXI LTD                                                                | MARBLE POINT CLO XXI LTD                                                                | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1793026.00   | 0.07%             | 2034-10-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Company                                             | Massachusetts Mutual Life Insurance Company                                             | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1393470.87   | 0.05%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                   | MVC Acquisition Corp.                                                                   | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $324057.76    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1613356.69   | 0.06%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT P 34 17 1A 144A                                                            | OCTAGON INVT P 34 17 1A 144A                                                            | CUSIP: 675922AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $884746.00    | 0.03%             | 2030-01-22      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                                     | Octagon Investment Partners 40 Ltd.                                                     | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $901578.00    | 0.03%             | 2035-01-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                           | Organon & Co.                                                                           | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    795000 | PA      | $688648.53    | 0.03%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                 | PBF Holding Company LLC                                                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106201.91    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                          | Performance Food Group Company                                                          | CUSIP: 69346VAA7<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |    470000 | PA      | $446483.03    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                          | Pagaya AI Debt Selection Trust                                                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3900590 | PA      | $3637583.78   | 0.13%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance Trust, Series 2007-AB1                     | Specialty Underwriting & Residential Finance Trust, Series 2007-AB1                     | CUSIP: 84752CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6352215 | PA      | $3402138.21   | 0.12%             | 2037-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                                   | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    360000 | PA      | $314904.41    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK Public Company Limited                                                     | KASIKORNBANK Public Company Limited                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    600000 | PA      | $566952.00    | 0.02%             | 2500-12-31      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| H Food Holdings LLC                                                                     | H Food Holdings LLC                                                                     | CUSIP: 40422KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    669285 | PA      | $591982.18    | 0.02%             | 2025-05-17      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                                                                  | Polar US Borrower, LLC                                                                  | CUSIP: 80643UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148266 | PA      | $119057.28    | 0.00%             | 2025-08-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                              | United Natural Foods, Inc.                                                              | CUSIP: 91116KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131206 | PA      | $130663.77    | 0.00%             | 2025-10-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01881UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266625 | PA      | $260244.66    | 0.01%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: L5137LAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562615 | PA      | $542118.98    | 0.02%             | 2029-01-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                     | Petroleos del Peru - Petroperu S.A.                                                     | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | US        |    600000 | PA      | $396000.00    | 0.01%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                    | Empresas Publicas de Medellin E.S.P.                                                    | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1510500.00   | 0.06%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PT Indofood CBP Sukses Makmur TBK                                                       | PT Indofood CBP Sukses Makmur TBK                                                       | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | US        |    200000 | PA      | $163580.80    | 0.01%             | 2032-04-27      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                             | Allied Universal Holdco LLC                                                             | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    370000 | PA      | $339300.81    | 0.01%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                             | Allied Universal Holdco LLC                                                             | CUSIP: 019576AB3<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    480000 | PA      | $421333.35    | 0.02%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                                     | Arconic Corporation                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    765000 | PA      | $719064.89    | 0.03%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                    | BPCE                                                                                    | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2281154.20   | 0.08%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stichting Babson Euro CLO 2015-1                                                        | Stichting Babson Euro CLO 2015-1                                                        | CUSIP: 056162AU4<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |   1280000 | PA      | $1111266.56   | 0.04%             | 2031-01-21      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                               | Banco de Credito del Peru                                                               | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726729.20    | 0.03%             | 2030-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2019-II                                                                 | Barings CLO Ltd 2019-II                                                                 | CUSIP: 06761HAS7<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $455191.50    | 0.02%             | 2036-04-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                                                           | Chesapeake Energy Corporation                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400114.81    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC Spa                                                               | Chile Electricity PEC Spa                                                               | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1255517.38   | 0.05%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-FS1                                                  | Citigroup Mortgage Loan Trust 2007-FS1                                                  | CUSIP: 17313EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1941555 | PA      | $1811526.12   | 0.07%             | 2037-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                           | Citigroup Commercial Mortgage Trust 2016-GC36                                           | CUSIP: 17324TAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2892000 | PA      | $2531851.72   | 0.09%             | 2026-01-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies LLC                                                              | Commscope Technologies LLC                                                              | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $168033.29    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                      | DTE Energy Company                                                                      | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2032026.78   | 0.07%             | 2024-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Dana Incorporated                                                                       | Dana Incorporated                                                                       | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111282.68    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 312915VY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       846 | PA      | $847.69       | 0.00%             | 2023-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8832914 | PA      | $8516882.84   | 0.31%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138A5EU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58459 | PA      | $57939.14     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31415MFQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       697 | PA      | $695.07       | 0.00%             | 2023-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416MS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6811 | PA      | $6741.49      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419BWX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37690 | PA      | $37159.52     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15544568 | PA      | $13397250.62  | 0.49%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                            | GS Mortgage Securities Corp.                                                            | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |    103534 | PA      | $95523.19     | 0.00%             | 2035-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                | Lloyds Banking Group PLC                                                                | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4119267.78   | 0.15%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                            | Midwest Gaming Borrower, LLC                                                            | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    405000 | PA      | $346060.24    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI, Ltd.                                                   | Octagon Investment Partners XXI, Ltd.                                                   | CUSIP: 67590QBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $458193.50    | 0.02%             | 2031-02-14      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 37 Ltd.                                                     | Octagon Investment Partners 37 Ltd.                                                     | CUSIP: 67591VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $891058.00    | 0.03%             | 2030-07-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                       | PennyMac Financial Services, Inc.                                                       | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    510000 | PA      | $398649.60    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $398737.50    | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $538036.00    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3 Trust                                                    | Progress Residential 2021-SFR3 Trust                                                    | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $10131716.40  | 0.37%             | 2026-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| The Providence Service Corporation                                                      | The Providence Service Corporation                                                      | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255676.27    | 0.01%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                              | Prudential Financial, Inc.                                                              | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2014370.89   | 0.07%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS7 Trust                                                              | RALI Series 2007-QS7 Trust                                                              | CUSIP: 74923WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2695116 | PA      | $2159498.14   | 0.08%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River 2014-1 CLO Ltd.                                                              | Wind River 2014-1 CLO Ltd.                                                              | CUSIP: 88432CBE5<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $862714.00    | 0.03%             | 2031-07-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-3 CLO Ltd.                                                   | THL Credit Wind River 2018-3 CLO Ltd.                                                   | CUSIP: 88432UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $857372.00    | 0.03%             | 2031-01-21      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Limited                                                           | TransCanada PipeLines Limited                                                           | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3797554.80   | 0.14%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    545000 | PA      | $511784.89    | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                  | Triton Container International Limited                                                  | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1435498.15   | 0.05%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                                          | Coherent Corp.                                                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    590000 | PA      | $510485.56    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                               | Willis North America Inc.                                                               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3760498.62   | 0.14%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                       | Yum! Brands, Inc.                                                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340108.99    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   6900000 | PA      | $331287.11    | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                       | Lima Metro Line 2 Finance Limited                                                       | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |   1655866 | PA      | $1618609.17   | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                     | Petroleos del Peru - Petroperu S.A.                                                     | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $772500.00    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Foresight Energy LLC                                                                    | Foresight Energy LLC                                                                    | CUSIP: 34552KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138452 | PA      | $135682.95    | 0.00%             | 2027-06-30      | Floating      | 11.67%                | No            |                  3 | On Loan: No      |
| Gainwell Acquisition Corp.                                                              | Gainwell Acquisition Corp.                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    813455 | PA      | $761597.42    | 0.03%             | 2027-08-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                                                       | Grab Holdings Inc                                                                       | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    490476 | PA      | $483119.23    | 0.02%             | 2026-01-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                 | Park River Holdings Inc                                                                 | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252204 | PA      | $219732.73    | 0.01%             | 2028-01-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                                                             | ION Trading Finance Limited                                                             | CUSIP: L5582BAV9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573420 | PA      | $542288.67    | 0.02%             | 2028-03-26      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                 | Aveanna Healthcare, LLC                                                                 | CUSIP: 05549DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5319 | PA      | $4069.08      | 0.00%             | 2028-06-30      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                 | Aveanna Healthcare, LLC                                                                 | CUSIP: 05549DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3626 | PA      | $2774.17      | 0.00%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                 | Aveanna Healthcare, LLC                                                                 | CUSIP: 05549DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3579 | PA      | $2738.10      | 0.00%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                                                           | Springs Windows Fashions, LLC                                                           | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247821 | PA      | $201850.24    | 0.01%             | 2024-12-31      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp                                                            | Banc of America Funding Corp                                                            | CUSIP: 05946XQX4<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    247294 | PA      | $223842.72    | 0.01%             | 2035-02-20      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $284698.66    | 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        |    385000 | PA      | $312123.01    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    275000 | PA      | $142585.78    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    395000 | PA      | $287485.06    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                                 | Lumen Technologies Inc.                                                                 | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165428.25    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                      | Citigroup Mortgage Loan Trust Inc.                                                      | CUSIP: 17307GW79<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      9037 | PA      | $8695.36      | 0.00%             | 2035-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1004689.98   | 0.04%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                            | Citigroup Commercial Mortgage Trust 2020-555                                            | CUSIP: 17328EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584000 | PA      | $1800079.52   | 0.07%             | 2029-12-12      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416AQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       700 | PA      | $693.00       | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31416CJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       427 | PA      | $424.96       | 0.00%             | 2024-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31419CMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326351 | PA      | $323032.59    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                                | Full House Resorts, Inc.                                                                | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    615000 | PA      | $543297.88    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCI, LLC                                                                                | GCI, LLC                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    380000 | PA      | $323295.43    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                 | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    305000 | PA      | $240272.35    | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Legacy Lifepoint Health, LLC                                                            | Legacy Lifepoint Health, LLC                                                            | CUSIP: 53219LAT6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $230491.27    | 0.01%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                     | Owens & Minor, Inc.                                                                     | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    570000 | PA      | $490135.50    | 0.02%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRPM, LLC                                                                               | PRPM, LLC                                                                               | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3457104 | PA      | $3243466.90   | 0.12%             | 2023-10-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2005-4                                           | Structured Asset Investment Loan Trust 2005-4                                           | CUSIP: 86358EA97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1157684 | PA      | $1069698.97   | 0.04%             | 2036-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Inc.                                           | Structured Asset Mortgage Investments II Inc.                                           | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97664 | PA      | $88270.29     | 0.00%             | 2035-07-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Company Pty Limited                                              | Sydney Airport Finance Company Pty Limited                                              | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1853110.85   | 0.07%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |    400000 | PA      | $362000.00    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Conservice Midco, LLC                                                                   | Conservice Midco, LLC                                                                   | CUSIP: 20848PAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312800 | PA      | $302765.38    | 0.01%             | 2027-05-07      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                     | CNT Holdings I Corp                                                                     | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    817706 | PA      | $790108.32    | 0.03%             | 2027-10-16      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| PAI Holdco, Inc.                                                                        | PAI Holdco, Inc.                                                                        | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342889 | PA      | $300672.56    | 0.01%             | 2025-10-13      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                                                                | ExGen Renewables IV, LLC                                                                | CUSIP: 30204KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272130 | PA      | $269182.75    | 0.01%             | 2027-12-11      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                          | PetSmart, Inc.                                                                          | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    822917 | PA      | $803627.50    | 0.03%             | 2024-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings, Inc                                                               | Ultra Clean Holdings, Inc                                                               | CUSIP: 90385YAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192779 | PA      | $191574.54    | 0.01%             | 2025-08-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                              | Air Canada                                                                              | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268650 | PA      | $264956.06    | 0.01%             | 2028-07-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                   | Applied Systems, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    390000 | PA      | $385612.50    | 0.01%             | 2027-09-19      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                        | Braskem Netherlands Finance B.V.                                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1356669.73   | 0.05%             | 2081-01-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $130707.52    | 0.00%             | 2027-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $121551.59    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                           | Bear Stearns ARM Trust 2004-1                                                           | CUSIP: 07384MSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       673 | PA      | $528.09       | 0.00%             | 2033-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                            | CFCRE 2016-C6 Mortgage Trust                                                            | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970525 | PA      | $2714588.69   | 0.10%             | 2026-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238547.15    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2018-1 Ltd                                                                   | Canyon CLO 2018-1 Ltd                                                                   | CUSIP: 13877BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $872481.00    | 0.03%             | 2031-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2016-1 Ltd                                                           | Canyon Capital CLO 2016-1 Ltd                                                           | CUSIP: 13887PAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $892704.00    | 0.03%             | 2031-07-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2019-2 Ltd                                                           | Canyon Capital CLO 2019-2 Ltd                                                           | CUSIP: 13887WAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $900003.00    | 0.03%             | 2034-10-16      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Cap S.A.                                                                                | Cap S.A.                                                                                | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | US        |    600000 | PA      | $470073.61    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  12164434 | PA      | $355520.18    | 0.01%             | 2051-08-25      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BMM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12176098 | PA      | $8887948.51   | 0.32%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281304.06    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XI, Ltd.                                                           | Madison Park Funding XI, Ltd.                                                           | CUSIP: 55818KAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $930774.00    | 0.03%             | 2029-07-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd                                                            | Madison Park Funding XLV Ltd                                                            | CUSIP: 55820BAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $949264.00    | 0.03%             | 2034-07-17      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2062787.91   | 0.08%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                          | Telesat Canada                                                                          | CUSIP: 87952VAP1<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $100153.41    | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                           | Temasek Financial (I) Limited                                                           | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |    950000 | PA      | $730915.47    | 0.03%             | 2030-10-06      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Banco BBVA Peru                                                                         | Banco BBVA Peru                                                                         | CUSIP: N/A<br>LEI: 549300H1JNU0HLNFU552       | Long             | DBT              | CORP              | US        |    300000 | PA      | $289947.00    | 0.01%             | 2029-09-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                             | EIG Pearl Holdings S.a r.l.                                                             | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | US        |    700000 | PA      | $537283.45    | 0.02%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203377 | PA      | $198461.74    | 0.01%             | 2027-01-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67490 | PA      | $65858.29     | 0.00%             | 2027-01-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33977 | PA      | $33156.25     | 0.00%             | 2027-01-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                                                           | Deerfield Dakota Holding, LLC                                                           | CUSIP: 24440EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    817851 | PA      | $762392.40    | 0.03%             | 2027-03-05      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                                | Pathway Vet Alliance LLC                                                                | CUSIP: 70323KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364825 | PA      | $301739.13    | 0.01%             | 2027-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                                                    | Constant Contact Inc                                                                    | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242918 | PA      | $212856.96    | 0.01%             | 2024-12-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                                  | Verscend Holding Corp.                                                                  | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810118 | PA      | $803320.85    | 0.03%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                 | American Airlines, Inc.                                                                 | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    425000 | PA      | $422675.25    | 0.02%             | 2028-03-10      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                                | Alterra Mountain Company                                                                | CUSIP: 46124CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    662377 | PA      | $652858.31    | 0.02%             | 2028-07-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                          | VT Topco, Inc.                                                                          | CUSIP: 39355YAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108147 | PA      | $104542.62    | 0.00%             | 2025-08-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                                                                     | Grinding Media Inc.                                                                     | CUSIP: 39854KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181163 | PA      | $167575.79    | 0.01%             | 2024-12-31      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Grinding Media Inc.                                                                     | Grinding Media Inc.                                                                     | CUSIP: 39854KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90116 | PA      | $83357.34     | 0.00%             | 2024-12-31      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Banco do Estado do Rio Grande do Sul S/A.                                               | Banco do Estado do Rio Grande do Sul S/A.                                               | CUSIP: N/A<br>LEI: 254900W2BN097WLYIM20       | Long             | DBT              | CORP              | US        |    400000 | PA      | $358112.00    | 0.01%             | 2031-01-28      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer