# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-25-006241
**Filing Date:** 2025-11
**Character Count:** 451209
**Document Hash:** c87eff89d368b0003123841165d7301e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-006241.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-006241

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 251511187

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $566231852.95

**Total Liabilities:** $7571630.52

**Net Assets:** $558660222.43

**Delayed Delivery Securities:** $1647296.84

**Cash Not Reported:** $855768.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 189.00000000 | **1-Year:** 15777.00000000 | **5-Year:** 82430.00000000 | **10-Year:** 48038.00000000 | **30-Year:** 14274.00000000

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

- **3-Month:** 138.00000000 | **1-Year:** 4383.00000000 | **5-Year:** 13800.00000000 | **10-Year:** 2306.00000000 | **30-Year:** 28.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232947 | -0.31%               | 1.37%                | 0.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $74790.85                | $-2112666.44                               |
| Month 2  | $107815.28               | $4117099.33                                |
| Month 3  | $267557.53               | $1759534.93                                |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92901.53     | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                 | HGI CRE CLO Ltd., Series 2021-FL1, Class C                                                    | CUSIP: 40441LAG1<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    177703 | PA      | $178231.54    | 0.03%             | 2036-06-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $314233.57    | 0.06%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                | Aris Mining Corp.                                                                             | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208093.00    | 0.04%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                    | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29799.38     | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124453.44    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    374000 | PA      | $386180.10    | 0.07%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $135140.94    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2024-90, Class FA                                                         | CUSIP: 3136BTXB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869969 | PA      | $878710.07    | 0.16%             | 2054-12-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                                 | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770865 | PA      | $754068.33    | 0.13%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                               | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |    657526 | PA      | $664452.86    | 0.12%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $435292.12    | 0.08%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                           | Kentucky Utilities Co.                                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125495.40    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                     | Aspire Bakeries Holdings LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59549 | PA      | $59977.11     | 0.01%             | 2030-12-23      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                            | EWC Master Issuer LLC, Series 2022-1A, Class A2                                               | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483750 | PA      | $478057.18    | 0.09%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79868.72     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    304000 | PA      | $305496.71    | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                              | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262220.30    | 0.05%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                           | AL Candelaria Spain SA                                                                        | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    162499 | PA      | $165343.88    | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2025-5C34, Class A3                                              | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $346173.04    | 0.06%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                               | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286477 | PA      | $1297704.64   | 0.23%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243535.84    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                | GIP Pilot Acquisition Partners LP, Class Senior Secured First Lien Term Loan                  | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     19483 | PA      | $19495.05     | 0.00%             | 2030-10-04      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp.                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $197209.69    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63915.60     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                      | Evergy Kansas Central, Inc.                                                                   | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    315000 | PA      | $269580.88    | 0.05%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                               | Compass Datacenters Issuer III LLC, Series 2025-2A, Class A2                                  | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1029267.80   | 0.18%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XRHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2527748 | PA      | $2460300.06   | 0.44%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2006-S4, Class A7                                                         | CUSIP: 762010AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226179 | PA      | $992621.19    | 0.18%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QGNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2180762 | PA      | $1783242.03   | 0.32%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2019-GC42, Class A3                                      | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236218.63    | 0.04%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112200.56    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1374128 | PA      | $1229177.22   | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    500000 | PA      | $501954.87    | 0.09%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                    | Lineage OP LP                                                                                 | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    269000 | PA      | $272799.74    | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                                    | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    127000 | PA      | $121309.74    | 0.02%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENT                                                             | CENT, Series 2025-CITY, Class A                                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $247022.48    | 0.04%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-4, Class A1                                           | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    737119 | PA      | $739816.56    | 0.13%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46791.63     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                          | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1553691.98   | 0.28%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $276332.87    | 0.05%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                             | Hunter Douglas, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72339 | PA      | $72526.68     | 0.01%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    158699 | PA      | $159095.82    | 0.03%             | 2029-02-01      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class C                                       | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $261498.34    | 0.05%             | 2051-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    216000 | PA      | $220183.92    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                     | Peru LNG Srl                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    450060 | PA      | $432232.58    | 0.08%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74849.73     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    379000 | PA      | $395055.53    | 0.07%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2024-C63, Class C                               | CUSIP: 94990FAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252399.95    | 0.05%             | 2057-08-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV, Class Senior Secured First Lien Term Loan                               | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     34912 | PA      | $34929.61     | 0.01%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                           | Aveanna Healthcare LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105106.58    | 0.02%             | 2032-09-10      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                   | Buffalo Energy Mexico Holdings                                                                | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198982 | PA      | $215345.32    | 0.04%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc.                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165462.35    | 0.03%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                         | Clearwater Analytics LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $15056.25     | 0.00%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2024-1A, Class A1                                                         | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251418 | PA      | $261419.98    | 0.05%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                             | Star Leasing Co. LLC                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82679.64     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                         | NJ Trust, Series 2025-WBRK, Class A                                                           | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $265018.03    | 0.05%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                       | BCPE Empire Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    127837 | PA      | $127751.97    | 0.02%             | 2030-12-11      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227659.53    | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    450000 | PA      | $454482.00    | 0.08%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust, Series 2025-1A, Class C                                                  | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1258809.38   | 0.23%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    476000 | PA      | $494061.54    | 0.09%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    214000 | PA      | $223230.68    | 0.04%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49020.67     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68183.70     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    343000 | PA      | $346405.99    | 0.06%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                   | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $502742.00    | 0.09%             | 2038-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                  | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79247.07     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMICS Trust, Series 2025-DNA1, Class M1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   3453951 | PA      | $3453965.33   | 0.62%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                 | Simpar Europe SA                                                                              | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $500520.00    | 0.09%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                     | Lavender Dutch BorrowerCo BV, Class Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     70000 | PA      | $70131.25     | 0.01%             | 2032-09-29      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260520.50    | 0.05%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                       | VOLT C LLC, Series 2021-NP10, Class A1                                                        | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31885 | PA      | $31895.11     | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $294585.58    | 0.05%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust, Series 2023-2, Class A1                                       | CUSIP: 55361AAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117371 | PA      | $118708.91    | 0.02%             | 2056-12-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                | Empresas Publicas de Medellin ESP                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    450000 | PA      | $420161.94    | 0.08%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                   | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $181689.64    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                                 | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     38000 | PA      | $37976.24     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2007-AR8, Class 2A1A                                    | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435262 | PA      | $388505.91    | 0.07%             | 2037-07-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                        | CBAM Ltd., Series 2017-2A, Class BR                                                           | CUSIP: 12481KAU2<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501014.95    | 0.09%             | 2034-07-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                              | Triton Container International Ltd.                                                           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    234000 | PA      | $209084.62    | 0.04%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Ltd.                                          | JSW Infrastructure Ltd.                                                                       | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $401984.90    | 0.07%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                               | Banco de Bogota SA                                                                            | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | CO        |    300000 | PA      | $303869.40    | 0.05%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    173000 | PA      | $178003.51    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                       | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    297000 | PA      | $306840.63    | 0.05%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2025-5YR15, Class AS                                                            | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259526.70    | 0.05%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $753059.76    | 0.13%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $145531.54    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., Class Senior Secured First Lien Term Loan                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    128384 | PA      | $128411.59    | 0.02%             | 2031-06-17      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL2, Class A1                                                          | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1604384 | PA      | $1612244.95   | 0.29%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class A3                                 | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267274 | PA      | $265053.85    | 0.05%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                    | Yinson Bergenia Production BV                                                                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $214899.23    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2025-X1, Class B                                    | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $978926.52    | 0.18%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160781.25    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193561.96    | 0.03%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $338296.17    | 0.06%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                   | Aircastle Ltd.                                                                                | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    350000 | PA      | $357209.10    | 0.06%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116358.04    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C11, Class ASB                                              | CUSIP: 05493MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $282314.19    | 0.05%             | 2054-09-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                               | Braskem Idesa SAPI                                                                            | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $118883.62    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd.                                 | Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A                                      | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    475000 | PA      | $482703.55    | 0.09%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vamos Europe SA                                                  | Vamos Europe SA                                                                               | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198450.00    | 0.04%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class C                                        | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $184926.72    | 0.03%             | 2051-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                       | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                          | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503131.70    | 0.09%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                         | Adani Ports & Special Economic Zone Ltd.                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $178225.84    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                 | Global Aircraft Leasing Co. Ltd.                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    530000 | PA      | $548225.64    | 0.10%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     49750 | PA      | $49768.16     | 0.01%             | 2031-11-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2022-1D, Class C                                         | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109663 | PA      | $109466.38    | 0.02%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84101.44     | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXI Ltd.                                        | Sound Point CLO XXXI Ltd., Series 2021-3A, Class D                                            | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489586.45    | 0.09%             | 2034-10-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co. LLC                                              | Lmrk Issuer Co. LLC, Series 2025-1A, Class A                                                  | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006269.00   | 0.18%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55014.44     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                          | Cloud Capital Holdco LP, Series 2024-2A, Class A2                                             | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510895.60    | 0.09%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    130000 | PA      | $130203.45    | 0.02%             | 2032-08-13      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20583.28     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                                        | BRSP Ltd., Series 2021-FL1, Class A                                                           | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117205 | PA      | $117084.19    | 0.02%             | 2038-08-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114483.60    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                      | Construction Partners, Inc., Class Senior Secured First Lien Term Loan                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     69475 | PA      | $69733.10     | 0.01%             | 2031-11-03      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238299.84    | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96034.70     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual WMABS Trust                                    | Washington Mutual WMABS Trust, Series 2007-HE2, Class 2A2                                     | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3486991 | PA      | $1095894.12   | 0.20%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| InRetail Shopping Malls                                          | InRetail Shopping Malls                                                                       | CUSIP: N/A<br>LEI: 254900340JT2D5SHMA49       | Long             | DBT              | CORP              | PE        |    310000 | PA      | $311280.92    | 0.06%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                            | Belron UK Finance plc                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202787.80    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR9, Class A3                                                             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $314534.54    | 0.06%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                                  | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222274.13    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33950000 | PA      | $29442341.71  | 5.27%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                               | WhiteWater Matterhorn Holdings LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25015.63     | 0.00%             | 2032-06-16      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class A4                              | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $189963.88    | 0.03%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2021-3A, Class DR                                                    | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.09%             | 2034-10-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA, Class Senior Secured First Lien Term Loan                                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    169622 | PA      | $164533.51    | 0.03%             | 2028-08-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                 | EAB Global, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |     49299 | PA      | $48158.95     | 0.01%             | 2030-08-16      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2024-1A, Class B                                    | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $513866.80    | 0.09%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | Amrize Finance US LLC                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104300.05    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class AS             | CUSIP: 46590KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $377622.45    | 0.07%             | 2049-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                         | Reliance Industries Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $247309.18    | 0.04%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd.                                         | Rutas 2 & 7 Finance Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    613333 | PA      | $468080.65    | 0.08%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                   | AngloGold Ashanti Holdings plc                                                                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $483941.28    | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                            | Freeport Indonesia PT                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $402832.00    | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                           | Invitation Homes Trust, Series 2024-SFR1, Class D                                             | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167000 | PA      | $1124031.29   | 0.20%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class M1                               | CUSIP: 36274TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365000 | PA      | $1366533.99   | 0.24%             | 2065-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216922.82    | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                                 | Crown City CLO I, Series 2020-1A, Class A1RR                                                  | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501998.50    | 0.09%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bonds                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        27 | NC      | $53878.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2878879 | PA      | $2475188.27   | 0.44%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328817.61    | 0.06%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC Sarl                                   | Chile Electricity Lux MPC Sarl                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    774175 | PA      | $814451.93    | 0.15%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                             | CCL Industries, Inc.                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    281000 | PA      | $264295.61    | 0.05%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                             | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267876.83    | 0.05%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                             | Castlelake Aircraft Structured Trust, Series 2025-1A, Class A                                 | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477109 | PA      | $486544.59    | 0.09%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                               | DexKo Global, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54476 | PA      | $53801.55     | 0.01%             | 2028-10-04      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                | Kenan Advantage Group, Inc. (The), Class Senior Secured First Lien Term Loan                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |     69823 | PA      | $69059.37     | 0.01%             | 2029-01-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | SG        |    700000 | PA      | $691963.36    | 0.12%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84430.04     | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB Funding LLC, Series 2021-1A, Class A2                                                     | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498750 | PA      | $493651.68    | 0.09%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2021-1A, Class DR                                                       | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502678.40    | 0.09%             | 2034-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series GG                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149588.82    | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104334.54    | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    256000 | PA      | $265821.67    | 0.05%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                        | Michaels Cos., Inc. (The), Class Senior Secured First Lien Term Loan                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     29922 | PA      | $28335.76     | 0.01%             | 2028-04-17      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                              | Trans-Allegheny Interstate Line Co.                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $486466.74    | 0.09%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                    | Dornoch Debt Merger Sub, Inc.                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60290.31     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR3, Class 1A3                    | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026032 | PA      | $897983.42    | 0.16%             | 2047-09-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $492189.35    | 0.09%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                     | EQUATE Petrochemical Co. KSC                                                                  | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199644.80    | 0.04%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                 | Florida Gas Transmission Co. LLC                                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116227.22    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OPAL U.S. LLC                                                    | OPAL U.S. LLC, Class Senior Secured First Lien Term Loan                                      | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200775.00    | 0.04%             | 2032-04-23      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                        | Madison Safety & Flow LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28933 | PA      | $29002.48     | 0.01%             | 2031-09-26      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2025-5C36, Class A3                                              | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $391769.40    | 0.07%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                       | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $222665.43    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                            | Minerva Luxembourg SA                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |    350000 | PA      | $350441.00    | 0.06%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-V3, Class XA                                            | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7091070 | PA      | $143484.97    | 0.03%             | 2056-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                   | SK Hynix, Inc.                                                                                | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1015000 | PA      | $1014840.31   | 0.18%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132E0GL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1418302 | PA      | $1165372.21   | 0.21%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160606.98    | 0.03%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class AM                                     | CUSIP: 12532BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $292639.83    | 0.05%             | 2054-12-10      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                              | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204097.80    | 0.04%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50368.19     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3133KPZC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1628637 | PA      | $1626950.60   | 0.29%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                | Cornerstone Building Brands, Inc.                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111849.00    | 0.02%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                               | Pinnacle Buyer LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33548 | PA      | $33632.26     | 0.01%             | 2032-09-13      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2025-4A, Class D1                                        | CUSIP: 05686GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.09%             | 2039-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199114.22    | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200246.82    | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                                        | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    239000 | PA      | $239444.78    | 0.04%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bonds                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       255 | NC      | $522675.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191907.56    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2013-116, Class WU                                                               | CUSIP: 38378VG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    739455 | PA      | $729801.47    | 0.13%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60021.30     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                | Lamar Media Corp.                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $159023.03    | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    209000 | PA      | $218894.29    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc.                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264521.92    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $322578.29    | 0.06%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO IV-R Ltd.                                            | Vibrant CLO IV-R Ltd., Series 2024-4RA, Class D1                                              | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $508834.75    | 0.09%             | 2037-10-20      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVI Ltd.                           | Benefit Street Partners CLO XXXVI Ltd., Series 2024-36A, Class D1                             | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506352.30    | 0.09%             | 2038-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    374000 | PA      | $366882.13    | 0.07%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4283746 | PA      | $4252825.47   | 0.76%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                     | Banco Mercantil del Norte SA                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210840.00    | 0.04%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51832.57     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124606.20    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                        | Avant Loans Funding Trust, Series 2025-REV1, Class C                                          | CUSIP: 05352BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1316404.83   | 0.24%             | 2034-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2024-NQM4, Class A1                                                        | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261863 | PA      | $1272739.44   | 0.23%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                           | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    324000 | PA      | $323476.81    | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                      | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $224775.49    | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $247998.30    | 0.04%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C4, Class A3                                                 | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348000 | PA      | $370842.23    | 0.07%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2022-1, Class A1                                            | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797400 | PA      | $766467.74    | 0.14%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PRPM                                                             | PRPM, Series 2025-3, Class A1                                                                 | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931673 | PA      | $934481.43    | 0.17%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                       | Arizona Public Service Co.                                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    607000 | PA      | $622226.79    | 0.11%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184141.90    | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                        | Panther Escrow Issuer LLC                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208163.60    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $196420.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                      | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     85000 | PA      | $84974.50     | 0.02%             | 2031-06-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $240691.53    | 0.04%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $360722.40    | 0.06%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                            | DIRECTV Financing LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3235 | PA      | $3241.64      | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                             | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $322177.28    | 0.06%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    466000 | PA      | $481531.31    | 0.09%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88221.18     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82858.08     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                             | LoanCore Issuer Ltd., Series 2021-CRE6, Class A                                               | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    170643 | PA      | $171319.69    | 0.03%             | 2038-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp.                                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146655.66    | 0.03%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                               | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $267972.96    | 0.05%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                   | VT Topco, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |     20000 | PA      | $19418.80     | 0.00%             | 2030-08-09      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                | BSPRT Issuer Ltd., Series 2023-FL10, Class B                                                  | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $271294.92    | 0.05%             | 2035-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                                           | StubHub Holdco Sub LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    102019 | PA      | $101381.18    | 0.02%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc., Class Senior Secured First Lien Term Loan                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     34912 | PA      | $33195.40     | 0.01%             | 2029-08-23      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd.                                            | Steele Creek CLO Ltd., Series 2017-1A, Class A                                                | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90034 | PA      | $90097.45     | 0.02%             | 2030-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                         | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class B                             | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501866.00    | 0.09%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2021-8A, Class A1R                                                | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501750.00    | 0.09%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                                     | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248238.40    | 0.04%             | 2034-09-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249903.68    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                 | Kinder Morgan Energy Partners LP                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    132000 | PA      | $148702.97    | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2036308 | PA      | $2114456.36   | 0.38%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                 | Trucordia Insurance Holdings LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110412.50    | 0.02%             | 2032-06-17      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159860.18    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199000.00    | 0.04%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $210037.82    | 0.04%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      8851 | PA      | $8426.44      | 0.00%             | 2027-12-17      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2023-5YR1, Class XA                                                             | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11884641 | PA      | $73411.42     | 0.01%             | 2056-04-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Generate CLO 13 Ltd.                                             | Generate CLO 13 Ltd., Series 2023-13A, Class A1                                               | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501394.25    | 0.09%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 31426N6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3846624 | PA      | $3895756.52   | 0.70%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co.                                                               | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130213.88    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                     | Guardian Life Global Funding                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219938.98    | 0.04%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $176305.48    | 0.03%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148846.42    | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                               | Saavi Energia Sarl                                                                            | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $215490.00    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                         | Full House Resorts, Inc.                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130061.23    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                | CD Mortgage Trust, Series 2017-CD6, Class A3                                                  | CUSIP: 125039AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110670 | PA      | $109404.26    | 0.02%             | 2050-11-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B                            | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $917166.42    | 0.16%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                            | Bank Negara Indonesia Persero Tbk. PT                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198633.17    | 0.04%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                    | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $104514.10    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    159274 | PA      | $159486.76    | 0.03%             | 2029-10-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                           | CAP SA                                                                                        | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $329090.64    | 0.06%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    385000 | PA      | $397567.99    | 0.07%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280207.08    | 0.05%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350297.17    | 0.06%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133603.58    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253354.14    | 0.05%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108521.77    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     19950 | PA      | $19848.26     | 0.00%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                                           | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    138082 | PA      | $125482.21    | 0.02%             | 2030-02-18      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                            | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    591944 | PA      | $485542.39    | 0.09%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                              | FIVE Mortgage Trust, Series 2023-V1, Class D                                                  | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238805.43    | 0.04%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc., Class Senior Secured First Lien Term Loan                                | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30183.75     | 0.01%             | 2032-06-02      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ultrapar International SA                                        | Ultrapar International SA                                                                     | CUSIP: N/A<br>LEI: 222100CXHWBP3H3SK244       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199647.87    | 0.04%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                  | Zayo Issuer LLC, Series 2025-1A, Class B                                                      | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $393817.89    | 0.07%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    608000 | PA      | $613457.30    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                          | Banco Nacional de Comercio Exterior SNC                                                       | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207642.00    | 0.04%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NXPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053000 | PA      | $2125348.60   | 0.38%             | 2035-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ONGC Videsh Vankorneft Pte. Ltd.                                 | ONGC Videsh Vankorneft Pte. Ltd.                                                              | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $597003.48    | 0.11%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211378.86    | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165486.05    | 0.03%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                                     | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    512000 | PA      | $523572.49    | 0.09%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    656000 | PA      | $654944.37    | 0.12%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74326.96     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO Ltd.                                               | Anthelion CLO Ltd., Series 2025-1A, Class A1                                                  | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004518.70   | 0.18%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $5544040.98   | 0.99%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    624000 | PA      | $625351.65    | 0.11%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $80464.06     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                     | Rivers Enterprise Lender LLC                                                                  | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $272576.19    | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                               | Subway Funding LLC, Series 2024-3A, Class A23                                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397000 | PA      | $396905.16    | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174244.80    | 0.03%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2025-5YR16, Class AS                                                            | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517000 | PA      | $533834.71    | 0.10%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NYQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366000 | PA      | $1397648.59   | 0.25%             | 2030-03-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V15, Class AS                                           | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $243143.99    | 0.04%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $226655.18    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $203539.25    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                             | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440437 | PA      | $412854.09    | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM16, Class A2                                                        | CUSIP: 67120GAD0<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   1952625 | PA      | $1966594.75   | 0.35%             | 2064-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1072743 | PA      | $1121367.37   | 0.20%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NUHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603000 | PA      | $1653073.84   | 0.30%             | 2029-01-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                             | TierPoint Issuer LLC, Series 2023-1A, Class A2                                                | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83333 | PA      | $83472.08     | 0.01%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200011.47    | 0.04%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XQTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1384427 | PA      | $1409729.34   | 0.25%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    283000 | PA      | $290841.51    | 0.05%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269396.24    | 0.05%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                              | Tecta America Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $80199.00     | 0.01%             | 2032-02-18      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63535.02     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30488.20     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II Sarl                                 | Tierra Mojada Luxembourg II Sarl                                                              | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    338111 | PA      | $333166.47    | 0.06%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248816.68    | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372143.78    | 0.07%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31040.22     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                       | AREIT Ltd., Series 2024-CRE9, Class B                                                         | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200323.60    | 0.04%             | 2041-05-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335798.63    | 0.06%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, Class Senior Secured First Lien Term Loan                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     64351 | PA      | $64142.08     | 0.01%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                       | ADMI Corp., Class Senior Secured First Lien Term Loan                                         | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     98684 | PA      | $93724.74     | 0.02%             | 2027-12-23      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A3                              | CUSIP: 95003DBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $221227.92    | 0.04%             | 2054-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class A2                                  | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491314.35    | 0.09%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    319000 | PA      | $295293.93    | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                                 | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168668.25    | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                               | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197281.58    | 0.04%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $392332.18    | 0.07%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class A                         | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     53609 | PA      | $53665.22     | 0.01%             | 2036-10-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                          | X Corp., Class Senior Secured First Lien Term Loan                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $132618.60    | 0.02%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| General Electric Co.                                             | General Electric Co.                                                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    231000 | PA      | $234311.01    | 0.04%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                      | Petrobras Global Finance BV                                                                   | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197918.00    | 0.04%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                      | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $236841.84    | 0.04%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    336000 | PA      | $318108.24    | 0.06%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                                         | Crown Finance U.S., Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79535.90     | 0.01%             | 2031-12-02      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    129000 | PA      | $134368.21    | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155269 | PA      | $154921.50    | 0.03%             | 2031-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                               | Telefonica Celular del Paraguay SA                                                            | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |    300000 | PA      | $299097.00    | 0.05%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417824.82    | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                        | STWD Ltd., Series 2021-FL2, Class A                                                           | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     71652 | PA      | $71762.36     | 0.01%             | 2038-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12332 | PA      | $11715.48     | 0.00%             | 2029-11-15      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                            | Hightower Holding LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268801 | PA      | $268970.66    | 0.05%             | 2032-02-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                     | Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR14, Class 2A1                     | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247824 | PA      | $228242.87    | 0.04%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                       | AAdvantage Loyalty IP Ltd., Class Senior Secured First Lien Term Loan                         | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $90279.98     | 0.02%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                  | CommScope, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    257834 | PA      | $261321.16    | 0.05%             | 2029-12-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                         | VCAT LLC, Series 2025-NPL1, Class A1                                                          | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    804232 | PA      | $806556.78    | 0.14%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                             | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    317000 | PA      | $337748.16    | 0.06%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $384286.48    | 0.07%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98129.80     | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B15, Class A4                                           | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $288348.92    | 0.05%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A3                              | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262603 | PA      | $237136.11    | 0.04%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-1, Class A1                                           | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    767435 | PA      | $773004.31    | 0.14%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    319000 | PA      | $324754.05    | 0.06%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    402000 | PA      | $337321.74    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                    | Lendbuzz Securitization Trust, Series 2022-1A, Class A                                        | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152562 | PA      | $152360.29    | 0.03%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200566.00    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170845.79    | 0.03%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, Class Senior Secured First Lien Term Loan                                  | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    230000 | PA      | $230431.25    | 0.04%             | 2032-01-28      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A              | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292884 | PA      | $288865.92    | 0.05%             | 2037-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                            | JSW Hydro Energy Ltd.                                                                         | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    710000 | PA      | $673143.90    | 0.12%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116285.98    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    853935 | PA      | $882320.11    | 0.16%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77066.50     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM6, Class A1                                                         | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    990401 | PA      | $1006689.73   | 0.18%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $87933.60     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346382.25    | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937916 | PA      | $969742.66    | 0.17%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2018-5, Class A1                                            | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297849 | PA      | $1252311.36   | 0.22%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                          | Massachusetts Mutual Life Insurance Co.                                                       | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69815.18     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.                       | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR                         | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503115.55    | 0.09%             | 2035-10-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                    | Aspen Insurance Holdings Ltd.                                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    233000 | PA      | $244073.31    | 0.04%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aaset Ltd.                                                       | Aaset Ltd., Series 2024-2A, Class B                                                           | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650998 | PA      | $679371.87    | 0.12%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                     | Del Amo Fashion Center Trust, Series 2017-AMO, Class C                                        | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236936.48    | 0.04%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-X1, Class B                                    | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299403 | PA      | $299709.63    | 0.05%             | 2029-05-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      2897 | PA      | $2758.57      | 0.00%             | 2027-12-17      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141242.64    | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $230169.41    | 0.04%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                          | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    126000 | PA      | $133282.98    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ABXM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2484166 | PA      | $2197077.30   | 0.39%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200370.60    | 0.04%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                             | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    384000 | PA      | $396557.49    | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                 | TRTX Issuer Ltd., Series 2021-FL4, Class A                                                    | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39951 | PA      | $40091.14     | 0.01%             | 2038-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $42355.20     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152725.95    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    382000 | PA      | $389373.20    | 0.07%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                               | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $251143.75    | 0.04%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                              | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    169000 | PA      | $180562.99    | 0.03%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                    | Freeport LNG Investments LLLP, Class Senior Secured First Lien Term Loan                      | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    100220 | PA      | $100390.83    | 0.02%             | 2028-12-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd.                                                          | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    395000 | PA      | $413344.18    | 0.07%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                          | OneDigital Borrower LLC, Class Senior Secured First Lien Term Loan                            | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118800 | PA      | $118950.88    | 0.02%             | 2031-07-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust, Series 2017-C4, Class A3                                       | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273308 | PA      | $269132.81    | 0.05%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130731.25    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112467.96    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                            | Switch ABS Issuer LLC, Series 2024-2A, Class B                                                | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506549.25    | 0.09%             | 2054-06-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                   | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $332290.18    | 0.06%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    470000 | PA      | $499796.12    | 0.09%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp., Class Senior Secured First Lien Term Loan                      | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     39500 | PA      | $39302.50     | 0.01%             | 2031-05-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                   | Lima Metro Line 2 Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    233711 | PA      | $226345.57    | 0.04%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    261000 | PA      | $263057.91    | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                        | Deep Blue Operating I LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90000 | PA      | $90225.00     | 0.02%             | 2032-09-17      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1681419 | PA      | $1561747.51   | 0.28%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2021-2A, Class A                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396121 | PA      | $375534.35    | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172124.90    | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC, Class Senior Secured First Lien Term Loan                                  | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    108674 | PA      | $104969.12    | 0.02%             | 2028-06-02      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83542.32     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    138655 | PA      | $138576.40    | 0.02%             | 2031-05-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| WaterBridge Midstream Operating LLC                              | WaterBridge Midstream Operating LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     54675 | PA      | $54814.80     | 0.01%             | 2029-06-27      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159003.12    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.                 | Adani International Container Terminal Pvt. Ltd.                                              | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    320000 | PA      | $294652.67    | 0.05%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                             | Gold Fields Orogen Holdings BVI Ltd.                                                          | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $419528.85    | 0.08%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd., Class Senior Secured First Lien Term Loan               | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    138060 | PA      | $138596.42    | 0.02%             | 2029-02-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class C                               | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $227837.50    | 0.04%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                            | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $173976.00    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS                        | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156830 | PA      | $157347.05    | 0.03%             | 2036-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $153412.50    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. Sarl                                          | Froneri Lux FinCo. Sarl                                                                       | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200481.88    | 0.04%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc., Class Senior Secured First Lien Term Loan                | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79700.00     | 0.01%             | 2032-09-20      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                             | Sabra Health Care LP                                                                          | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203546.65    | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                          | Prumo Participacoes e Investimentos S/A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    405260 | PA      | $413819.96    | 0.07%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                   | Lima Metro Line 2 Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    389493 | PA      | $402327.37    | 0.07%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                    | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    217000 | PA      | $227251.66    | 0.04%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188808.07    | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A3                               | CUSIP: 36272EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551347 | PA      | $555195.70    | 0.10%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153817.26    | 0.03%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                          | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1860000 | PA      | $2061350.21   | 0.37%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                                         | Greystone CRE Notes Ltd., Series 2021-FL3, Class B                                            | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $239040.00    | 0.04%             | 2039-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                            | Applied Systems, Inc., Class Senior Secured Second Lien Term Loan                             | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10262.50     | 0.00%             | 2032-02-23      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                               | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145735.50    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226795.50    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                       | JPMorgan U.S. Government Money Market Fund - Class IM                                         | CUSIP: N/A<br>LEI: 549300NQ5E5B7ZV4T516       | Long             | STIV             | RF                | US        |   5443799 | NS      | $5443798.98   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| LC Ahab U.S. Bidco LLC                                           | LC Ahab U.S. Bidco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94361 | PA      | $94449.22     | 0.02%             | 2031-05-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                           | Meade Pipeline Co. LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 58307PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90056.25     | 0.02%             | 2032-09-17      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                              | Banco Davivienda SA                                                                           | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $415616.89    | 0.07%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    259348 | PA      | $259159.05    | 0.05%             | 2029-02-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    102553 | PA      | $102891.19    | 0.02%             | 2027-03-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | Directv Financing LLC                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59977.98     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                               | Southern Power Co., Series B                                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    318000 | PA      | $313790.74    | 0.06%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                             | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300388.80    | 0.05%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DoubleLine Global Bond Fund                                      | DoubleLine Global Bond Fund, Class I                                                          | CUSIP: 258620699<br>LEI: 5493008IO8R1K4RY7M95 | Long             |  | RF                | US        |   1481900 | NS      | $13099999.98  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41287.50     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                  | Aligned Data Centers Issuer LLC, Series 2023-1A, Class A2                                     | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $606384.84    | 0.11%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust, Series 2024-C, Class B                                        | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $963180.11    | 0.17%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| InRetail Consumer                                                | InRetail Consumer                                                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    700000 | PA      | $681270.59    | 0.12%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                            | QTS Issuer ABS II LLC, Series 2025-1A, Class B                                                | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996252.00    | 0.18%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036966 | PA      | $1046521.68   | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    266000 | PA      | $267654.10    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1966699.22   | 0.35%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                              | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $417784.74    | 0.07%             | 2058-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2400231 | PA      | $2468162.65   | 0.44%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98486.84     | 0.02%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105056.80    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $73969.13     | 0.01%             | 2032-08-18      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159025 | PA      | $1185536.91   | 0.21%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1656356 | PA      | $1530534.27   | 0.27%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    386000 | PA      | $384193.02    | 0.07%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2024-H1, Class M1                                                | CUSIP: 22757AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015370.00   | 0.18%             | 2068-12-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                              | Victra Holdings LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107266 | PA      | $107617.99    | 0.02%             | 2029-03-30      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124858.28    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $173458.40    | 0.03%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272167.20    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49820.30     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     90000 | PA      | $88537.50     | 0.02%             | 2032-03-26      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    383000 | PA      | $395530.26    | 0.07%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Trust                                             | Pagaya AI Debt Trust, Series 2024-1, Class A                                                  | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164830 | PA      | $165929.19    | 0.03%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XMAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1592194 | PA      | $1363117.18   | 0.24%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    483000 | PA      | $489096.86    | 0.09%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $188714.36    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                               | Banco do Brasil SA                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    600000 | PA      | $602055.00    | 0.11%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP, Class Senior Secured First Lien Term Loan                              | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     64336 | PA      | $62928.32     | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180426.60    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    287000 | PA      | $290125.44    | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2014-4A, Class CR2                                                      | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502556.15    | 0.09%             | 2031-07-14      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $40105.60     | 0.01%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A                                      | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210262.50    | 0.04%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    204488 | PA      | $204870.91    | 0.04%             | 2031-01-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                  | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                                   | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502433.15    | 0.09%             | 2038-07-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    270000 | PA      | $279127.35    | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | Directv Financing LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163180.27    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209350.00    | 0.04%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2396717 | PA      | $2393864.55   | 0.43%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $19584960.90  | 3.51%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    232000 | PA      | $241129.60    | 0.04%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                  | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $301216.43    | 0.05%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21314.27     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                      | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343852 | PA      | $343842.05    | 0.06%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                       | Banco Internacional del Peru SAA Interbank                                                    | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $154987.50    | 0.03%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176238.65    | 0.03%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fideicomiso PA Pacifico Tres                                     | Fideicomiso PA Pacifico Tres                                                                  | CUSIP: N/A<br>LEI: 549300HPHEJ3B6YD5H05       | Long             | DBT              | CORP              | CO        |    160900 | PA      | $169990.85    | 0.03%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                        | Takeda US Financing, Inc.                                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293831.76    | 0.05%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1                                   | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958630 | PA      | $953240.91    | 0.17%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class A3                                 | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309822 | PA      | $306721.26    | 0.05%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $450058.81    | 0.08%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp.                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    329000 | PA      | $340464.99    | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                     | Sun Communities Operating LP                                                                  | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    585000 | PA      | $529571.94    | 0.09%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75480.60     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    749536 | PA      | $663821.81    | 0.12%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                     | Banco de Credito del Peru SA                                                                  | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    650000 | PA      | $639653.30    | 0.11%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                        | Avant Loans Funding Trust, Series 2024-REV1, Class B                                          | CUSIP: 05352UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $610593.24    | 0.11%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2022-B35, Class C                                            | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $210597.23    | 0.04%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                                                 | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    231000 | PA      | $220674.56    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2024-96, Class FC                                                         | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1771018 | PA      | $1771540.63   | 0.32%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $351929.75    | 0.06%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2024-2A, Class B2                                   | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251598.98    | 0.05%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XII Ltd.                                           | Jamestown CLO XII Ltd., Series 2019-1A, Class ARR                                             | CUSIP: 47047JAU8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502246.00    | 0.09%             | 2038-03-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3686789 | PA      | $3720761.62   | 0.67%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60068.10     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    291000 | PA      | $299337.60    | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Minsur SA                                                        | Minsur SA                                                                                     | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $191887.48    | 0.03%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                     | Southern Natural Gas Co. LLC                                                                  | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173523.44    | 0.03%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC                                                                                  | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $340066.32    | 0.06%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216031.83    | 0.04%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $200835.00    | 0.04%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                | Molex Electronic Technologies LLC                                                             | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    297000 | PA      | $302382.25    | 0.05%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Renewable Energy RJ Ltd.                                   | Adani Renewable Energy RJ Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |    167000 | PA      | $142342.03    | 0.03%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133226.60    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Petrochem LLC                                         | INEOS U.S. Petrochem LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49750 | PA      | $43075.29     | 0.01%             | 2031-10-07      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Intercorp Financial Services, Inc.                               | Intercorp Financial Services, Inc.                                                            | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | PA        |    400000 | PA      | $398099.32    | 0.07%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XMGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653073 | PA      | $1421276.28   | 0.25%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class AS                       | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $261523.08    | 0.05%             | 2039-03-19      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                     | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $498554.40    | 0.09%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd.                                              | Cosan Overseas Ltd.                                                                           | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    700000 | PA      | $703184.84    | 0.13%             | 2025-11-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                               | Eagle Parent Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143299 | PA      | $143388.23    | 0.03%             | 2029-04-02      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                  | Dealer Tire LLC                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138583.62    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135899.73    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                         | Tricon Residential Trust, Series 2025-SFR2, Class A                                           | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108000 | PA      | $1125390.95   | 0.20%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101026.90    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                    | Griffon Corp.                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365429.24    | 0.07%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ACLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1529391 | PA      | $1245594.08   | 0.22%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2018-BN11, Class C                                                               | CUSIP: 06540TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $265045.14    | 0.05%             | 2061-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052000 | PA      | $1831563.13   | 0.33%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN33, Class A5                                                              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260445 | PA      | $234579.82    | 0.04%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    254000 | PA      | $257652.91    | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc.                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168038.97    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $56262.58     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2021-B33, Class A2                                                         | CUSIP: 12658WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $245417.58    | 0.04%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                         | NJ Trust, Series 2023-GSP, Class A                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262640.00    | 0.05%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                         | SURA Asset Management SA                                                                      | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $215000.00    | 0.04%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191362.52    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                           | BPRL International Singapore Pte. Ltd.                                                        | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $399928.96    | 0.07%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services LLC                                            | Wipro IT Services LLC                                                                         | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    200000 | PA      | $195967.29    | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class AS                                               | CUSIP: 05552XBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $157701.46    | 0.03%             | 2054-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $108327.73    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                       | Edelman Financial Engines Center LLC (The), Class Senior Secured Second Lien Term Loan        | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     35000 | PA      | $35120.23     | 0.01%             | 2028-10-20      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc., Class Senior Secured First Lien Term Loan                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    109725 | PA      | $109715.12    | 0.02%             | 2032-06-28      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                               | Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2                                  | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $732331.80    | 0.13%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| USQ Rail III LLC                                                 | USQ Rail III LLC, Series 2024-1A, Class A                                                     | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487625 | PA      | $488388.69    | 0.09%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class A2                                     | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182495 | PA      | $180709.12    | 0.03%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                              | Aethon United BR LP                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $166982.56    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $383876.11    | 0.07%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                        | Chile Electricity PEC SpA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |    180834 | PA      | $163428.39    | 0.03%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61835.28     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                       | Dell, Inc.                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    256000 | PA      | $277919.77    | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1515 | NC      | $-89171.54    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     14638 | PA      | $14469.92     | 0.00%             | 2027-03-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $275363.17    | 0.05%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $58231.88     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                             | Signia Aerospace LLC, Class Senior Secured First Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107953 | PA      | $108289.92    | 0.02%             | 2031-12-11      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2055797 | PA      | $1828053.70   | 0.33%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2018-B2, Class XA                                            | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6665718 | PA      | $50146.20     | 0.01%             | 2051-02-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                              | Inversiones CMPC SA                                                                           | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204800.00    | 0.04%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                             | DBJPM Mortgage Trust, Series 2020-C9, Class ASB                                               | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245774 | PA      | $233239.94    | 0.04%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A2                                            | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $285438.82    | 0.05%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Morocco Government Bond                                          | Morocco Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $479639.81    | 0.09%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $139126.05    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM10, Class A1                                                        | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   1034122 | PA      | $1046906.58   | 0.19%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                         | Great Outdoors Group LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     67935 | PA      | $67986.39     | 0.01%             | 2032-01-23      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Aaset LLC                                                        | Aaset LLC, Series 2022-1A, Class A                                                            | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428445 | PA      | $437002.75    | 0.08%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94560.78     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-6, Class A1                                                             | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333453 | PA      | $1350481.20   | 0.24%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                  | GNL Quintero SA                                                                               | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    282480 | PA      | $283096.37    | 0.05%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                           | Banco GNB Sudameris SA                                                                        | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | CO        |    150000 | PA      | $149713.40    | 0.03%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245533.45    | 0.04%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132E0KD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1321235 | PA      | $1344657.19   | 0.24%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V17, Class AM                                           | CUSIP: 081934AU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $419340.09    | 0.08%             | 2058-09-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                              | Athene Holding Ltd.                                                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    313000 | PA      | $316288.07    | 0.06%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    248450 | PA      | $248790.06    | 0.04%             | 2031-09-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195000 | PA      | $195243.75    | 0.03%             | 2032-08-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                             | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118357.89    | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54775 | PA      | $55043.82     | 0.01%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                        | Michaels Cos., Inc. (The)                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60151.58     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92131.44     | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    315000 | PA      | $315015.75    | 0.06%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                           | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92906.36     | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1037090 | PA      | $920468.48    | 0.16%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    289000 | PA      | $282117.59    | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134344.43    | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2023-4A, Class C                                         | CUSIP: 05685EAG5<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $503944.90    | 0.09%             | 2036-10-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                                 | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249495.95    | 0.04%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                                | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $109937.39    | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    359000 | PA      | $369566.74    | 0.07%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $183775.28    | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                        | Viper Energy Partners LLC                                                                     | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99816.41     | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5015, Class CG                                                           | CUSIP: 3137FVTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1956435 | PA      | $1540681.66   | 0.28%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A3                                            | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $361545.85    | 0.06%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                      | HOMES Trust, Series 2023-NQM1, Class A1                                                       | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666143 | PA      | $1667643.54   | 0.30%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195875.63    | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    293000 | PA      | $297769.31    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211524.63    | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135140.33    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199920.87    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2024-5, Class A2                                             | CUSIP: 19685AAB5<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |    831839 | PA      | $833588.45    | 0.15%             | 2069-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                             | Textainer Marine Containers VII Ltd., Series 2024-1A, Class A                                 | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    314154 | PA      | $315838.60    | 0.06%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60430.92     | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-4, Class A1                                           | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   3801575 | PA      | $3834616.92   | 0.69%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $318238.24    | 0.06%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94703.31     | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $305775.00    | 0.05%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423234 | PA      | $1456722.30   | 0.26%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust, Series 2021-A, Class B                                      | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399837 | PA      | $391368.36    | 0.07%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., Class Senior Secured First Lien Term Loan                             | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63858 | PA      | $64022.97     | 0.01%             | 2030-06-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111071.03    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159253.75    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211265.83    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                   | VT Topco, Inc.                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117083.34    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5                               | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99817.24     | 0.02%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $122079.92    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2025-NQM4, Class M1                                                        | CUSIP: 69392VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4733280.70   | 0.85%             | 2070-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Generate CLO 12 Ltd.                                             | Generate CLO 12 Ltd., Series 2023-12A, Class AR                                               | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501316.00    | 0.09%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2445488 | PA      | $2438291.32   | 0.44%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2017-GS7, Class XA                                       | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8890145 | PA      | $125641.76    | 0.02%             | 2050-08-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129274 | PA      | $129357.75    | 0.02%             | 2032-01-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97460.00     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mexico Government Bond                                                                        | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $250387.50    | 0.04%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2018-62, Class B                                                          | CUSIP: 3136B2W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373723 | PA      | $1261372.22   | 0.23%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885135 | PA      | $925240.29    | 0.17%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                      | Cherry Securitization Trust, Series 2025-1A, Class A                                          | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $559342.80    | 0.10%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384719.66    | 0.07%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-V3, Class AS                                            | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $389423.34    | 0.07%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                                | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111408.82    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124259.96    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                     | Hexcel Corp.                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235430.33    | 0.04%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123947.21    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140LMBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940000 | PA      | $2108098.61   | 0.38%             | 2033-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                              | Wind River CLO Ltd., Series 2021-1A, Class D1R                                                | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1012381.40   | 0.18%             | 2037-07-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Cube A&D Buyer, Inc.                                             | Cube A&D Buyer, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    228850 | PA      | $230137.28    | 0.04%             | 2031-10-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -595 | NC      | $3386.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial LP                                              | First Industrial LP                                                                           | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $335599.29    | 0.06%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Local Currency Bond Fund             | DoubleLine Emerging Markets Local Currency Bond Fund, Class I                                 | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             |  | RF                | US        |    554951 | NS      | $5238737.72   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2020-3, Class A1                                            | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160707 | PA      | $156230.54    | 0.03%             | 2063-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405775.00    | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $177003.34    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                   | Hamilton Projects Acquiror LLC, Class Senior Secured First Lien Term Loan                     | CUSIP: 40444KAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14010 | PA      | $14071.29     | 0.00%             | 2031-05-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $94987.71     | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                      | Ziggo Financing Partnership, Class Senior Secured First Lien Term Loan                        | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $229672.25    | 0.04%             | 2028-04-28      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                   | Rivers Enterprise Borrower LLC                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $299138.56    | 0.05%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                        | United Overseas Bank Ltd.                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $585377.77    | 0.10%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                                 | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    340000 | PA      | $217716.46    | 0.04%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    125000 | PA      | $127366.00    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                         | Itau Unibanco Holding SA                                                                      | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $396439.68    | 0.07%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3040841 | PA      | $2613481.12   | 0.47%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                   | Videotron Ltd.                                                                                | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $446587.18    | 0.08%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1                               | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665449 | PA      | $649766.75    | 0.12%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99148.66     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                         | Tricon Residential Trust, Series 2024-SFR3, Class C                                           | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1997909.80   | 0.36%             | 2041-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5524, Class FB                                                           | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2270125 | PA      | $2267671.41   | 0.41%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                     | Scalelogix Abs Us Issuer LLC, Series 2025-1A, Class B                                         | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998983.60    | 0.18%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                                 | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289812 | PA      | $286409.15    | 0.05%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                            | Hexion Holdings Corp., Class Senior Secured First Lien Term Loan                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103327 | PA      | $103308.88    | 0.02%             | 2029-03-15      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $294501.80    | 0.05%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148227.66    | 0.03%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2025-BNK50, Class XA                                                             | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11763356 | PA      | $336389.62    | 0.06%             | 2068-05-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $361223.73    | 0.06%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV3, Class A1                                        | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1803361 | PA      | $1833077.62   | 0.33%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917292 | PA      | $949261.60    | 0.17%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268473.40    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                               | Finastra USA, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 31772YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $44863.43     | 0.01%             | 2032-09-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                            | AAR Escrow Issuer LLC                                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72109.77     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237046.50    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    131000 | PA      | $136234.50    | 0.02%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     59251 | PA      | $56769.52     | 0.01%             | 2029-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                                 | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $234695.39    | 0.04%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                       | Gainwell Acquisition Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204682 | PA      | $201816.27    | 0.04%             | 2027-10-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    145000 | PA      | $144924.60    | 0.03%             | 2032-06-30      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243179.67    | 0.04%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    242000 | PA      | $251601.13    | 0.05%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135141.89    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1157030 | PA      | $940567.02    | 0.17%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                              | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501396.35    | 0.09%             | 2038-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                          | Essential Properties LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165717.35    | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238505.86    | 0.04%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust, Series 2025-2, Class A2                                         | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $905368.32    | 0.16%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-3, Class A1                                           | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2339044 | PA      | $2364297.89   | 0.42%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545108.54    | 0.10%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    422000 | PA      | $427829.38    | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, Class Senior Secured First Lien Term Loan                                    | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104738 | PA      | $105368.54    | 0.02%             | 2032-05-06      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                    | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                       | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249484.40    | 0.04%             | 2042-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $184370.00    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    236000 | PA      | $240599.05    | 0.04%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2020-2, Class A1A                                           | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1851476 | PA      | $1695463.34   | 0.30%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV1, Class A3                                        | CUSIP: 92539FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604460 | PA      | $605417.28    | 0.11%             | 2068-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     83581 | PA      | $82257.13     | 0.01%             | 2031-05-01      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366346.40    | 0.07%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471347.72    | 0.08%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd., Class Senior Secured First Lien Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     24938 | PA      | $24633.51     | 0.00%             | 2030-10-08      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    144936 | PA      | $144364.29    | 0.03%             | 2028-01-18      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                              | Victra Holdings LLC                                                                           | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $398953.64    | 0.07%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                                     | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $292447.92    | 0.05%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Banco Industrial SA                                              | Banco Industrial SA                                                                           | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | GT        |    500000 | PA      | $499250.00    | 0.09%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3645580 | PA      | $3771533.35   | 0.68%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS Trust, Series 2024-TI, Class A                                                          | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $121855.48    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215584.95    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                       | Colonial Enterprises, Inc.                                                                    | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $177457.40    | 0.03%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class XA                         | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7823404 | PA      | $78895.11     | 0.01%             | 2050-07-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212189.28    | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                                          | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $691939.19    | 0.12%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2025-31, Class FA                                                         | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353002 | PA      | $2365117.64   | 0.42%             | 2054-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                  | DataBank Issuer, Series 2023-1A, Class A2                                                     | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499522.00    | 0.09%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                              | Block Financial LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $321700.26    | 0.06%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, Class Senior Secured First Lien Term Loan               | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    124687 | PA      | $123702.94    | 0.02%             | 2032-03-08      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class A3           | CUSIP: 06427DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189613 | PA      | $187718.00    | 0.03%             | 2050-02-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235214.93    | 0.04%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GBT U.S. III LLC                                                 | GBT U.S. III LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39800 | PA      | $39933.33     | 0.01%             | 2031-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50421.03     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    148000 | PA      | $151798.57    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2025-1A, Class A                                                          | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593229 | PA      | $612637.71    | 0.11%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                  | Nissan Motor Acceptance Co. LLC                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140135.32    | 0.03%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners, Inc.                              | Green Infrastructure Partners, Inc., Class Senior Secured First Lien Term Loan                | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230503.70    | 0.04%             | 2032-09-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241726.02    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2024-1A, Class B                                                          | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443135 | PA      | $460308.99    | 0.08%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EFMT                                                             | EFMT, Series 2025-INV4, Class M1                                                              | CUSIP: 26846DAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1511616.00   | 0.27%             | 2070-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                          | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    191000 | PA      | $143418.79    | 0.03%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163149.40    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 31427MV81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4235353 | PA      | $3611374.84   | 0.65%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97233.84     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN32, Class A4                                                              | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $200923.23    | 0.04%             | 2054-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     94761 | PA      | $95227.88     | 0.02%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                         | Cougar JV Subsidiary LLC                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69201.47     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39350000 | PA      | $33932458.06  | 6.07%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119872.39    | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                              | Canacol Energy Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | DBT              | CORP              | CA        |    200000 | PA      | $69250.00     | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DQLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1504414 | PA      | $1552466.55   | 0.28%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    549000 | PA      | $575065.84    | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399355.50    | 0.07%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $600781.08    | 0.11%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C9, Class A5                                                | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223997.55    | 0.04%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     29400 | PA      | $29436.75     | 0.01%             | 2028-09-29      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    198101 | PA      | $211849.72    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                      | Midwest Gaming Borrower LLC                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $131324.00    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58501.08     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B14, Class ASB                                          | CUSIP: 08162YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124785 | PA      | $122211.05    | 0.02%             | 2062-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94653.52     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    299000 | PA      | $300241.42    | 0.05%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224952.86    | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-3, Class C                                      | CUSIP: 83390JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503284.60    | 0.09%             | 2034-08-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23207.15     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    635000 | PA      | $522854.34    | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                      | Evergy Kansas Central, Inc.                                                                   | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    269000 | PA      | $272873.24    | 0.05%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     90000 | PA      | $90440.10     | 0.02%             | 2032-08-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes                        | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A                             | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671389 | PA      | $637417.00    | 0.11%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1605448 | PA      | $1600531.24   | 0.29%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     21858 | PA      | $21751.62     | 0.00%             | 2029-04-16      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                          | Mavis Tire Express Services Topco Corp.                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39841.32     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109475.09    | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77041.34     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164608.76    | 0.03%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226740.83    | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp.                                                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143979.04    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177712.33    | 0.03%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841507 | PA      | $851621.67    | 0.15%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $474461.61    | 0.08%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP        | Phillips Edison Grocery Center Operating Partnership I LP                                     | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    296000 | PA      | $302696.73    | 0.05%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                              | Flowers Foods, Inc.                                                                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    234000 | PA      | $238509.00    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DSZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2584386 | PA      | $2640997.78   | 0.47%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    487000 | PA      | $483392.29    | 0.09%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    396203 | PA      | $423699.43    | 0.08%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP, Class Senior Secured First Lien Term Loan                                | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49501 | PA      | $49528.16     | 0.01%             | 2030-10-23      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70105.07     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR10, Class B                                                             | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $381329.84    | 0.07%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141628 | PA      | $141583.82    | 0.03%             | 2029-01-29      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                            | Miter Brands Acquisition Holdco, Inc.                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138763.53    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                         | Pret LLC, Series 2025-NPL7, Class A1                                                          | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    978104 | PA      | $981742.18    | 0.18%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                        | Guatemala Government Bond                                                                     | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $299250.00    | 0.05%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                                     | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    234000 | PA      | $240993.90    | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24438 | PA      | $24480.62     | 0.00%             | 2029-03-19      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2013-1A, Class BR                                                       | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002372.30   | 0.18%             | 2030-10-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168232 | PA      | $164493.86    | 0.03%             | 2031-06-06      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Spectris                                                         | Spectris, Class Senior Secured First Lien Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     50000 | PA      | $50156.25     | 0.01%             | 2032-09-24      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                       | VOLT C LLC, Series 2021-NPL9, Class A1                                                        | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149801 | PA      | $149867.72    | 0.03%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The), Series 2025                                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    161000 | PA      | $171678.65    | 0.03%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                             | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                               | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001986.70   | 0.18%             | 2038-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                   | Ardonagh Group Finco Pty. Ltd., Class Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    124688 | PA      | $124324.03    | 0.02%             | 2031-02-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    204000 | PA      | $190059.77    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                         | Pret LLC, Series 2024-NPL6, Class A1                                                          | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-O            | CORP              | US        |   1486965 | PA      | $1491337.11   | 0.27%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2024-1A, Class A                                              | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528919 | PA      | $513108.17    | 0.09%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98398.15     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                       | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420062.28    | 0.08%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2025-5C12, Class AS                                                | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $422134.28    | 0.08%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62078.70     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177978.64    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $443759.43    | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-58, Class HP                                                                | CUSIP: 38382RCM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    998602 | PA      | $896764.20    | 0.16%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                   | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227370 | PA      | $1238019.07   | 0.22%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45680.72     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                   | RealPage, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $29982.72     | 0.01%             | 2028-04-24      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR2, Class A                                         | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675330 | PA      | $2574109.87   | 0.46%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                     | Acu Petroleo Luxembourg Sarl                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    221049 | PA      | $224524.06    | 0.04%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2021-B31, Class A5                                           | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $222868.38    | 0.04%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                          | Savor Acquisition, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63966 | PA      | $64420.31     | 0.01%             | 2032-02-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                            | Ashtead Capital, Inc.                                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206417.41    | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                              | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501010.00    | 0.09%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Acuris Finance U.S., Inc.                                        | Acuris Finance U.S., Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 00510DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52981 | PA      | $53063.70     | 0.01%             | 2028-02-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                | Gulfstream Natural Gas System LLC                                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174278.15    | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112537.27    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                     | Academy Ltd.                                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165423.11    | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298798.13    | 0.05%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                          | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1548043.21   | 0.28%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61563.18     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                            | NBM US Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    200000 | PA      | $202892.54    | 0.04%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2021-8, Class A1                                           | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395995 | PA      | $367228.57    | 0.07%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XNG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2519444 | PA      | $2169389.00   | 0.39%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C                  | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223194.30    | 0.04%             | 2049-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340026.76    | 0.06%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                             | Mexico Generadora de Energia S de rl                                                          | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    438872 | PA      | $448491.20    | 0.08%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                               | BMO MORTGAGE TRUST, Series 2023-C6, Class ASB                                                 | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $269014.63    | 0.05%             | 2056-09-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216381.50    | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C16, Class A5                                               | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99233.03     | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140W1YK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200434 | PA      | $3218273.41   | 0.58%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP                                                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248604.78    | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235123.12    | 0.04%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR4, Class C                                         | CUSIP: 74334JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2357483.75   | 0.42%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262340.26    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                    | Seaspan Corp.                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    210000 | PA      | $202674.17    | 0.04%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                    | Rentokil Terminix Funding LLC                                                                 | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203872.60    | 0.04%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200734.69    | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    142062 | PA      | $131051.78    | 0.02%             | 2031-12-31      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XRY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924196 | PA      | $826913.19    | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                   | Interstate Power and Light Co.                                                                | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155645.72    | 0.03%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77550.30     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2022-23, Class BA                                                                | CUSIP: 38383MKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    908410 | PA      | $846081.88    | 0.15%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112220.53    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                     | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     41845 | PA      | $41635.56     | 0.01%             | 2031-01-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp.                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123509.66    | 0.02%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                        | KREF Ltd., Series 2021-FL2, Class AS                                                          | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    210000 | PA      | $209397.72    | 0.04%             | 2039-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                            | Theorem Funding Trust, Series 2023-1A, Class A                                                | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9910 | PA      | $9922.02      | 0.00%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                   | EG America LLC, Class Senior Secured First Lien Term Loan                                     | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30260 | PA      | $30472.91     | 0.01%             | 2028-02-07      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24976.79     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                            | Corpay Technologies Operating Co. LLC, Class Senior Secured First Lien Term Loan              | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     19850 | PA      | $19840.77     | 0.00%             | 2028-04-28      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                     | Vestis Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |     89094 | PA      | $84193.59     | 0.02%             | 2031-02-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                         | Virgin Media Bristol LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $103687.50    | 0.02%             | 2031-03-31      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                  | AdaptHealth LLC                                                                               | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57274.40     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $311822.25    | 0.06%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    318000 | PA      | $316594.45    | 0.06%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                  | NEP Group, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110448 | PA      | $110125.58    | 0.02%             | 2026-08-19      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    292000 | PA      | $255994.54    | 0.05%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                              | Wind River CLO Ltd., Series 2021-3A, Class D1AR                                               | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506316.75    | 0.09%             | 2038-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $318526.25    | 0.06%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                         | Agree LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    376000 | PA      | $392116.09    | 0.07%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                                         | Dividend Solar Loans LLC, Series 2018-1, Class B                                              | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378052 | PA      | $349615.49    | 0.06%             | 2038-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27150000 | PA      | $23606182.72  | 4.23%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2016-DC2, Class C                                           | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $203438.04    | 0.04%             | 2049-02-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                      | DG Investment Intermediate Holdings 2, Inc., Class Senior Secured First Lien Term Loan        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $251146.25    | 0.04%             | 2032-07-09      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                         | Apro LLC, Class Senior Secured First Lien Term Loan                                           | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114124 | PA      | $114209.21    | 0.02%             | 2031-07-09      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $410336.82    | 0.07%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                                           | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174225.89    | 0.03%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                   | Mong Duong Finance Holdings BV                                                                | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    508200 | PA      | $503272.55    | 0.09%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                          | Cometa Energia SA de CV                                                                       | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    227400 | PA      | $237842.89    | 0.04%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class C                               | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410463.59    | 0.07%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $312078.10    | 0.06%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122548.98    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                       | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228699.25    | 0.04%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| MX Holdings U.S., Inc.                                           | MX Holdings U.S., Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |     24938 | PA      | $24999.84     | 0.00%             | 2032-03-17      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79824.17     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129170.50    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235242.05    | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., Class Senior Secured Second Lien Term Loan                      | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24831.25     | 0.00%             | 2032-06-07      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR2, Class A                                                         | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2075941.98   | 0.37%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    541000 | PA      | $539458.34    | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                              | Ascend Learning LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233809 | PA      | $233820.55    | 0.04%             | 2028-12-11      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                        | SERVPRO Master Issuer LLC, Series 2024-1A, Class A2                                           | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492500 | PA      | $509678.60    | 0.09%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                   | Victory Capital Holdings, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 92645DAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29981.40     | 0.01%             | 2032-09-10      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                       | Zelis Payments Buyer, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    109550 | PA      | $109686.69    | 0.02%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88328.69     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    595000 | PA      | $596724.97    | 0.11%             | 2027-09-10      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194567.75    | 0.03%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DTU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2685087 | PA      | $2748265.08   | 0.49%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                 | Adani Transmission Step-One Ltd.                                                              | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    556000 | PA      | $505399.16    | 0.09%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333121.98    | 0.06%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NYA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010000 | PA      | $2041072.37   | 0.37%             | 2030-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                      | APH Somerset Investor 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $120111.75    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    159200 | PA      | $159125.18    | 0.03%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130294.58    | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     63029 | PA      | $63014.90     | 0.01%             | 2029-04-13      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    590000 | PA      | $478968.33    | 0.09%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                                 | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $327298.80    | 0.06%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3801829 | PA      | $3399170.83   | 0.61%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN38, Class A5                                                              | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $264793.83    | 0.05%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                              | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    554000 | PA      | $563285.19    | 0.10%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167596.32    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    359000 | PA      | $359921.55    | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $445791.28    | 0.08%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2023-BNK46, Class XA                                                             | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5994771 | PA      | $207639.08    | 0.04%             | 2056-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                       | Froneri International Ltd., Class Senior Secured First Lien Term Loan                         | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    255000 | PA      | $254766.68    | 0.05%             | 2032-07-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $388412.32    | 0.07%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                     | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | CUSIP: N/A<br>LEI: 5493000A332Y142SOW84       | Long             | STIV             | RF                | US        |   5443799 | NS      | $5443798.98   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    659000 | PA      | $456183.64    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DUXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2417070 | PA      | $2387638.12   | 0.43%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    262000 | PA      | $274743.10    | 0.05%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    100000 | PA      | $99700.00     | 0.02%             | 2032-04-16      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2596436 | PA      | $2204908.66   | 0.39%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    258000 | PA      | $256109.63    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                       | Team Health Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $79750.13     | 0.01%             | 2028-06-30      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class A                        | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $281816.92    | 0.05%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                          | Commonwealth Edison Co.                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    511000 | PA      | $543884.03    | 0.10%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2746810 | PA      | $2863631.16   | 0.51%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2019-BN23, Class A3                                                              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $150959.02    | 0.03%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82190.50     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19027 | PA      | $18004.13     | 0.00%             | 2029-11-15      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                              | Verde Purchaser LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     44712 | PA      | $44323.43     | 0.01%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                      | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304666.20    | 0.05%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                | Consolidated Communications, Inc.                                                             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227812.50    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2018-BN14, Class A3                                                              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198339.20    | 0.04%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     79600 | PA      | $79640.60     | 0.01%             | 2032-02-10      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V16, Class A3                                           | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $260153.15    | 0.05%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                     | Sabey Data Center Issuer LLC, Series 2024-1, Class A2                                         | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $661295.96    | 0.12%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103703.00    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101632.60    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                               | Subway Funding LLC, Series 2024-1A, Class A23                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297750 | PA      | $311514.12    | 0.06%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2022-M2, Class A2                                                         | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909000 | PA      | $1728565.14   | 0.31%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                           | AL Candelaria Spain SA                                                                        | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    250000 | PA      | $227392.50    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -65 | NC      | $-11935.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    143725 | PA      | $143658.09    | 0.03%             | 2030-11-06      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                | Solstice Advanced Materials, Inc.                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30117.87     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2022-BNK43, Class C                                                              | CUSIP: 06541QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $281171.29    | 0.05%             | 2055-08-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                   | Watco Cos. LLC                                                                                | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $150207.69    | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409718.46    | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-5, Class A1                                                             | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984541 | PA      | $986203.08    | 0.18%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2019-5, Class FE                                                          | CUSIP: 3136B3K74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2319668 | PA      | $2280355.26   | 0.41%             | 2049-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class C                                      | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507899.90    | 0.09%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR10, Class AS                                                            | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $334103.09    | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                     | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: L2000AAG5<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     80000 | PA      | $80012.40     | 0.01%             | 2031-01-31      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                | Alera Group, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90436.95     | 0.02%             | 2032-05-31      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     73928 | PA      | $74246.45     | 0.01%             | 2028-08-21      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                         | AI Aqua Merger Sub, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    227508 | PA      | $228214.25    | 0.04%             | 2028-07-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-4, Class A1                                                             | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1941313 | PA      | $1947331.79   | 0.35%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148813.98    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467656.18    | 0.08%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                          | BDS LLC, Series 2022-FL11, Class B                                                            | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $281311.80    | 0.05%             | 2039-03-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101898.92    | 0.02%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893792 | PA      | $894330.66    | 0.16%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ExteNet Issuer LLC                                               | ExteNet Issuer LLC, Series 2024-1A, Class B                                                   | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507744.90    | 0.09%             | 2054-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                            | Veritiv Operating Co.                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91330.63     | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                  | Eastern Energy Gas Holdings LLC                                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238735.22    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                           | Cengage Learning, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     29701 | PA      | $29660.49     | 0.01%             | 2031-03-24      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $195380.60    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd. (The)                                     | Boots Group Bidco Ltd. (The), Class Senior Secured First Lien Term Loan                       | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     75000 | PA      | $75296.63     | 0.01%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180773.38    | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    114000 | PA      | $120053.33    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    318000 | PA      | $316149.34    | 0.06%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-2A, Class B                                          | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416781 | PA      | $417635.37    | 0.07%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    503000 | PA      | $517340.46    | 0.09%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                           | 200 Park Funding Trust                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253490.21    | 0.05%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Petrochem LLC                                         | INEOS U.S. Petrochem LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38964 | PA      | $35391.81     | 0.01%             | 2029-04-02      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                   | Dcli Bidco LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208144.40    | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                                 | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $247323.36    | 0.04%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2020-BN26, Class A2                                                              | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299416 | PA      | $283668.88    | 0.05%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                  | MV24 Capital BV                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    439392 | PA      | $436517.45    | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247231.03    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5527, Class FD                                                           | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2252811 | PA      | $2257541.07   | 0.40%             | 2054-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class C            | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $258270.04    | 0.05%             | 2049-07-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                            | Suzano Netherlands BV                                                                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    179000 | PA      | $179290.88    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                             | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150830.02    | 0.03%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Continental SAECA                                          | Banco Continental SAECA                                                                       | CUSIP: N/A<br>LEI: 8945005Q0D60A6FCEM55       | Long             | DBT              | CORP              | PY        |    150000 | PA      | $149527.46    | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                  | AEP Texas, Inc.                                                                               | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93421.47     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A2                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $358640.31    | 0.06%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XMK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4070752 | PA      | $3638603.49   | 0.65%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                           | Colossus Acquireco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    245000 | PA      | $243775.00    | 0.04%             | 2032-07-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II Sarl                                | Chile Electricity Lux MPC II Sarl                                                             | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $412999.08    | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    500000 | PA      | $498282.30    | 0.09%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B13, Class A3                                           | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $329485.10    | 0.06%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                       | United Natural Foods, Inc.                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366102.56    | 0.07%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd.                                        | Marble Point CLO XIX Ltd., Series 2020-3A, Class AR2                                          | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501759.80    | 0.09%             | 2038-10-19      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                 | CSN Resources SA                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170191.42    | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                             | LoanCore Issuer Ltd., Series 2021-CRE5, Class A                                               | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18200 | PA      | $18228.64     | 0.00%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM2, Class A1                                                         | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683817 | PA      | $685337.10    | 0.12%             | 2062-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    481000 | PA      | $438065.61    | 0.08%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    246000 | PA      | $261525.13    | 0.05%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                      | Jack in the Box Funding LLC, Series 2022-1A, Class A2II                                       | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232500 | PA      | $208487.77    | 0.04%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $80054.60     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM3, Class A3                                                         | CUSIP: 67117PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617822 | PA      | $620286.50    | 0.11%             | 2063-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                   | Park Intermediate Holdings LLC                                                                | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $417836.07    | 0.07%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     19586 | PA      | $18997.94     | 0.00%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-2, Class B                                      | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517064.75   | 0.27%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2025-5YR17, Class AS                                                            | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516216.80    | 0.09%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238229.59    | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5527, Class FC                                                           | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2260128 | PA      | $2264873.74   | 0.41%             | 2054-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120889.04    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81504.07     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust             | WaMu Mortgage-Backed Pass-Through Certificates Trust, Series 2006-AR16, Class 2A1             | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317721 | PA      | $283690.91    | 0.05%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    251000 | PA      | $250322.32    | 0.04%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72645.93     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class A3                              | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $361824.89    | 0.06%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2242266 | PA      | $2301758.63   | 0.41%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    155000 | PA      | $155504.53    | 0.03%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                 | GFL Environmental Services, Inc., Class Senior Secured First Lien Term Loan                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    125000 | PA      | $125125.00    | 0.02%             | 2032-03-03      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Golden State Foods                                               | Golden State Foods LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49613 | PA      | $49797.40     | 0.01%             | 2031-12-04      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                | Nexa Resources SA                                                                             | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    211000 | PA      | $216915.39    | 0.04%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35726.78     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339578.35    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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