# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-26-245110
**Filing Date:** 2026-5
**Character Count:** 727559
**Document Hash:** c8cf8f43b33e8c0352cb9efc9e9f77a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245110.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245110

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 261035054

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

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

## Series and Classes Contracts Data

### DoubleLine Core Fixed Income Fund (Series ID: S000028164)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000086128 | Class I      | DBLFX           |
| C000086129 | Class N      | DLFNX           |
| C000213585 | Class R6     | DDCFX           |
| C000265918 | I2           |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

- **b. EDGAR series identifier (if any):** S000028164

- **c. LEI of Series:** 54930038X7YEPHHCZD13

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6948188304.63

**Total Liabilities:** $112376070.34

**Net Assets:** $6835812234.29

**Delayed Delivery Securities:** $32298788.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1470.000000000000 | **1-Year:** 127227.000000000000 | **5-Year:** 1059171.000000000000 | **10-Year:** 719073.000000000000 | **30-Year:** 208057.000000000000

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

- **3-Month:** 2675.000000000000 | **1-Year:** 42699.000000000000 | **5-Year:** 240926.000000000000 | **10-Year:** 155585.000000000000 | **30-Year:** 12539.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086128 | 0.34%                | 1.29%                | -2.10%               |
| Class ID C000086129 | 0.32%                | 1.27%                | -2.13%               |
| Class ID C000213585 | 0.34%                | 1.40%                | -2.20%               |
| Class ID C000265918 | 0.34%                | 1.29%                | -2.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $857923.69               | $1245970.26                                |
| Month 2  | $-1968914.42             | $64662204.64                               |
| Month 3  | $-2143033.91             | $-138521754.55                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6415733 | PA      | $6459918.05   | 0.09%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261254 | PA      | $421033.83    | 0.01%             | 2037-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286081 | PA      | $380172.40    | 0.01%             | 2037-08-25      | Floating      | 22.97%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572762.58    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Beacon DoubleLine Sel                  | American Beacon DoubleLine Select Income Fund                                    | CUSIP: 02452A668<br>LEI: N/A                  | Long             | EC               | RF                | US        |  27534253 | NS      | $260198688.19 | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                              | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6198000 | PA      | $6156735.08   | 0.09%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                   | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3296957.39   | 0.05%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                   | Anthelion CLO 2025-1 Ltd                                                         | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000954.80   | 0.01%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                              | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |   1305000 | PA      | $1321256.39   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                          | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13299703 | PA      | $3574695.54   | 0.05%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5608000 | PA      | $5708814.46   | 0.08%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5704132.00   | 0.08%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V21 Mortgage Trust                                                | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4805000 | PA      | $4864344.87   | 0.07%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1997064.40   | 0.03%             | 2030-11-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2005-28                                          | CUSIP: 126694PM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133534 | PA      | $65812.69     | 0.00%             | 2019-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1724100.43   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $369341.58    | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                        | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2854477.76   | 0.04%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2026-INV1                                   | CUSIP: 24381GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980636 | PA      | $971765.41    | 0.01%             | 2070-12-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551649 | PA      | $497962.20    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128S15P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625224 | PA      | $584388.11    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27559383 | PA      | $24511225.42  | 0.36%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16006422 | PA      | $16317265.67  | 0.24%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12023673 | PA      | $12303914.34  | 0.18%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4057307 | PA      | $3821049.84   | 0.06%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13270000 | PA      | $12076607.67  | 0.18%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17317 | PA      | $1399.11      | 0.00%             | 2039-07-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398SQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24051 | PA      | $23950.55     | 0.00%             | 2040-12-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XMAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25622188 | PA      | $22000715.45  | 0.32%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3987 | PA      | $3919.30      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $655226.65    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21852560 | PA      | $18826599.47  | 0.28%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8347887 | PA      | $7395099.73   | 0.11%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ADRV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13508350 | PA      | $11472077.28  | 0.17%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                         | GSR Mortgage Loan Trust 2006-3F                                                  | CUSIP: 362334HH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010534 | PA      | $861939.96    | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                          | GSAA Trust                                                                       | CUSIP: 362341AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2086 | PA      | $2062.03      | 0.00%             | 2035-05-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                         | GSR Mortgage Loan Trust 2006-OA1                                                 | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22702102 | PA      | $4488591.48   | 0.07%             | 2046-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                   | GM Financial Consumer Automobile Receivables Trust 2024-1                        | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2632658 | PA      | $2643336.15   | 0.04%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    756000 | PA      | $744699.39    | 0.01%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                            | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $195749.33    | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565489.57    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826045.86    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641302.50    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $578620.32    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231821.78    | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                              | Industrial F&B Investments III Inc                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500570.20    | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $488675.00    | 0.01%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd                                                                  | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3003536.10   | 0.04%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |   1100000 | PA      | $1176224.50   | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $463557.97    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $481466.91    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    830000 | PA      | $860497.88    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    780000 | PA      | $761713.13    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1170000 | PA      | $1159576.12   | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AX6986878<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1980000 | PA      | $1973932.49   | 0.03%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    330000 | PA      | $326906.25    | 0.00%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |   1023588 | PA      | $1027682.77   | 0.02%             | 2028-08-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION                        | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    713446 | PA      | $659637.68    | 0.01%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    444288 | PA      | $434571.83    | 0.01%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    258771 | PA      | $258609.61    | 0.00%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BU3620418<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $491541.45    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   5400000 | PA      | $47250.00     | 0.00%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                        | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |    321866 | PA      | $324642.47    | 0.00%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                             | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   1050000 | PA      | $1051496.25   | 0.02%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4612350.34   | 0.07%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $1303920.00   | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    615000 | PA      | $615179.46    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1333984.79   | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12796754 | PA      | $12689118.45  | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1C77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6857662 | PA      | $1145643.82   | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2932020 | PA      | $2540539.02   | 0.04%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229787 | PA      | $130866.20    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1584812 | PA      | $1589170.03   | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                              | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   5054000 | PA      | $4718366.29   | 0.07%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400840 | PA      | $169734.13    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                           | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1127434.60   | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARBON LEVEL MITIGATION TRUST                   | Carbon Level Mitigation Trust Series 2021-5                                      | CUSIP: 14116CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17389237 | PA      | $10480371.46  | 0.15%             | 2051-10-13      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2024-P3                                           | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5450000 | PA      | $5445167.49   | 0.08%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605689.83    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                              | Cenovus Energy Inc                                                               | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   2521000 | PA      | $2509347.56   | 0.04%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                             | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4791000 | PA      | $4933968.95   | 0.07%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4534000 | PA      | $4007696.45   | 0.06%             | 2056-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5674000 | PA      | $4836804.14   | 0.07%             | 2065-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4413000 | PA      | $3443021.72   | 0.05%             | 2065-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12945062 | PA      | $10877890.89  | 0.16%             | 2065-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    810000 | PA      | $849131.30    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                              | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5038000 | PA      | $4937460.01   | 0.07%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44940 | PA      | $31105.42     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2022-GC48                                    | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4594000 | PA      | $4549853.96   | 0.07%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31394CVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525716 | PA      | $531061.78    | 0.01%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92625 | PA      | $11161.48     | 0.00%             | 2036-10-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415778 | PA      | $490588.37    | 0.01%             | 2037-04-25      | Floating      | 12.34%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107601 | PA      | $108540.04    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3171960 | PA      | $31.72        | 0.00%             | 2049-04-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156881 | PA      | $158982.73    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FF3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6191525 | PA      | $5364878.48   | 0.08%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NXPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7045000 | PA      | $7257151.02   | 0.11%             | 2035-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20600174 | PA      | $20556666.45  | 0.30%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSE73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4671209 | PA      | $4680510.92   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48574581 | PA      | $40314015.30  | 0.59%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15445502 | PA      | $15817973.35  | 0.23%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NXSV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17105000 | PA      | $17571266.56  | 0.26%             | 2035-03-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8081841 | PA      | $6852923.67   | 0.10%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BJGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244971 | PA      | $244154.46    | 0.00%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31394KZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20245 | PA      | $21392.53     | 0.00%             | 2033-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W5AV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45505799 | PA      | $37693574.78  | 0.55%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XL3A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7186523 | PA      | $7344533.02   | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LY29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11458 | PA      | $662.10       | 0.00%             | 2038-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25963 | PA      | $1934.96      | 0.00%             | 2038-02-15      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BL95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1682747 | PA      | $1566599.75   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10961516 | PA      | $10874942.22  | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370891 | PA      | $366937.84    | 0.01%             | 2040-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427QWW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24981216 | PA      | $25188884.57  | 0.37%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                   | First Franklin Mortgage Loan Trust 2006-FF15                                     | CUSIP: 32028GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15984000 | PA      | $14032236.92  | 0.21%             | 2036-11-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15738987 | PA      | $157.39       | 0.00%             | 2049-05-10      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                  | First Horizon Alternative Mortgage Securities Trust 2006-RE1                     | CUSIP: 32051RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30355 | PA      | $18012.53     | 0.00%             | 2035-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                             | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   5949000 | PA      | $6014189.50   | 0.09%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2026-NQM1                                    | CUSIP: 36276EAF7<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |    242477 | PA      | $241315.30    | 0.00%             | 2066-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377QY84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    956087 | PA      | $938286.38    | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EF85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12112449 | PA      | $1957976.12   | 0.03%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383AJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17453053 | PA      | $3286559.99   | 0.05%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                          | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1230672.53   | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                        | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1210474.17   | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2391139 | PA      | $2172112.69   | 0.03%             | 2041-09-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                               | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194209.68    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                        | Industrial Subordinated Trust 2 0                                                | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | GT        |    600000 | PA      | $600750.00    | 0.01%             | 2036-04-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18466019 | PA      | $184.66       | 0.00%             | 2049-06-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306640 | PA      | $13.07        | 0.00%             | 2048-08-15      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3079000 | PA      | $3119246.93   | 0.05%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1332043.85   | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                            | LBTY Commercial Mortgage Trust 2026-225L                                         | CUSIP: 50178LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1457335.13   | 0.02%             | 2043-02-10      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 30 Ltd                                                                       | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3984424.00   | 0.06%             | 2031-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust Series 2005-9N                                                   | CUSIP: 525221GM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2644178 | PA      | $2537063.28   | 0.04%             | 2036-02-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2435426.07   | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5817000 | PA      | $5914970.32   | 0.09%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                         | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAK3<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |    498274 | PA      | $492957.80    | 0.01%             | 2061-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2321274.55   | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2406863.75   | 0.04%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589231.92    | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-AF1               | CUSIP: 65535AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483026 | PA      | $82211.33     | 0.00%             | 2036-10-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   4882000 | PA      | $4502396.57   | 0.07%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2026-NQM2 Trust                                                              | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   2460825 | PA      | $2443638.01   | 0.04%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2485107.92   | 0.04%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                       | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2540556.98   | 0.04%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    845000 | PA      | $808530.63    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1004083.47   | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3005154.00   | 0.04%             | 2031-10-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $2717672.77   | 0.04%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2874786.72   | 0.04%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    495000 | PA      | $489833.88    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                           | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2451944.00   | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                  | Long Beach Mortgage Loan Trust 2006-3                                            | CUSIP: 542514UK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12513178 | PA      | $3692812.64   | 0.05%             | 2046-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                      | MAPS 2026-1 Trust                                                                | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2963634 | PA      | $2908160.82   | 0.04%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LXIII Ltd                                                   | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001006.80   | 0.01%             | 2038-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                    | Marcobre SAC                                                                     | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $290028.00    | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1052084.83   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                  | Merck & Co Inc                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   6002000 | PA      | $5964749.07   | 0.09%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                  | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610373 | PA      | $484912.81    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4581000 | PA      | $4684945.32   | 0.07%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2413299.87   | 0.04%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2487177.35   | 0.04%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   6376000 | PA      | $6323705.96   | 0.09%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461306.30    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1621421.14   | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2025-SFR5 Trust                                             | CUSIP: 74334RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2397522 | PA      | $2257784.51   | 0.03%             | 2042-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2026-NQM1 Trust                                                             | CUSIP: 74391DAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5001770.00   | 0.07%             | 2071-02-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1330232.64   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203250.67    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1509 | PA      | $0.02         | 0.00%             | 2021-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                       | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3970000 | PA      | $3992087.49   | 0.06%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS3 Trust                                                       | CUSIP: 75116BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489318 | PA      | $406231.95    | 0.01%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-R1                                   | CUSIP: 76113MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109848 | PA      | $92147.35     | 0.00%             | 2046-01-25      | Floating      | 13.23%                | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $580662.03    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                     | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   5063000 | PA      | $5062066.33   | 0.07%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2872948.62   | 0.04%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4110000 | PA      | $3536701.85   | 0.05%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1134822.46   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    485000 | PA      | $491719.68    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                               | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4930514.00   | 0.07%             | 2035-01-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                               | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   1100000 | PA      | $1095600.00   | 0.02%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1205000 | PA      | $1130178.92   | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16505276 | PA      | $11248812.56  | 0.16%             | 2037-04-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LT                  | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | CN        |    732202 | PA      | $734032.73    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                  | SoFi Consumer Loan Program 2025-4 Trust                                          | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5781949.24   | 0.08%             | 2035-08-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    622000 | PA      | $651266.97    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1588716.82   | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Trust 2021-1                                                    | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197835 | PA      | $188128.88    | 0.00%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                        | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1154827.67   | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                              | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1316688.60   | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                              | Sonoco Products Co                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1193044.36   | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   3400000 | PA      | $3354647.30   | 0.05%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                  | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000771.50   | 0.01%             | 2031-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2023-3                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64838 | PA      | $64901.13     | 0.00%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                            | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4605053.39   | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AG1<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    489953 | PA      | $486046.64    | 0.01%             | 2067-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                        | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |  10271000 | PA      | $10121679.48  | 0.15%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5409446.95   | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust                   | CUSIP: 933638AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182169 | PA      | $1072620.47   | 0.02%             | 2047-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42921 | PA      | $52060.48     | 0.00%             | 2037-06-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4888000 | PA      | $5045608.67   | 0.07%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | CUSIP: 95005BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3601000 | PA      | $3529479.10   | 0.05%             | 2059-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     81658 | PA      | $81921.42     | 0.00%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    119753 | PA      | $120089.70    | 0.00%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    696891 | PA      | $678970.91    | 0.01%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    514631 | PA      | $488657.31    | 0.01%             | 2028-09-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    185504 | PA      | $185816.59    | 0.00%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      1700 | PA      | $1684.67      | 0.00%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    690000 | PA      | $686722.50    | 0.01%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    156400 | PA      | $126553.41    | 0.00%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                           | Blackfin Pipeline LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    543638 | PA      | $547290.74    | 0.01%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                     | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1361588 | PA      | $1362438.49   | 0.02%             | 2032-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                        | Graham Packaging Co Inc                                                          | CUSIP: N/A<br>LEI: 549300YS0ZFT826HIK72       | Long             | LON              | CORP              | US        |    895000 | PA      | $887356.70    | 0.01%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |   1120000 | PA      | $1122240.00   | 0.02%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    235000 | PA      | $235381.88    | 0.00%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    670590 | PA      | $693960.06    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                           | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |   2100000 | PA      | $2081477.37   | 0.03%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    920000 | PA      | $847029.68    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                  | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   1105000 | PA      | $1159435.62   | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1139844 | PA      | $1067629.70   | 0.02%             | 2049-03-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                    | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1687598.39   | 0.02%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wave USA                                        | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5427629 | PA      | $5332683.82   | 0.08%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6916000 | PA      | $7490575.06   | 0.11%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15997289 | PA      | $466703.31    | 0.01%             | 2052-03-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                        | Willis North America Inc                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2742424.00   | 0.04%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    789360 | PA      | $835552.21    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                 | MARB BondCo PLC                                                                  | CUSIP: BN5536097<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1330345.65   | 0.02%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1756092 | PA      | $1725360.39   | 0.03%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    346440 | PA      | $331361.59    | 0.00%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| FORTREA INC                                     | Fortrea Holdings Inc                                                             | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     59794 | PA      | $57731.58     | 0.00%             | 2030-07-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                        | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    821700 | PA      | $797151.71    | 0.01%             | 2031-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                     | Creative Artists Agency LLC                                                      | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    104264 | PA      | $104320.38    | 0.00%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    425000 | PA      | $413338.00    | 0.01%             | 2033-03-07      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   4700000 | PA      | $4683388.79   | 0.07%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2025-SFR2 Trust                                                             | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15700000 | PA      | $15143243.46  | 0.22%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  13650000 | PA      | $8957482.58   | 0.13%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6736000 | PA      | $6484216.74   | 0.09%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   3300000 | PA      | $3173055.57   | 0.05%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5501312.30   | 0.08%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2535000 | PA      | $2667577.91   | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390906.38    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2817442.21   | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |   4896000 | PA      | $4946176.26   | 0.07%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    340000 | PA      | $353017.92    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257466.69    | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2414712.74   | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust                                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4634279.28   | 0.07%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                            | Avilease Capital Ltd                                                             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | SA        |   6514000 | PA      | $6345548.29   | 0.09%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4267000 | PA      | $4364480.43   | 0.06%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4170094 | PA      | $4173634.75   | 0.06%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                      | Airbnb Inc                                                                       | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4916897.91   | 0.07%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2531443.75   | 0.04%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR19                                                                 | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3275609.60   | 0.05%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                   | BAMLL Commercial Mortgage Securities Trust 2016-ISQ                              | CUSIP: 05523GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638666 | PA      | $859149.65    | 0.01%             | 2034-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   4249000 | PA      | $3452861.56   | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4526000 | PA      | $4024659.05   | 0.06%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4208000 | PA      | $4373137.91   | 0.06%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                  | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3510000 | PA      | $3486816.80   | 0.05%             | 2041-04-13      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                       | BXP Trust 2017-GM                                                                | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492000 | PA      | $1456896.67   | 0.02%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498054.80    | 0.01%             | 2037-10-23      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                  | Banc of America Funding 2005-G Trust                                             | CUSIP: 05946XC35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128741 | PA      | $90145.95     | 0.00%             | 2035-10-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                  | Banc of America Funding 2006-2 Trust                                             | CUSIP: 05949QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46791 | PA      | $46694.42     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |   1400000 | PA      | $1237660.06   | 0.02%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   2050000 | PA      | $2020480.00   | 0.03%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                           | Banco Santander Chile                                                            | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   2250000 | PA      | $2223292.50   | 0.03%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3829204.28   | 0.06%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4107000 | PA      | $4179415.49   | 0.06%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $4278460.21   | 0.06%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2022-BNK39                                                                  | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2682000 | PA      | $1804649.68   | 0.03%             | 2055-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2021-BNK32                                                                  | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1740557.41   | 0.03%             | 2054-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355500 | PA      | $2443765.77   | 0.04%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3280000 | PA      | $3365158.97   | 0.05%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2017-BNK8                                                                   | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3978273 | PA      | $30133.83     | 0.00%             | 2050-11-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                    | Barclays Mortgage Loan Trust 2026-NQM1                                           | CUSIP: 06745EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982982 | PA      | $973160.80    | 0.01%             | 2065-12-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                               | Battalion CLO XXIII Ltd                                                          | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3004163.70   | 0.04%             | 2037-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1144831.69   | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                        | Augusta SpinCo Corp                                                              | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2054282.30   | 0.03%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4604621.58   | 0.07%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    695000 | PA      | $716417.12    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2026-FL6 Ltd                                                                | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7080000 | PA      | $7086690.60   | 0.10%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit Clo 2019-4 Ltd                                               | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4990991.00   | 0.07%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |   1200000 | PA      | $1217400.00   | 0.02%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                  | Banc of America Funding 2006-6 Trust                                             | CUSIP: 05950RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68541 | PA      | $59753.19     | 0.00%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd                          | Bayswater Park CLO Ltd                                                           | CUSIP: 072929AQ5<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4999270.00   | 0.07%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                   | Bear Stearns Mortgage Funding Trust 2007-AR5                                     | CUSIP: 07400NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3025107 | PA      | $2689230.55   | 0.04%             | 2047-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200112.64    | 0.00%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                          | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204940.00    | 0.00%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1605000 | PA      | $1582856.87   | 0.02%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2020-BNK28                                                                  | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $888732.35    | 0.01%             | 2063-03-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                             | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5168000 | PA      | $5017994.41   | 0.07%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653000 | PA      | $674211.14    | 0.01%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4990000 | PA      | $5005122.69   | 0.07%             | 2043-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3620000 | PA      | $3599138.30   | 0.05%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Centragas                                       | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3233000 | PA      | $3259063.80   | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-J10                                                  | CUSIP: 12668ABK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56133 | PA      | $31687.12     | 0.00%             | 2035-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                             | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4702000 | PA      | $4070257.24   | 0.06%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001836.00   | 0.07%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1634818.06   | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1747568 | PA      | $1766033.00   | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $1016533.42   | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1923779.94   | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49912184 | PA      | $28954.06     | 0.00%             | 2049-10-10      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2019-A                                             | CUSIP: 17327JBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20924077 | PA      | $17410861.87  | 0.25%             | 2058-10-25      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1447091.59   | 0.02%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                         | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2672973.05   | 0.04%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                             | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2516517.09   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   1782268 | PA      | $12332.40     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1468567.19   | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   2550000 | PA      | $9562.50      | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4517000 | PA      | $4711624.11   | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $70870.38     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | ENEL Finance International NV                                                    | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   2345000 | PA      | $2326167.66   | 0.03%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                         | Essential Utilities Inc                                                          | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2020212.63   | 0.03%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4847000 | PA      | $4772618.13   | 0.07%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10751772 | PA      | $10653612.06  | 0.16%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62559476 | PA      | $55924175.60  | 0.82%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20650367 | PA      | $20657003.00  | 0.30%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27135770 | PA      | $26910314.98  | 0.39%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E0KD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16382736 | PA      | $16692981.63  | 0.24%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KKD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6755688 | PA      | $5804387.19   | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A66C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101340 | PA      | $64800.59     | 0.00%             | 2041-01-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A6XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245278 | PA      | $251553.02    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6145421 | PA      | $5436627.82   | 0.08%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397FEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22648 | PA      | $1910.65      | 0.00%             | 2037-02-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9501 | PA      | $635.32       | 0.00%             | 2038-03-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                     | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   4978000 | PA      | $5097043.89   | 0.07%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                  | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2631000 | PA      | $2344449.90   | 0.03%             | 2057-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4793000 | PA      | $4981658.71   | 0.07%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 5 Ltd                                                            | CUSIP: 090976AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10013288.00  | 0.15%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                         | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $682761.49    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXIII Ltd                                                       | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2511966.75   | 0.04%             | 2037-07-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3729000 | PA      | $3794453.27   | 0.06%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4874000 | PA      | $5015698.39   | 0.07%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust Series 2026-NQM2                                 | CUSIP: 105934AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9729262 | PA      | $9618928.23   | 0.14%             | 2065-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1576604.71   | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398LHN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38176 | PA      | $1352.28      | 0.00%             | 2032-03-15      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398QGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125433 | PA      | $9072.95      | 0.00%             | 2040-05-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J2J64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4612312 | PA      | $3329048.12   | 0.05%             | 2050-12-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NYN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5208970 | PA      | $5218168.68   | 0.08%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NYSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16032000 | PA      | $16133901.80  | 0.24%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17662778 | PA      | $17937923.70  | 0.26%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8226064 | PA      | $8170798.56   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XNFS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5651345 | PA      | $4852840.02   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175313 | PA      | $176793.49    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1398938 | PA      | $1302354.29   | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10655969 | PA      | $10569076.81  | 0.15%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12115877 | PA      | $12273290.91  | 0.18%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21050970 | PA      | $21679186.24  | 0.32%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427RLQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22379378 | PA      | $22193445.85  | 0.32%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                         | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17874 | PA      | $114225.92    | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                          | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4790929.19   | 0.07%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                         | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $4099954.15   | 0.06%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                     | Hubbell Inc                                                                      | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   2783000 | PA      | $2711555.10   | 0.04%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219196 | PA      | $88699.97     | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572003.16    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    690000 | PA      | $534940.27    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                            | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1542901.97   | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6880846 | PA      | $28150.23     | 0.00%             | 2047-11-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                               | Jamestown CLO XII Ltd                                                            | CUSIP: 47047JAU8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002457.40   | 0.03%             | 2038-03-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $564317.65    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5657751.80   | 0.08%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4810000 | PA      | $4822857.13   | 0.07%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6940000 | PA      | $6968301.32   | 0.10%             | 2041-02-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                         | MPLX LP                                                                          | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2524344.35   | 0.04%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                        | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2461840.31   | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                              | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    955000 | PA      | $908750.11    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                      | Mattel Inc                                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1932733.18   | 0.03%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4040000 | PA      | $4050100.00   | 0.06%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2556207 | PA      | $2302670.20   | 0.03%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2021-B33                                                                    | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6380000 | PA      | $5643336.49   | 0.08%             | 2043-10-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                             | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5749362.88   | 0.08%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2006-A2                               | CUSIP: 17309CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43610 | PA      | $41446.82     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2007-OPX1                                          | CUSIP: 17311FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3587365 | PA      | $1586819.67   | 0.02%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QTY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31270 | PA      | $771.77       | 0.00%             | 2039-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397UVX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328741 | PA      | $328074.04    | 0.00%             | 2041-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3318 | PA      | $266.27       | 0.00%             | 2040-01-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1179429.00   | 0.02%             | 2034-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                        | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1106814.24   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740657.24    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 175190499 | NS      | $175190498.79 | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Inc                      | Morgan Stanley ABS Capital I Inc Trust 2006-HE5                                  | CUSIP: 61749NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6911805 | PA      | $3438456.52   | 0.05%             | 2036-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2404720.95   | 0.04%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34222827 | PA      | $30853719.41  | 0.45%             | 2065-03-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2006-A5                               | CUSIP: 18974BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26246 | PA      | $22084.84     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4070000 | PA      | $3458192.72   | 0.05%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   5656000 | PA      | $5553994.38   | 0.08%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1885344.81   | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2026-INV1                                   | CUSIP: 24381GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245159 | PA      | $243194.99    | 0.00%             | 2070-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                   | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-AR2                | CUSIP: 251510GP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799989 | PA      | $1693695.16   | 0.02%             | 2035-10-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                   | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490025 | PA      | $462313.97    | 0.01%             | 2036-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |  20800730 | NS      | $193862801.22 | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| FWEA 2024-1 A                                   | FWEA 2024-1 A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |   5202952 | PA      | $5333546.61   | 0.08%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $459850.00    | 0.01%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4151818 | PA      | $3806219.71   | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6310427 | PA      | $5256877.93   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74571 | PA      | $5356.96      | 0.00%             | 2037-11-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11672 | PA      | $614.19       | 0.00%             | 2040-04-25      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140L0PB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38778652 | PA      | $33404558.80  | 0.49%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W1HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19135806 | PA      | $19738889.65  | 0.29%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14018223 | PA      | $12072229.78  | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5684038 | PA      | $5134727.70   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2007-7AX                                      | CUSIP: 61754HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7291952 | PA      | $1910706.41   | 0.03%             | 2037-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26451049 | PA      | $41226.61     | 0.00%             | 2049-09-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YJJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70239 | PA      | $70521.66     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                       | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $1899402.25   | 0.03%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | IE        |   1290000 | PA      | $1321921.05   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae I Pool                                                                | CUSIP: 36176XUH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21890682 | PA      | $20608715.50  | 0.30%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633807 | PA      | $597985.94    | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                         | Nationwide Building Society                                                      | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5640000 | PA      | $5658479.97   | 0.08%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABR61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26496098 | PA      | $23481014.57  | 0.34%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GGP Trust                                       | GGP 2026-TY                                                                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3560000 | PA      | $3520973.50   | 0.05%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723150.53    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3354198.05   | 0.05%             | 2035-01-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $965112.86    | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2325453.58   | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38374UCH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441935 | PA      | $440306.00    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376V4F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66621 | PA      | $66155.14     | 0.00%             | 2040-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    710000 | PA      | $678040.20    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1608700.70   | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379EGV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1885500 | PA      | $249133.88    | 0.00%             | 2044-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379EGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1649812 | PA      | $217992.32    | 0.00%             | 2044-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $287802.04    | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    980000 | PA      | $966326.75    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FDU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16144875 | PA      | $2366472.18   | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                              | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1836575.06   | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prose                                           | Primrose Funding LLC                                                             | CUSIP: 74166YAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990000 | PA      | $2026569.04   | 0.03%             | 2055-07-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                           | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5450000 | PA      | $5285428.53   | 0.08%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                        | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $978226.56    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S2 Trust                                                       | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339097 | PA      | $260926.59    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                    | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4008000 | PA      | $3990819.67   | 0.06%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                        | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1188629.64   | 0.02%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS10 Trust                                                      | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292648 | PA      | $1154778.89   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                               | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1917361.97   | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $335979.83    | 0.00%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $840520.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                          | Invitation Homes 2024-SFR1 Trust                                                 | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13127000 | PA      | $12665177.70  | 0.19%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                        | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1580914.13   | 0.02%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $398315.44    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                    | Saxon Asset Securities Trust 2005-2                                              | CUSIP: 805564SF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7695758 | PA      | $5637190.85   | 0.08%             | 2035-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                  | JP Morgan Mortgage Acquisition Trust 2006-WMC2                                   | CUSIP: 46628TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12512473 | PA      | $5879697.54   | 0.09%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15693 | PA      | $17399.68     | 0.00%             | 2036-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    625000 | PA      | $637421.88    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                              | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $204070.00    | 0.00%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                  | JP Morgan Mortgage Acquisition Trust 2006-WMC3                                   | CUSIP: 46629KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14226977 | PA      | $10831280.66  | 0.16%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2007-S3                                                 | CUSIP: 46631NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153851 | PA      | $62100.56     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                          | CUSIP: 81377JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18765699 | PA      | $3894274.80   | 0.06%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    850000 | PA      | $876247.15    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp                                                 | CUSIP: 86359DBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576447 | PA      | $517184.67    | 0.01%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937500 | PA      | $4826639.30   | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9071000 | PA      | $9186386.29   | 0.13%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                       | Jabil Inc                                                                        | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2018424.36   | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999976.00   | 0.04%             | 2031-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                              | Tricon Residential 2025-SFR2 Trust                                               | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7211001 | PA      | $7196945.99   | 0.11%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XIV LP                                                                       | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   2894459 | PA      | $2894892.61   | 0.04%             | 2031-07-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   9952000 | PA      | $9694001.17   | 0.14%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239512.18    | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493521.45    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2007-2AX                                      | CUSIP: 61751TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22979136 | PA      | $7722738.33   | 0.11%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                        | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $581276.58    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503741 | PA      | $485480.08    | 0.01%             | 2048-04-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                        | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1708064.26   | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1608689.82   | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                      | Vivint Solar Financing VII LLC                                                   | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8941002 | PA      | $8233788.15   | 0.12%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735731.28    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   4751000 | PA      | $4838655.95   | 0.07%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                   | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671624.85    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3399199.30   | 0.05%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3842193.20   | 0.06%             | 2032-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $942637.70    | 0.01%             | 2034-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826881.33    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1216678.61   | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3361530.65   | 0.05%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    795000 | PA      | $735843.49    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |    291887 | PA      | $301344.97    | 0.00%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start II LTD                                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000528 | PA      | $1003668.51   | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2006-7 Trust                              | CUSIP: 94982XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355817 | PA      | $319865.91    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4784000 | PA      | $4944194.15   | 0.07%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                  | Structured Asset Investment Loan Trust 2006-BNC3                                 | CUSIP: 86361KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9486324 | PA      | $5853057.88   | 0.09%             | 2036-09-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    660000 | PA      | $596219.84    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2026-1250B                                 | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1774300.45   | 0.03%             | 2041-03-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $2003092.83   | 0.03%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448633.68    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                          | Williams Cos Inc/The                                                             | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4896000 | PA      | $4822130.13   | 0.07%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503790 | PA      | $1448887.05   | 0.02%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1404575.42   | 0.02%             | 2050-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                        | United Airlines Holdings Inc                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2035687.61   | 0.03%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7000000 | PA      | $6527500.00   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1997277.60   | 0.03%             | 2037-07-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                        | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $826211.23    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1387161.13   | 0.02%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 355220000 | PA      | $221568475.00 | 3.24%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| XPO INC                                         | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1556385.69   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES                    | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12346 | NS      | $208701.39    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19718413 | PA      | $19718087.94  | 0.29%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust                                                   | CUSIP: 91531XAD6<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     29831 | PA      | $28168.80     | 0.00%             | 2027-07-15      | Variable      | 32.49%                | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2193000 | PA      | $2268351.48   | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                               | Nexa Resources SA                                                                | CUSIP: BK0814248<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $610873.52    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $1015650.00   | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4004442.00   | 0.06%             | 2031-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| CYBORG OLDCO DC HOLDINGS                        | Cyborg Oldco DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358331 | PA      | $0.00         | 0.00%             | 2024-05-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    373763 | PA      | $330312.87    | 0.00%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1215441.63   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2424585.77   | 0.04%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    717448 | PA      | $674760.09    | 0.01%             | 2027-12-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60091 | PA      | $60325.76     | 0.00%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust   | CUSIP: 93936JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496399 | PA      | $439397.34    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1843000 | PA      | $1814663.51   | 0.03%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    185586 | PA      | $186108.38    | 0.00%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1110980 | PA      | $1092331.89   | 0.02%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    783482 | PA      | $717297.39    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    236768 | PA      | $218715.95    | 0.00%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                        | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BP8908371<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1103749.84   | 0.02%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                 | Antofagasta PLC                                                                  | CUSIP: BW4679872<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202945.80    | 0.00%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    322941 | PA      | $318804.10    | 0.00%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    642822 | PA      | $633982.90    | 0.01%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CDK Global II LLC                               | CDK Global II LLC, Senior Secured First Lien Term Loan                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181908 | PA      | $130308.07    | 0.00%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                               | Clarios Global LP                                                                | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1520788 | PA      | $1517937.02   | 0.02%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                             | Lightning Power LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    745562 | PA      | $748067.59    | 0.01%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   3435000 | PA      | $3432853.13   | 0.05%             | 2031-09-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    458831 | PA      | $454733.27    | 0.01%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                            | Alpha Generation LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1355406 | PA      | $1353636.97   | 0.02%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    337450 | PA      | $328635.81    | 0.00%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1070758 | PA      | $1037966.47   | 0.02%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1683241 | PA      | $1647050.99   | 0.02%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT Holdings I Corp                                                              | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    171951 | PA      | $172070.99    | 0.00%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                | APi Group DE Inc                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    295000 | PA      | $295200.60    | 0.00%             | 2029-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                             | Minimax Viking GmbH, Senior Secured First Lien Term Loan                         | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248752 | PA      | $249684.38    | 0.00%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                 | Gen Digital Inc                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1014900 | PA      | $1001264.82   | 0.01%             | 2032-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    407950 | PA      | $395966.47    | 0.01%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    238800 | PA      | $236412.00    | 0.00%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    551129 | PA      | $541522.49    | 0.01%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                            | Boots Group Finco LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    470000 | PA      | $472251.30    | 0.01%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    465300 | PA      | $464139.08    | 0.01%             | 2033-02-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                          | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   1848750 | PA      | $1858447.69   | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    222252 | PA      | $6667.56      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1350722 | PA      | $1314144.17   | 0.02%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC                                                         | CUSIP: 99AAG2081<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1149005 | PA      | $1111180.21   | 0.02%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    182433 | PA      | $182900.57    | 0.00%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    139346 | PA      | $138661.60    | 0.00%             | 2029-01-22      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    339409 | PA      | $333343.39    | 0.00%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    715000 | PA      | $702934.38    | 0.01%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   1258579 | PA      | $1253468.85   | 0.02%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |     10972 | PA      | $9534.14      | 0.00%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                          | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    978122 | PA      | $975676.43    | 0.01%             | 2028-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                         | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   1832446 | PA      | $1715242.46   | 0.03%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    287258 | PA      | $287697.09    | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     69674 | PA      | $69780.98     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     59145 | PA      | $59235.02     | 0.00%             | 2032-02-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH                     | Sunrise Financing Partnership                                                    | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1210000 | PA      | $1204204.10   | 0.02%             | 2032-02-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     48125 | PA      | $47523.89     | 0.00%             | 2032-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SPECTRIS                                        | SPECTRIS, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    310000 | PA      | $310968.75    | 0.00%             | 2032-12-05      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    483788 | PA      | $476530.69    | 0.01%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     57231 | PA      | $57445.39     | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    370466 | PA      | $370928.92    | 0.01%             | 2030-01-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Co                                                              | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    600000 | PA      | $600564.00    | 0.01%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       865 | PA      | $793.63       | 0.00%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    343271 | PA      | $315072.71    | 0.00%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS                        | Victory Capital Holdings Inc                                                     | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    174562 | PA      | $174366.12    | 0.00%             | 2032-09-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    209153 | PA      | $209643.69    | 0.00%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                                    | OPENLANE Inc                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    595000 | PA      | $595743.75    | 0.01%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                      | Genmab A/S                                                                       | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    445000 | PA      | $447189.40    | 0.01%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1214451 | PA      | $1162138.13   | 0.02%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816194AZ7<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    905000 | PA      | $903868.75    | 0.01%             | 2031-12-03      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                               | Primo Brands Corp                                                                | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    555000 | PA      | $556559.55    | 0.01%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                             | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |   3180100 | PA      | $3148364.19   | 0.05%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPERATING I LL                        | Deep Blue Operating I LLC                                                        | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251826 | PA      | $253084.91    | 0.00%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    878600 | PA      | $710932.37    | 0.01%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                  | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1750000 | PA      | $1660067.50   | 0.02%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1067398 | PA      | $1061698.32   | 0.02%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANCO BBVA PERU SA                              | Banco BBVA Peru SA                                                               | CUSIP: ZD4622175<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $202502.40    | 0.00%             | 2034-06-07      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: YR0121685<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   2350000 | PA      | $2382782.50   | 0.03%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AO1639530<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2200000 | PA      | $2205999.40   | 0.03%             | 2028-01-10      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8775817<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $358615.60    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $54500.00     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $879468.37    | 0.01%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4383183 | PA      | $4421422.15   | 0.06%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18970 | NC      | $-28271592.05 | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |    966880 | PA      | $962045.66    | 0.01%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                        | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    190000 | PA      | $187388.45    | 0.00%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $200015.96    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2400000 | PA      | $2529100.54   | 0.04%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   3500000 | PA      | $2928169.30   | 0.04%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                              | Intercorp Peru Ltd                                                               | CUSIP: AZ7913496<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $192449.00    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                         | MISC Capital Two Labuan Ltd                                                      | CUSIP: BV5958574<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   2300000 | PA      | $2279964.75   | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                           | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1800000 | PA      | $1805089.86   | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1447939.20   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762935 | PA      | $7.63         | 0.00%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                             | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2489295.85   | 0.04%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   1309581 | PA      | $1285570.29   | 0.02%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                              | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |   2600000 | PA      | $2534399.69   | 0.04%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1080352.85   | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3714000 | PA      | $3829201.59   | 0.06%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                     | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4875000 | PA      | $4790351.77   | 0.07%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3260000 | PA      | $3370837.07   | 0.05%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4549000 | PA      | $3849131.80   | 0.06%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3690000 | PA      | $3751975.03   | 0.05%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                  | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5134452.00   | 0.08%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5443000 | PA      | $5587420.21   | 0.08%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248M6AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5076670 | PA      | $4594464.14   | 0.07%             | 2046-05-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5220008.75   | 0.08%             | 2052-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                   | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308529 | PA      | $283102.18    | 0.00%             | 2036-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    618361 | PA      | $30028.30     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 113 CLO Ltd                                                               | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | US        |   1450000 | PA      | $1448139.65   | 0.02%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                           | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2743125 | PA      | $2723508.09   | 0.04%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1178143.69   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5800000 | PA      | $4089232.99   | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                   | ELP Commercial Mortgage Trust 2025-ELP                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3492995.72   | 0.05%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                    | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4710991.59   | 0.07%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $4555239.03   | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                               | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4852000 | PA      | $4788019.98   | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W3ZL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10441693 | PA      | $8973821.50   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W4ZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30811180 | PA      | $32018391.19  | 0.47%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8681401 | PA      | $7164546.60   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31412PNV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32263 | PA      | $32731.60     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                  | GMACM Mortgage Loan Trust 2006-J1                                                | CUSIP: 36185MEG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940248 | PA      | $813845.15    | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                             | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   5083000 | PA      | $5091366.62   | 0.07%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    585000 | PA      | $523905.64    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38374BXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50221 | PA      | $369.05       | 0.00%             | 2033-08-20      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1451782.49   | 0.02%             | 2035-07-16      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC                                    | MAST 2026-1 Ltd                                                                  | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3976190 | PA      | $3892396.16   | 0.06%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                   | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434J47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73761 | PA      | $58416.71     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                   | MASTR Alternative Loan Trust 2006-1                                              | CUSIP: 576434Y73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4388085 | PA      | $1737556.43   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                   | Mastr Asset Backed Securities Trust 2005-NC2                                     | CUSIP: 57643LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9857247 | PA      | $5503060.30   | 0.08%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $912863.77    | 0.01%             | 2041-08-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                 | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $4484982.58   | 0.07%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                                | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4576000 | PA      | $4461771.33   | 0.07%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312479.14    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    825000 | PA      | $833178.23    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAF0<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    485100 | PA      | $480302.40    | 0.01%             | 2065-11-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2363804.40   | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1412016.15   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |    670003 | PA      | $589364.86    | 0.01%             | 2029-11-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   1027322 | PA      | $981092.61    | 0.01%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    165000 | PA      | $149480.10    | 0.00%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    347836 | PA      | $370703.54    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2552000 | PA      | $2194861.89   | 0.03%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  85370028 | PA      | $4010700.98   | 0.06%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-B42 Mortgage Trust                                                | CUSIP: 08164FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6028000 | PA      | $6093524.36   | 0.09%             | 2059-03-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1766077.76   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2364895 | PA      | $821576.96    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                          | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412539.48    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4931987.00   | 0.07%             | 2035-01-20      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                | Crown City CLO I                                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5005354.00   | 0.07%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3446000 | PA      | $3301867.60   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                      | Eaton Corp                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3873000 | PA      | $3825277.40   | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                        | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2453015.27   | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                          | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   4692000 | PA      | $4732454.94   | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                           | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16440000 | PA      | $15831937.01  | 0.23%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2320365 | PA      | $2110382.37   | 0.03%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8279720 | PA      | $7497493.60   | 0.11%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KYZL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4148831 | PA      | $4214279.05   | 0.06%             | 2043-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 3136FKSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70212 | PA      | $4637.22      | 0.00%             | 2039-11-25      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A9DP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190826 | PA      | $189199.88    | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31394NGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437831 | PA      | $457460.67    | 0.01%             | 2033-12-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396X6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33309 | PA      | $2601.23      | 0.00%             | 2037-05-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72779 | PA      | $4688.04      | 0.00%             | 2037-11-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398KC40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69164 | PA      | $5084.65      | 0.00%             | 2049-10-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RQ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51552 | PA      | $52060.39     | 0.00%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402Q6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217688 | PA      | $219555.65    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867992 | PA      | $772725.51    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8186161 | PA      | $7384581.79   | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7703986 | PA      | $6538713.47   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | GB        |   1870000 | PA      | $1825069.14   | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22134392 | PA      | $19999742.96  | 0.29%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ADST6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35513263 | PA      | $30442711.21  | 0.45%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GSMS Trust 2026-DAWN                                                             | CUSIP: 36274LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1723000 | PA      | $1722851.82   | 0.03%             | 2043-04-10      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2026-NQM1                                    | CUSIP: 36276EAG5<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |    484954 | PA      | $482636.99    | 0.01%             | 2066-03-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                 | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $740140.59    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4967000 | PA      | $4871266.94   | 0.07%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378VU52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1129599 | PA      | $41210.35     | 0.00%             | 2043-02-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $483896.38    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $2570059.45   | 0.04%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                  | Hyundai Auto Receivables Trust 2024-C                                            | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5258329.44   | 0.08%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2005-A10                                  | CUSIP: 45660LXM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149999 | PA      | $61479.32     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8073260 | PA      | $7087455.72   | 0.10%             | 2047-08-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                        | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    805000 | PA      | $822384.78    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998677.00    | 0.01%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                | NJ 2025-WBRK                                                                     | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2595000 | PA      | $2668947.12   | 0.04%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                 | 180 Medical Inc                                                                  | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | GB        |   5053000 | PA      | $4966107.60   | 0.07%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1264334.50   | 0.02%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US LONG BOND(CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3500 | NC      | $-11018484.41 | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2433636.38   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OWENS CORNING                                   | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2308166.67   | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust                          | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3839754 | PA      | $3583531.99   | 0.05%             | 2049-10-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    800000 | PA      | $703734.56    | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1038999.24   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                            | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4997388.00   | 0.07%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405727.28    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2996000 | PA      | $3053900.70   | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   4200000 | PA      | $4172368.20   | 0.06%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION                                | Phantom Aviation                                                                 | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2988389 | PA      | $3032287.96   | 0.04%             | 2051-01-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3404000 | PA      | $3377481.48   | 0.05%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                           | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    715000 | PA      | $729919.19    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                               | Medco Laurel Tree Pte Ltd                                                        | CUSIP: BS2398870<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $498469.44    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DoubleLine Long Duration Total                  | DoubleLine Long Duration Total Return Bond Fund                                  | CUSIP: 258620749<br>LEI: 549300O83GI5BG24L464 | Long             | EC               | RF                | US        |   5000000 | NS      | $31000000.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-2 Ltd                                                           | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002066.80   | 0.03%             | 2038-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | ENEL Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   1977000 | PA      | $2005563.38   | 0.03%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31281LCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632266 | PA      | $640900.50    | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97584 | PA      | $98797.12     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2222853 | PA      | $2016878.49   | 0.03%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7693925 | PA      | $7872683.02   | 0.12%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AYUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520015 | PA      | $503026.25    | 0.01%             | 2046-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1RS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12274702 | PA      | $8956403.25   | 0.13%             | 2048-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S3 Trust                                                       | CUSIP: 74958BAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251605 | PA      | $180095.08    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2006-S10 Trust                                                      | CUSIP: 74958DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31850 | PA      | $25924.71     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PLB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       341 | PA      | $2.02         | 0.00%             | 2040-04-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1525248 | PA      | $1398609.76   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                        | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $770362.09    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    925000 | PA      | $938986.00    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                        | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |   9281000 | PA      | $9138670.76   | 0.13%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                         | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $613807.64    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36599790 | PA      | $33011068.23  | 0.48%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7926772 | PA      | $7940772.03   | 0.12%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |    210000 | PA      | $39900.00     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13203940 | PA      | $9169685.05   | 0.13%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SECURITIZED MORTGAGE ASSET LOA                  | Securitized Mortgage Asset Loan Trust 2015-1                                     | CUSIP: 81379DAA2<br>LEI: 5493008VRMUX8NL6RQ80 | Long             | ABS-MBS          | CORP              | US        |  20126198 | PA      | $17372803.39  | 0.25%             | 2054-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5303000 | PA      | $3476622.30   | 0.05%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27                  | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAS1<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014750.00  | 0.15%             | 2030-07-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2048379.68   | 0.03%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                           | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | IL        |   4997000 | PA      | $5154575.40   | 0.08%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $856566.90    | 0.01%             | 2031-01-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     44227 | PA      | $2653.62      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                               | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    990000 | PA      | $983124.45    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4109662 | PA      | $3420181.08   | 0.05%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2005-AR14 Trust                           | CUSIP: 94982DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4763 | PA      | $4720.06      | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9509000 | PA      | $9673228.13   | 0.14%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705000 | PA      | $2449327.73   | 0.04%             | 2053-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4072772.80   | 0.06%             | 2058-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5030000 | PA      | $5099012.61   | 0.07%             | 2058-12-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7202000 | PA      | $7279515.13   | 0.11%             | 2059-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                          | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   4596000 | PA      | $4647783.41   | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    580000 | PA      | $550207.43    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                     | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2404332.82   | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $555090.38    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                      | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1720833.89   | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                          | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   3100000 | PA      | $3091258.50   | 0.05%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    203900 | PA      | $180005.65    | 0.00%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                         | Pacific Dental Services LLC                                                      | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    379048 | PA      | $379758.33    | 0.01%             | 2031-03-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    635346 | PA      | $635527.20    | 0.01%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3604280 | PA      | $3600536.73   | 0.05%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4214000 | PA      | $4292967.58   | 0.06%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                         | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   3624000 | PA      | $3724756.88   | 0.05%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                | Progressive Corp/The                                                             | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   4978000 | PA      | $4987178.49   | 0.07%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                       | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2521710.04   | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4443750 | PA      | $4458557.02   | 0.07%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES                           | Ovg Business Services LLC                                                        | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1228222 | PA      | $1229757.52   | 0.02%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                        | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    538979 | PA      | $519645.48    | 0.01%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1240357.11   | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212653.56    | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5404455.66   | 0.08%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC                           | US Auto Funding 2021-1                                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816812 | PA      | $629127.17    | 0.01%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    928250 | PA      | $929238.59    | 0.01%             | 2032-01-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     55000 | PA      | $52834.38     | 0.00%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                 | Whatabrands LLC                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1667368 | PA      | $1666626.43   | 0.02%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    230557 | PA      | $169201.22    | 0.00%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                    | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   2117805 | PA      | $2054154.69   | 0.03%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    171951 | PA      | $171901.61    | 0.00%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     51684 | PA      | $1550.52      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140150000 | PA      | $97144205.88  | 1.42%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                           | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |   1840000 | PA      | $1865208.00   | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                        | Vantage Data Centers LLC                                                         | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1027028.13   | 0.02%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    493520 | PA      | $495131.85    | 0.01%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    235000 | PA      | $227656.25    | 0.00%             | 2033-05-31      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920215 | PA      | $902234.81    | 0.01%             | 2048-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    940000 | PA      | $961823.04    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    685000 | PA      | $712741.13    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                                    | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   5963000 | PA      | $6008529.29   | 0.09%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6033000 | PA      | $5879632.57   | 0.09%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA                        | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    487000 | PA      | $486799.06    | 0.01%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    841884 | PA      | $844603.47    | 0.01%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     81658 | PA      | $81921.42     | 0.00%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |   1139504 | PA      | $1144494.81   | 0.02%             | 2029-06-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                                     | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    633368 | PA      | $612783.15    | 0.01%             | 2031-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| The Edelman Financial Engines Centre, LLC       | The Edelman Financial Engines Centre, LLC, Senior Secured First Lien Term Loan   | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    789023 | PA      | $789176.42    | 0.01%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    838662 | PA      | $838138.34    | 0.01%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    281875 | PA      | $278351.11    | 0.00%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    605000 | PA      | $606188.83    | 0.01%             | 2032-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    967575 | PA      | $968644.17    | 0.01%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS                          | TKO Worldwide Holdings LLC                                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    743750 | PA      | $744214.84    | 0.01%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    630000 | PA      | $631048.95    | 0.01%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                            | Dycom Industries Inc                                                             | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |    255000 | PA      | $256328.55    | 0.00%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HO                        | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    489538 | PA      | $487904.89    | 0.01%             | 2032-06-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                        | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    935000 | PA      | $936561.45    | 0.01%             | 2033-01-31      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                        | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    239000 | PA      | $238751.44    | 0.00%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1055055.44   | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $999508.55    | 0.01%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: EK4851532<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $285974.00    | 0.00%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                                    | Transelec SA                                                                     | CUSIP: LW8107226<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $487137.07    | 0.01%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                         | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   3700000 | PA      | $3704622.78   | 0.05%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AJPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649288 | PA      | $602199.57    | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $438000.00    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6944000 | PA      | $5455077.94   | 0.08%             | 2066-08-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ACK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8957373 | PA      | $8311117.50   | 0.12%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                          | GSAA Home Equity Trust 2007-10                                                   | CUSIP: 3622NDAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918136 | PA      | $312457.30    | 0.00%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1808544.71   | 0.03%             | 2049-05-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1011946.72   | 0.01%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                             | Gilead Sciences Inc                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2436057.54   | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2075000 | PA      | $2107764.25   | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4551886.62   | 0.07%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378WAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1538183 | PA      | $167644.31    | 0.00%             | 2043-08-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409093.31    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                         | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |   2100000 | PA      | $2141599.74   | 0.03%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    296133 | PA      | $287286.02    | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                        | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    503734 | PA      | $442280.97    | 0.01%             | 2028-04-28      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA                        | GIP Pilot Acquisition Partners LP                                                | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    452982 | PA      | $454114.65    | 0.01%             | 2030-10-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                  | GBT US III LLC                                                                   | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    864450 | PA      | $848457.68    | 0.01%             | 2031-07-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                   | GCC SAB de CV                                                                    | CUSIP: BT4408220<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $633008.15    | 0.01%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2839304.46   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                           | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $794427.66    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                     | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1018830.61   | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $930832.34    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO XXXII Ltd                                            | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5999280.60   | 0.09%             | 2038-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146538 | PA      | $147811.73    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HT5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17450500 | PA      | $16173931.01  | 0.24%             | 2034-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24436356 | PA      | $25078441.19  | 0.37%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W0SF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8378240 | PA      | $8482005.26   | 0.12%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W3P52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31858059 | PA      | $27301283.90  | 0.40%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8549433 | PA      | $7710547.89   | 0.11%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1874813 | PA      | $1962942.55   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XQ7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3735642 | PA      | $3881237.59   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4711000 | PA      | $4795303.77   | 0.07%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1265000 | PA      | $1213356.70   | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $558810.00    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460636.09    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                            | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    657544 | PA      | $639461.27    | 0.01%             | 2031-10-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    383075 | PA      | $370730.41    | 0.01%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    810000 | PA      | $810000.00    | 0.01%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: AN8135104<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    700000 | PA      | $694400.00    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1800000 | PA      | $1804050.00   | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BK4991398<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $686129.51    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                        | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   1231875 | PA      | $997289.96    | 0.01%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2901321.88   | 0.04%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2021-1 Ltd                                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | US        |   5830000 | PA      | $5822314.89   | 0.09%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1400000 | PA      | $1419530.00   | 0.02%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1851750.00   | 0.03%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3899000 | PA      | $3470313.96   | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2459000 | PA      | $2522700.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2025-BNK50                                                                  | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 162961023 | PA      | $4460455.04   | 0.07%             | 2068-05-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2022-BNK39                                                                  | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5057769.92   | 0.07%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR21                                                                 | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3696000 | PA      | $3812822.43   | 0.06%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $89301.07     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114378 | PA      | $115575.01    | 0.00%             | 2040-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398TXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26400 | PA      | $1998.22      | 0.00%             | 2040-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XRY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6025008 | PA      | $5392725.49   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31416XLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124015 | PA      | $123262.17    | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B5K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3179267 | PA      | $2812578.75   | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277898 | PA      | $1130508.64   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                        | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    836000 | PA      | $815656.56    | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $458060.53    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                  | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2Z7<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |    189779 | PA      | $68132.96     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5002000 | PA      | $4464708.67   | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                          | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10444526 | PA      | $2807594.14   | 0.04%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $636368.29    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2020-RPL4 Trust                                                             | CUSIP: 126405AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9035400 | PA      | $7061680.12   | 0.10%             | 2060-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-15                                          | CUSIP: 17025TAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141166 | PA      | $81625.34     | 0.00%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | Consumer Portfolio Services Auto Trust 2025-D                                    | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5249072 | PA      | $5257178.82   | 0.08%             | 2029-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | Credit Suisse Mortgage Capital Certificates                                      | CUSIP: 22943YNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3011330 | PA      | $1254562.85   | 0.02%             | 2038-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                         | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2403222.19   | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5034500.70   | 0.07%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AF3<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    244977 | PA      | $243025.34    | 0.00%             | 2067-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4882000 | PA      | $4801140.75   | 0.07%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                        | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |   2472000 | PA      | $2430285.72   | 0.04%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10173053 | PA      | $8760317.17   | 0.13%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                           | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1821695.14   | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                    | Gabx Leasing LLC                                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2874503.62   | 0.04%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2026-NQM1                                    | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |   1454862 | PA      | $1447274.77   | 0.02%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1045019.46   | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2425301.46   | 0.04%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2318015.18   | 0.03%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                        | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    400000 | PA      | $418680.00    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust   | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62064 | PA      | $54464.58     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6575807 | PA      | $2280002.52   | 0.03%             | 2036-10-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5557024 | PA      | $4636518.85   | 0.07%             | 2037-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                        | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1290133.73   | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628191.14    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RBC2<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   3546000 | PA      | $3269423.70   | 0.05%             | 2052-01-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3241000 | PA      | $3353902.18   | 0.05%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    690000 | PA      | $681270.80    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2504232.31   | 0.04%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4379669 | PA      | $4384959.29   | 0.06%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    654748 | PA      | $615171.66    | 0.01%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    964327 | PA      | $957750.46    | 0.01%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD                        | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    363138 | PA      | $335902.19    | 0.00%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS                      | Virtus Investment Partners Inc                                                   | CUSIP: 92827RAR9<br>LEI: 549300HWF93HB8BDM648 | Long             | LON              | CORP              | US        |    294262 | PA      | $291319.88    | 0.00%             | 2032-09-27      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY                        | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     65650 | PA      | $65825.61     | 0.00%             | 2032-12-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    503050 | PA      | $504307.63    | 0.01%             | 2030-12-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    136355 | PA      | $135602.55    | 0.00%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5027000 | PA      | $4956580.33   | 0.07%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2258000 | PA      | $2303020.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1592543 | PA      | $1600963.91   | 0.02%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                             | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2002292.85   | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61246269 | PA      | $1967346.54   | 0.03%             | 2053-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim                  | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919559 | PA      | $901079.24    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9242000 | PA      | $9370592.36   | 0.14%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                               | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2728000 | PA      | $2163917.53   | 0.03%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1413245 | PA      | $1395632.26   | 0.02%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                        | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   6332000 | PA      | $4868715.20   | 0.07%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4200000 | PA      | $2562000.00   | 0.04%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                     | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | GR        |    850000 | PA      | $864410.05    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                   | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11498 | PA      | $11062.97     | 0.00%             | 2036-04-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1391766.09   | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ADSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20241216 | PA      | $17450982.28  | 0.26%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588000 | PA      | $54266.48     | 0.00%             | 2035-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38375YDW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31793 | PA      | $159.85       | 0.00%             | 2038-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376CJP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    618828 | PA      | $632525.83    | 0.01%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379CT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2170985 | PA      | $198976.66    | 0.00%             | 2044-07-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4166000 | PA      | $4112653.95   | 0.06%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1460000 | PA      | $1430931.11   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                        | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1201316.95   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO, Ltd.                          | Milford Park CLO Ltd                                                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2253000 | PA      | $2249318.82   | 0.03%             | 2038-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2004-1                                        | CUSIP: 61745MWG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19538 | PA      | $13772.90     | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6364000 | PA      | $6157568.39   | 0.09%             | 2050-05-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787941 | PA      | $704139.53    | 0.01%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                            | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2051624.75   | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL7 LLC                                                               | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |   2702850 | PA      | $2710005.41   | 0.04%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $786841.61    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                  | RAMP Series 2006-NC1 Trust                                                       | CUSIP: 76112BX47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $10173011.55  | 0.15%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                    | SK hynix Inc                                                                     | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  13344000 | PA      | $13273029.14  | 0.19%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                            | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2518623.77   | 0.04%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11707962 | PA      | $7978724.30   | 0.12%             | 2037-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545684.24    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621475.25    | 0.01%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XX Ltd                                                           | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004434.70   | 0.01%             | 2031-07-26      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                  | Soundview Home Loan Trust 2007-OPT4                                              | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5776637 | PA      | $4322493.49   | 0.06%             | 2037-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                        | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5160000 | PA      | $5055736.52   | 0.07%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $2164724.72   | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                  | USQ Rail I LLC                                                                   | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11465355 | PA      | $10875889.23  | 0.16%             | 2051-02-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                        | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   6936000 | PA      | $6801210.63   | 0.10%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                  | WSP Global Inc                                                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   6196000 | PA      | $6146880.84   | 0.09%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                              | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    810000 | PA      | $842696.99    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                        | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1187596.04   | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3285278.75   | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 5YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      6300 | NC      | $-7857538.83  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                        | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | MX        |   1265132 | PA      | $1205038.34   | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                            | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    903500 | PA      | $827638.11    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                        | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5149000 | PA      | $5054004.86   | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        | 175190499 | NS      | $175190498.78 | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305093.81    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS3                                             | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7908271 | PA      | $7918970.13   | 0.12%             | 2061-07-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23921 | PA      | $22178.51     | 0.00%             | 2037-01-25      | Floating      | 13.23%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    736937 | PA      | $735554.98    | 0.01%             | 2029-06-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314781 | PA      | $316068.13    | 0.00%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     60345 | PA      | $60495.68     | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    492346 | PA      | $492346.47    | 0.01%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    511238 | PA      | $513154.74    | 0.01%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    624846 | PA      | $627189.11    | 0.01%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     15779 | PA      | $15837.91     | 0.00%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2641196 | PA      | $2598130.87   | 0.04%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3504852 | PA      | $3500331.64   | 0.05%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: YN7849857<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    394680 | PA      | $417776.11    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                         | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $986452.79    | 0.01%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                     | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1815440.47   | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2641598.53   | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                  | Adjustable Rate Mortgage Trust 2007-3                                            | CUSIP: 00703RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16969 | PA      | $16887.79     | 0.00%             | 2037-11-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486559.20    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $594872.16    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   4128000 | PA      | $4045522.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                 | CLI Funding IX LLC                                                               | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   3711667 | PA      | $3748903.98   | 0.05%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506675.85    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   2100000 | PA      | $1756901.58   | 0.03%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2022-5 Ltd                                                        | CUSIP: 14318LAU5<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $990801.70    | 0.01%             | 2037-10-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987933 | PA      | $298836.99    | 0.00%             | 2037-08-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19564 | PA      | $11495.45     | 0.00%             | 2021-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                        | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1809928.32   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2499535.75   | 0.04%             | 2030-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                             | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    662000 | PA      | $555865.92    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25561 | PA      | $25767.70     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $506875.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245171.33    | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                             | Cheniere Energy Inc                                                              | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    419000 | PA      | $417804.38    | 0.01%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4092750.78   | 0.06%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497373.53    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825483.10    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28050 | PA      | $28250.63     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7546000 | PA      | $7204470.30   | 0.11%             | 2060-09-27      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NYN56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20425593 | PA      | $20461663.17  | 0.30%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    415000 | PA      | $406482.50    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust 2007-1                                                           | CUSIP: 525241AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2076444 | PA      | $2053698.34   | 0.03%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1177073.37   | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |   5294080 | PA      | $5327375.67   | 0.08%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 12 Ltd                                                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2502774.75   | 0.04%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1254363.25   | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236908 | PA      | $1119670.72   | 0.02%             | 2041-09-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                         | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4188724.90   | 0.06%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim                  | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4162500 | PA      | $4134186.68   | 0.06%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                      | Opal Bidco SAS                                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1830000 | PA      | $1832871.27   | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                    | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1719012.40   | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                  | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20814931 | PA      | $5501323.75   | 0.08%             | 2036-10-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2378209.03   | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 289650000 | PA      | $252515966.29 | 3.69%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $489216.37    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348964.74    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                            | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   8890000 | PA      | $6197826.81   | 0.09%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1166559.80   | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2021-PT4                                   | CUSIP: 91533CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140362 | PA      | $121278.12    | 0.00%             | 2027-08-15      | Variable      | 16.38%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199298 | PA      | $199010.35    | 0.00%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471292 | PA      | $429960.49    | 0.01%             | 2049-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $354577.74    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg                  | Wachovia Bank Commercial Mortgage Trust Series 2006-C29                          | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2759 | PA      | $2.85         | 0.00%             | 2048-11-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                             | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $743652.93    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust                   | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3568385 | PA      | $3183406.69   | 0.05%             | 2046-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    254354 | PA      | $252289.07    | 0.00%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    147996 | PA      | $147903.19    | 0.00%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4598000 | PA      | $4708519.32   | 0.07%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1251591.52   | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5040240.00   | 0.07%             | 2036-07-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                  | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32571165 | PA      | $10709167.66  | 0.16%             | 2046-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                            | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4746000 | PA      | $4791506.07   | 0.07%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru                  | MASTR Asset Securitization Trust 2006-2                                          | CUSIP: 55274QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684863 | PA      | $369726.57    | 0.01%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2379736.41   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                        | Marble Point CLO XIX Ltd                                                         | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7503877.50   | 0.11%             | 2038-10-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   8890000 | PA      | $9411918.12   | 0.14%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                     | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   4464000 | PA      | $4346896.91   | 0.06%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                        | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   2601000 | PA      | $2374393.16   | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: YQ5257270<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1747568 | PA      | $1766033.00   | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    517434 | PA      | $449629.71    | 0.01%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC                           | Meade Pipeline Co LLC                                                            | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    525000 | PA      | $525874.13    | 0.01%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                    | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97360 | PA      | $96143.42     | 0.00%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                     | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $996040.80    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                             | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2397399.10   | 0.04%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | BPCE SA                                                                          | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5025000 | PA      | $4957534.70   | 0.07%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2890526 | PA      | $2855422.20   | 0.04%             | 2048-07-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    665000 | PA      | $629976.85    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                  | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14657178 | PA      | $5992896.59   | 0.09%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2438000 | PA      | $2426693.70   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2465000 | PA      | $2474963.70   | 0.04%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4820000 | PA      | $4902543.46   | 0.07%             | 2042-10-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                        | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $780478.15    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5088000 | PA      | $5000934.91   | 0.07%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352628 | PA      | $307079.12    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3552000 | PA      | $3214847.00   | 0.05%             | 2058-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                | MortgageIT Securities Corp Mortgage Loan Trust Series 2007-1                     | CUSIP: 61915YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12264210 | PA      | $10617289.34  | 0.16%             | 2047-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                 | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5499000 | PA      | $5058563.04   | 0.07%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                         | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAJ6<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |    498274 | PA      | $493389.60    | 0.01%             | 2061-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $870644.40    | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5786000 | PA      | $5841256.30   | 0.09%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                  | New Century Home Equity Loan Trust Series 2005-B                                 | CUSIP: 64352VNL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5402801.40   | 0.08%             | 2035-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    485100 | PA      | $480378.51    | 0.01%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401614.67    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494630.99    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                              | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | GB        |   2427000 | PA      | $2491727.70   | 0.04%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $568375.88    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                  | Option One Mortgage Loan Trust 2004-3                                            | CUSIP: 68389FFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23272 | PA      | $25745.01     | 0.00%             | 2034-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1272799.16   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    690000 | PA      | $654404.63    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4803000 | PA      | $4877074.27   | 0.07%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                        | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    485000 | PA      | $468314.74    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    445000 | PA      | $431635.94    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                   | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5910000 | PA      | $5130899.48   | 0.08%             | 2050-02-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $997863.80    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5049000 | PA      | $4884623.14   | 0.07%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7801721 | PA      | $1309092.92   | 0.02%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A7PG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426615 | PA      | $419852.27    | 0.01%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34940 | PA      | $2935.32      | 0.00%             | 2036-07-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23683 | PA      | $23561.33     | 0.00%             | 2038-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STORE CAPITAL LLC                               | Store Capital LLC                                                                | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    870000 | PA      | $862845.84    | 0.01%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp                                                 | CUSIP: 86359DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576447 | PA      | $2411.16      | 0.00%             | 2035-03-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                        | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $645210.68    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                      | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3969776 | PA      | $3832978.38   | 0.06%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                           | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | BR        |   5145000 | PA      | $4981003.13   | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                      | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   4757000 | PA      | $4858271.77   | 0.07%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                  | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3581300.88   | 0.05%             | 2050-06-21      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1794527.01   | 0.03%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $8758215.88   | 0.13%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $457113.38    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $803533.50    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust                                                              | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4009745.60   | 0.06%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   3200000 | PA      | $2824240.00   | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1712929.10   | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2387255.31   | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   6238000 | PA      | $6124336.78   | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $1994020.00   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47900000 | PA      | $32039673.89  | 0.47%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 131750000 | PA      | $115425351.56 | 1.69%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                           | VSP Optical Group Inc                                                            | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1741637.85   | 0.03%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $698863.12    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2026-1                                                  | CUSIP: 034947AG6<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |    984161 | PA      | $975659.25    | 0.01%             | 2071-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| APA CORP                                        | APA Corp                                                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2560207.71   | 0.04%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3879701.84   | 0.06%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2668260.13   | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3557287.65   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   4690000 | PA      | $4825196.05   | 0.07%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2023-C6 MORTGAGE TRUST                                                       | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602000 | PA      | $1697689.38   | 0.02%             | 2056-09-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                  | Bear Stearns Asset Backed Securities Trust 2007-SD1                              | CUSIP: 07389QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257091 | PA      | $81825.58     | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V21 Mortgage Trust                                                | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59450000 | PA      | $3764374.00   | 0.06%             | 2030-11-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $866660.94    | 0.01%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2360267.76   | 0.03%             | 2030-10-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1983253.97   | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |  11819732 | PA      | $118.20       | 0.00%             | 2049-01-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                  | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3310000 | PA      | $3262057.96   | 0.05%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2009686.80   | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4631000 | PA      | $4677638.01   | 0.07%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1219183.43   | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                     | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2074000 | PA      | $2092654.49   | 0.03%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4917000 | PA      | $5017601.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3427750 | PA      | $3443114.73   | 0.05%             | 2043-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12859395 | PA      | $13128091.43  | 0.19%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTTV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5827978 | PA      | $5954017.91   | 0.09%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A5VL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162797 | PA      | $123159.09    | 0.00%             | 2041-01-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                            | Fannie Mae Trust 2003-W17                                                        | CUSIP: 31393UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90919 | PA      | $91677.14     | 0.00%             | 2033-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HZ77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81592 | PA      | $83706.13     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398CKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39489 | PA      | $37815.40     | 0.00%             | 2038-06-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5859736 | PA      | $4876643.52   | 0.07%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2007-7 Trust                              | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13238 | PA      | $12255.86     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58529 | PA      | $57676.59     | 0.00%             | 2048-11-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263420 | PA      | $226183.75    | 0.00%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  38233887 | PA      | $31179.73     | 0.00%             | 2049-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981470 | PA      | $886243.50    | 0.01%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5510000 | PA      | $4694041.18   | 0.07%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 115779864 | PA      | $6170302.63   | 0.09%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4853000 | PA      | $5015678.38   | 0.07%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2729000 | PA      | $2274199.60   | 0.03%             | 2058-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                        | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $373921.64    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                            | Frontera Energy Corp                                                             | CUSIP: BQ0258716<br>LEI: A25574TZFLBNK7NWQT47 | Long             | DBT              | CORP              | CO        |    700000 | PA      | $685885.84    | 0.01%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: ZI7819140<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $855436.00    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1463152.50   | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                            | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   1380376 | PA      | $1369160.54   | 0.02%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA HOLDING                           | HomeServe USA Holding Corp                                                       | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    461775 | PA      | $458888.91    | 0.01%             | 2030-10-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321366 | PA      | $229173.79    | 0.00%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    434361 | PA      | $416535.07    | 0.01%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     69843 | PA      | $69950.02     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     84227 | PA      | $84355.40     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    429091 | PA      | $433114.12    | 0.01%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    742573 | PA      | $729630.31    | 0.01%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS                        | First Advantage Holdings LLC                                                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    548438 | PA      | $535185.27    | 0.01%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43117LAH6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1679610 | PA      | $1664921.56   | 0.02%             | 2028-04-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                           | Tiger Acquisition LLC                                                            | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    812730 | PA      | $814457.11    | 0.01%             | 2032-08-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS                        | Stonepeak Bayou Holdings LP                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360000 | PA      | $350699.40    | 0.01%             | 2032-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279029 | PA      | $277706.36    | 0.00%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8884 | PA      | $422.87       | 0.00%             | 2040-04-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105414 | PA      | $107431.66    | 0.00%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57158 | PA      | $6364.70      | 0.00%             | 2050-04-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47576 | PA      | $47768.86     | 0.00%             | 2030-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2026-NQM2 Trust                                                             | CUSIP: 36173JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5014630.00   | 0.07%             | 2071-02-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    396261 | PA      | $397577.02    | 0.01%             | 2032-05-06      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    836207 | PA      | $831591.41    | 0.01%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                              | Tecta America Corp                                                               | CUSIP: 87876GAN2<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |    825850 | PA      | $823847.46    | 0.01%             | 2032-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    597350 | PA      | $596089.59    | 0.01%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398T5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16167 | PA      | $16757.52     | 0.00%             | 2040-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398W4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287211 | PA      | $294838.99    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622A23Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8468307 | PA      | $7899302.65   | 0.12%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                            | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    825000 | PA      | $847513.43    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                  | GE Vernova Inc                                                                   | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1541256.19   | 0.02%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $355627.04    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3858000 | PA      | $3807113.17   | 0.06%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    735000 | PA      | $706121.56    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1345000 | PA      | $1338275.00   | 0.02%             | 2033-03-24      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                         | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |   1651236 | PA      | $1625781.26   | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: YN7817649<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $1014500.00   | 0.01%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                        | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1247088 | PA      | $1250220.78   | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                    | Peru LNG Srl                                                                     | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   1667000 | PA      | $1619294.29   | 0.02%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 10yr Ultra Fut Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -3400 | NC      | $7131742.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1133302.73   | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce                  | RBSGC Mortgage Loan Trust 2005-A                                                 | CUSIP: 74927UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6022851 | PA      | $2015933.87   | 0.03%             | 2035-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QTEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12886396 | PA      | $13201010.19  | 0.19%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19668418 | PA      | $20067842.04  | 0.29%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    380685 | PA      | $348143.98    | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4874919.73   | 0.07%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W0DU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26881084 | PA      | $23942839.03  | 0.35%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26630789 | PA      | $22866747.37  | 0.33%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $341930.18    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | Targa Resources Corp                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2540889.62   | 0.04%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 175190499 | NS      | $175190498.78 | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| First Franklin Mtg Loan Asset                   | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9543485 | PA      | $5107639.52   | 0.07%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                        | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $2074531.58   | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24654829 | PA      | $23136785.97  | 0.34%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                     | Textron Inc                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   4627000 | PA      | $4709306.05   | 0.07%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10002628.00  | 0.15%             | 2035-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25539015 | PA      | $25943544.88  | 0.38%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199621.20    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                            | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   2790841 | PA      | $2279223.98   | 0.03%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                 | Trans Union LLC, Senior Secured First Lien Term Loan                             | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    418625 | PA      | $417168.19    | 0.01%             | 2031-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    321046 | PA      | $270482.89    | 0.00%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN                        | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    821700 | PA      | $822599.76    | 0.01%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                          | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1665825 | PA      | $1662310.11   | 0.02%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1027612 | PA      | $1014217.57   | 0.01%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    359272 | PA      | $326406.13    | 0.00%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    830395 | PA      | $833683.09    | 0.01%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| COMPOSECUREHOLDINGSLLC                          | CompoSecure Holdings LLC                                                         | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $699566.00    | 0.01%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                         | BioMarin Pharmaceutical Inc                                                      | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | LON              | CORP              | US        |    590000 | PA      | $589265.45    | 0.01%             | 2033-01-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    718039 | PA      | $717253.13    | 0.01%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   1095000 | PA      | $1084050.00   | 0.02%             | 2033-03-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                 | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    576800 | PA      | $575171.08    | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                            | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   3266500 | PA      | $2992230.09   | 0.04%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3991445.12   | 0.06%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ACEM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3496559 | PA      | $3258854.25   | 0.05%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ADSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32167599 | PA      | $27442906.44  | 0.40%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAC8<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |   2268891 | PA      | $2279612.69   | 0.03%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1114778.03   | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    340000 | PA      | $348825.38    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                        | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $838832.73    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376CJK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468714 | PA      | $469578.77    | 0.01%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377J6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1603129 | PA      | $204680.95    | 0.00%             | 2040-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    965000 | PA      | $973140.74    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                              | HERO Funding Trust 2016-1                                                        | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885606 | PA      | $851395.50    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1099113 | PA      | $995823.27    | 0.01%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                  | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196147 | PA      | $807292.44    | 0.01%             | 2047-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                  | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189491 | PA      | $810690.72    | 0.01%             | 2047-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                                     | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5734000 | PA      | $5719551.93   | 0.08%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4579000 | PA      | $4662997.50   | 0.07%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XXV Ltd                                                                      | CUSIP: 50189PAJ1<br>LEI: 549300FY8UGGJMQNCO13 | Long             | ABS-CBDO         | CORP              | US        |   1162750 | PA      | $1156107.81   | 0.02%             | 2030-07-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 28 Ltd                                                                       | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3200244.78   | 0.05%             | 2030-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4946000 | PA      | $4826071.82   | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                      | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4713000 | PA      | $4871250.29   | 0.07%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    785000 | PA      | $780515.43    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $210958.01    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735485.04    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                  | Merrill Lynch Mortgage Investors Trust Series 2007-MLN1                          | CUSIP: 59024UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4554897 | PA      | $3591367.09   | 0.05%             | 2037-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2826589.88   | 0.04%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $3928760.42   | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                         | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAF4<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |   1793785 | PA      | $1784368.41   | 0.03%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $619830.99    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                    | Navient Refinance Loan Trust 2025-C                                              | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4436185 | PA      | $4417323.74   | 0.06%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    335000 | PA      | $327722.09    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |   2134440 | PA      | $2116306.20   | 0.03%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2425392.97   | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                              | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846817 | PA      | $1785022.29   | 0.03%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2466000 | PA      | $2427090.42   | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1276489.79   | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                               | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2415190.26   | 0.04%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3575578 | PA      | $1240812.14   | 0.02%             | 2036-10-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2523390.77   | 0.04%             | 2051-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   2700000 | PA      | $1657138.50   | 0.02%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     87476 | PA      | $87721.76     | 0.00%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    297886 | PA      | $261208.50    | 0.00%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2591365 | PA      | $2523341.65   | 0.04%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    520000 | PA      | $516230.00    | 0.01%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                       | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    198000 | PA      | $198102.96    | 0.00%             | 2028-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2900313 | PA      | $2815479.25   | 0.04%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    384874 | PA      | $344943.02    | 0.01%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    736206 | PA      | $738046.80    | 0.01%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1276298 | PA      | $1254052.10   | 0.02%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   1373412 | PA      | $1374360.15   | 0.02%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                    | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205594 | PA      | $203023.82    | 0.00%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                    | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122046 | PA      | $120520.26    | 0.00%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                           | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    396900 | PA      | $397562.46    | 0.01%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   2440475 | PA      | $2448870.23   | 0.04%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    598500 | PA      | $581733.02    | 0.01%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    731996 | PA      | $733884.13    | 0.01%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     35333 | PA      | $35294.45     | 0.00%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAH3<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    375000 | PA      | $375879.38    | 0.01%             | 2033-03-11      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                                    | Agrosuper SA                                                                     | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $948865.00    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1584812 | PA      | $1589170.04   | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                        | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    835200 | PA      | $835819.38    | 0.01%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                               | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   2900000 | PA      | $2790239.41   | 0.04%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                        | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1200000 | PA      | $1090450.56   | 0.02%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    600000 | PA      | $413069.60    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US ULTRA BOND CBT Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -3030 | NC      | $10176047.26  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   1921850 | PA      | $1680261.56   | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $380700.00    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    585000 | PA      | $570738.17    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                           | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3881089.47   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-                  | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4509128.93   | 0.07%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   5113000 | PA      | $5240528.24   | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2026-5C40                                                   | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355500 | PA      | $2350859.43   | 0.03%             | 2059-02-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5539000 | PA      | $5640808.48   | 0.08%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   5800000 | PA      | $5709275.24   | 0.08%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2021-BNK35                                                                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4009000 | PA      | $3544522.87   | 0.05%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR20                                                                 | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215000 | PA      | $2249073.57   | 0.03%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                    | Barclays Mortgage Loan Trust 2026-NQM1                                           | CUSIP: 06745EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982982 | PA      | $978850.60    | 0.01%             | 2065-12-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $300929.40    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $4954491.78   | 0.07%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3338000 | PA      | $3472512.05   | 0.05%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29291000 | PA      | $2403385.13   | 0.04%             | 2059-02-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                  | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4791000 | PA      | $4985433.15   | 0.07%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                         | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640419.98    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2026-C14 Mortgage Trust                                                      | CUSIP: 096942BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4487000 | PA      | $4519110.77   | 0.07%             | 2059-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1781519.40   | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Series 2010-4R                                                              | CUSIP: 12643NEG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465292 | PA      | $422130.83    | 0.01%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    750000 | PA      | $685683.75    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                  | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2943996.00   | 0.04%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $452801.22    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6104000 | PA      | $4532606.63   | 0.07%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939693.70    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayview Financing SBC Trust                     | Oceanview Mortgage Trust 2026-SBC1                                               | CUSIP: 675967AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3939422 | PA      | $3905330.49   | 0.06%             | 2055-08-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380594 | PA      | $1127355.22   | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275222 | PA      | $226093.06    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                           | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4754699.37   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                   | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6486548.90   | 0.09%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $581896.55    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2044342.00   | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $287572.32    | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                   | Scalelogix Abs Us Issuer LLC                                                     | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5730000 | PA      | $5644392.65   | 0.08%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106066 | PA      | $1435196.03   | 0.02%             | 2037-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                          | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2015979.76   | 0.03%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $4673330.02   | 0.07%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2491000 | PA      | $2293382.24   | 0.03%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1834069.56   | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4767000 | PA      | $4669530.58   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1834914.80   | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505922.50    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310595 | PA      | $293743.30    | 0.00%             | 2048-04-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555003 | PA      | $513645.41    | 0.01%             | 2049-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $236454.64    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                  | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4399914 | PA      | $512.15       | 0.00%             | 2057-09-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5018251.15   | 0.07%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1900000 | PA      | $1739094.81   | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                         | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   4080999 | PA      | $3121964.37   | 0.05%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   2109093 | PA      | $2144803.93   | 0.03%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     62116 | PA      | $3726.96      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    505829 | PA      | $507126.78    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1795962 | PA      | $1718628.35   | 0.03%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    163211 | PA      | $129752.65    | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1665236 | PA      | $1548494.54   | 0.02%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                        | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1614897 | PA      | $1593362.37   | 0.02%             | 2030-12-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                        | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1685775 | PA      | $1673418.27   | 0.02%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     65758 | PA      | $65717.22     | 0.00%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                             | Resideo Funding Inc                                                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    802988 | PA      | $801983.77    | 0.01%             | 2032-08-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262805 | PA      | $5256.10      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                          | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: YT7580970<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204940.00    | 0.00%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    800000 | PA      | $762240.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |    450000 | PA      | $447024.90    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR1 Trust                                                             | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9572272.00   | 0.14%             | 2038-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4003748.00   | 0.06%             | 2041-05-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3270000 | PA      | $3313502.80   | 0.05%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1265244 | PA      | $1199999.76   | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-26CB                                                 | CUSIP: 02147WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244092 | PA      | $113592.97    | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182992.88    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423109 | PA      | $187456.62    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $2526479.05   | 0.04%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                     | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $877998.70    | 0.01%             | 2052-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E03H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9067066 | PA      | $7468819.65   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20795536 | PA      | $21622211.06  | 0.32%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GABS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125473 | PA      | $122265.73    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4868320 | PA      | $4671256.25   | 0.07%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246182 | PA      | $242788.22    | 0.00%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1796511 | PA      | $177407.28    | 0.00%             | 2054-01-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31394RHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17702 | PA      | $17927.22     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WNC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45886 | PA      | $3335.82      | 0.00%             | 2035-07-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22347 | PA      | $1893.26      | 0.00%             | 2035-10-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HX53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5712 | PA      | $5690.34      | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9501 | PA      | $625.20       | 0.00%             | 2038-03-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398J7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26362 | PA      | $1272.77      | 0.00%             | 2039-08-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                             | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |    350000 | PA      | $350437.50    | 0.01%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    740000 | PA      | $728699.68    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1050477.43   | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6640421 | PA      | $66.40        | 0.00%             | 2049-01-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7675000 | PA      | $7247880.88   | 0.11%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2006-S4                                         | CUSIP: 466302AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15366 | PA      | $17699.45     | 0.00%             | 2036-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                  | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11928100 | PA      | $6121168.20   | 0.09%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519792.00    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                           | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1973199.30   | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1807378.24   | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2019-RPL3                                            | CUSIP: 52474FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18881754 | PA      | $16767836.30  | 0.25%             | 2058-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368404 | PA      | $173666.80    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-2                                                     | CUSIP: 52521DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84623 | PA      | $54499.08     | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust 2007-3                                                           | CUSIP: 525245AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7516236 | PA      | $7143474.98   | 0.10%             | 2037-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587926.13    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                   | MASTR Alternative Loan Trust 2007-1                                              | CUSIP: 55275SAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32220 | PA      | $8784.19      | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mach I                                          | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2501547 | PA      | $2482967.54   | 0.04%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4796411.36   | 0.07%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                     | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4151218.22   | 0.06%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320814.72    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1769433.12   | 0.03%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4071000 | PA      | $3960262.00   | 0.06%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $467294.54    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                  | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1              | CUSIP: 65535VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155946 | PA      | $43492.64     | 0.00%             | 2036-01-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                           | Novartis Capital Corp                                                            | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   5146000 | PA      | $5186406.60   | 0.08%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust                                                       | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4666000 | PA      | $4636726.45   | 0.07%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                         | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $984142.12    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    620000 | PA      | $578231.59    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    830000 | PA      | $801148.45    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627906.25    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    255000 | PA      | $272643.45    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6958000 | PA      | $6669698.75   | 0.10%             | 2050-12-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19818408 | PA      | $19670123.60  | 0.29%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107850000 | PA      | $93675729.63  | 1.37%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101700000 | PA      | $96207802.35  | 1.41%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1518592.00   | 0.02%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1014482.96   | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                    | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2429569.19   | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAM3<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   9879007 | PA      | $9811295.64   | 0.14%             | 2071-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1419923 | PA      | $1421215.54   | 0.02%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    346737 | PA      | $349164.26    | 0.01%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    208497 | PA      | $208815.61    | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     61918 | PA      | $62012.82     | 0.00%             | 2032-02-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION                        | Compass Power Generation LLC                                                     | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |   1330443 | PA      | $1340181.84   | 0.02%             | 2029-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                        | United Talent Agency LLC                                                         | CUSIP: 91301QAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341550 | PA      | $342403.88    | 0.01%             | 2032-06-10      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY                        | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    439350 | PA      | $440525.26    | 0.01%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    505000 | PA      | $487325.00    | 0.01%             | 2033-03-30      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2250000 | PA      | $2113014.83   | 0.03%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                  | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |   1192690 | PA      | $0.01         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-42                                                   | CUSIP: 02148YAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5716801 | PA      | $2993531.21   | 0.04%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5389909 | PA      | $2567053.58   | 0.04%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1226686.90   | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                          | Anglo American Capital PLC                                                       | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | ZA        |   3996000 | PA      | $3908960.61   | 0.06%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                        | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1259971.70   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                           | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   4678000 | PA      | $4730585.02   | 0.07%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                  | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2975617.80   | 0.04%             | 2031-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    910000 | PA      | $919623.25    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2024-6 Ltd                                               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002500.00   | 0.07%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                         | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4137000 | PA      | $4063318.83   | 0.06%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                     | Balboa Bay Loan Funding 2025-2 Ltd                                               | CUSIP: 057915AA8<br>LEI: 2549002Z9TKO9WGID477 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000818.00   | 0.03%             | 2039-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                          | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5032000 | PA      | $4877275.71   | 0.07%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821372.15    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A2                               | CUSIP: 12566UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5488569 | PA      | $4966837.44   | 0.07%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                 | CLI Funding IX LLC                                                               | CUSIP: 12571WAJ2<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   1855833 | PA      | $1849945.33   | 0.03%             | 2050-06-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-20CB                                                 | CUSIP: 12667GPT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52958 | PA      | $41406.07     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-49CB                                                 | CUSIP: 12668AMG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6092837 | PA      | $3729534.98   | 0.05%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2702429.40   | 0.04%             | 2031-01-30      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                  | Carrington Mortgage Loan Trust Series 2006-NC5                                   | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4504233 | PA      | $4120694.45   | 0.06%             | 2037-01-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602489.12    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                             | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4761000 | PA      | $4749936.29   | 0.07%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                   | Citicorp Mortgage Securities Inc                                                 | CUSIP: 172973M97<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |     16263 | PA      | $15918.15     | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1341477.90   | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1475700.63   | 0.02%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                               | NJ Trust 2023-GSP                                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2385541.14   | 0.03%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $487109.20    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $610885.18    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6242000 | PA      | $6253541.46   | 0.09%             | 2039-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                        | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9042000 | PA      | $9189344.45   | 0.13%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500866.25    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350882.78    | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648254.88    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAN1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3955307.60   | 0.06%             | 2071-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   3731000 | PA      | $3538480.40   | 0.05%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY                         | Burlington Coat Factory Warehouse Corp                                           | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    173681 | PA      | $173680.90    | 0.00%             | 2031-09-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION L                        | Cornerstone Generation LLC                                                       | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    875387 | PA      | $877264.29    | 0.01%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                             | Allspring Buyer LLC                                                              | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1547830 | PA      | $1550972.37   | 0.02%             | 2030-11-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    200000 | PA      | $187325.00    | 0.00%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    674900 | PA      | $668812.40    | 0.01%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   2590105 | PA      | $2557728.72   | 0.04%             | 2029-03-29      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                | AmWINS Group Inc                                                                 | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    836550 | PA      | $831957.34    | 0.01%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139400.00    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                  | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                    | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1989006.60   | 0.03%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                            | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1242560.60   | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    531480 | PA      | $533214.78    | 0.01%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| AES ESPANA BV                                   | AES Espana BV                                                                    | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | DO        |   2600000 | PA      | $2551458.00   | 0.04%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                   | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4715000 | PA      | $4874185.61   | 0.07%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $978281.61    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AlphaFlow Transitional Mortgag                  | AlphaFlow Transitional Mortgage Trust 2021-WL1                                   | CUSIP: 02079YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698432 | PA      | $533122.96    | 0.01%             | 2026-01-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-OA8                                                  | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3868561 | PA      | $3236773.01   | 0.05%             | 2047-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927583 | PA      | $406683.89    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5873393 | PA      | $2575094.66   | 0.04%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238968 | PA      | $189624.79    | 0.00%             | 2037-09-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-17CB                                                 | CUSIP: 02151HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51799 | PA      | $43538.95     | 0.00%             | 2037-08-25      | Floating      | 12.45%                | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    470000 | PA      | $486809.55    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                        | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1732580.74   | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                   | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2380979.84   | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1554840.00   | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                          | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   9815000 | PA      | $9664137.56   | 0.14%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5785000 | PA      | $5679518.05   | 0.08%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5601263.80   | 0.08%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3269027.81   | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5580000 | PA      | $5597716.50   | 0.08%             | 2035-09-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2212333 | PA      | $2208075.37   | 0.03%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                 | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5478000 | PA      | $5634841.71   | 0.08%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1550625.00   | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5364000 | PA      | $4808991.75   | 0.07%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                           | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1812537.00   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4917000 | PA      | $4983371.63   | 0.07%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust 2026-NQM3                                        | CUSIP: 10571LAG6<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004500.00   | 0.04%             | 2065-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust 2026-NQM3                                        | CUSIP: 10571LAH4<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3003000.00   | 0.04%             | 2065-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3357000 | PA      | $3091631.87   | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234234.29    | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                  | CFCRE Commercial Mortgage Trust 2017-C8                                          | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267000 | PA      | $3171284.09   | 0.05%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    525000 | PA      | $484298.73    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                       | CIM Trust 2020-R2                                                                | CUSIP: 12558WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6953000 | PA      | $5667720.57   | 0.08%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181949 | PA      | $164952.26    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-CCRE16 Mortgage Trust                                                  | CUSIP: 12591VAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184379 | PA      | $181656.09    | 0.00%             | 2047-04-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2007-1                                                | CUSIP: 126378AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62272 | PA      | $7151.82      | 0.00%             | 2022-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7573 | PA      | $5681.63      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2020-RPL1 Trust                                                             | CUSIP: 12656EBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25626607 | PA      | $20876469.21  | 0.31%             | 2069-10-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-37T1                                                 | CUSIP: 12667G2X0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10963102 | PA      | $6667710.14   | 0.10%             | 2035-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GYP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117607 | PA      | $43420.45     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12668ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373441 | PA      | $249709.21    | 0.00%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                           | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875MAQ9<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $970451.90    | 0.01%             | 2034-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1841701.63   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4752000 | PA      | $3898258.53   | 0.06%             | 2065-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    680000 | PA      | $656627.45    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1379882.00   | 0.02%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                        | Constellation Energy Generation LLC                                              | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $4027503.40   | 0.06%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    690000 | PA      | $671103.94    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                        | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $662220.16    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 225458X29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461157 | PA      | $353606.42    | 0.01%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1806500.33   | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                  | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9943261 | PA      | $99.43        | 0.00%             | 2049-05-10      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| DELL INC                                        | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2317043.33   | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                   | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                  | CUSIP: 251510KF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3533918 | PA      | $3019500.76   | 0.04%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DoubleLine Global Bond Fund                     | DoubleLine Global Bond Fund                                                      | CUSIP: 258620699<br>LEI: 5493008IO8R1K4RY7M95 | Long             | EC               | RF                | US        |  18461416 | NS      | $158952795.82 | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                        | Electricite de France SA                                                         | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   5390000 | PA      | $4999016.68   | 0.07%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                         | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   5040000 | PA      | $4963949.52   | 0.07%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                 | ExteNet Issuer LLC                                                               | CUSIP: 30227XAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3364439.51   | 0.05%             | 2054-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8935524 | PA      | $8058750.64   | 0.12%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35172820 | PA      | $30273886.60  | 0.44%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15949048 | PA      | $16544475.56  | 0.24%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A24U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    864849 | PA      | $818019.54    | 0.01%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A7VG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244016 | PA      | $202533.33    | 0.00%             | 2041-02-15      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3178507 | PA      | $2921079.52   | 0.04%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VHJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161668 | PA      | $18486.50     | 0.00%             | 2037-04-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W3JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22039693 | PA      | $22346378.84  | 0.33%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    340000 | PA      | $356199.64    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                  | HSI Asset Securitization Corp Trust 2007-NC1                                     | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8282858 | PA      | $5386840.34   | 0.08%             | 2037-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    980000 | PA      | $963040.41    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                  | HOMES 2025-AFC4 Trust                                                            | CUSIP: 43762DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7465980 | PA      | $7442652.12   | 0.11%             | 2060-11-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                  | HOMES 2025-AFC4 Trust                                                            | CUSIP: 43762DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2484210.25   | 0.04%             | 2060-11-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $254456.69    | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                      | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18672019 | PA      | $17052611.93  | 0.25%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                       | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    780000 | PA      | $793057.98    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4164743.20   | 0.06%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2443892.07   | 0.04%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $345442.69    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255599.25    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2636111.08   | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                   | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1220010.56   | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    980000 | PA      | $948762.50    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXXV Ltd                                                               | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999050.00    | 0.01%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4681000 | PA      | $4726475.77   | 0.07%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                          | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1325318.53   | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    685000 | PA      | $677820.09    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                         | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1245891.66   | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                          | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   5157000 | PA      | $5233067.61   | 0.08%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2435191.74   | 0.04%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83312.43     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   4681000 | PA      | $4650646.66   | 0.07%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QH5 Trust                                                       | CUSIP: 75116EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18829637 | PA      | $8248524.04   | 0.12%             | 2037-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89935 | PA      | $80019.67     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1613703 | PA      | $396628.42    | 0.01%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5154000 | PA      | $5047771.42   | 0.07%             | 2060-01-26      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                          | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1438146.69   | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                  | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |  30134355 | PA      | $21066.93     | 0.00%             | 2048-10-10      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                       | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3458625.00   | 0.05%             | 2041-04-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    229000 | PA      | $195795.00    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                          | Sequoia Mortgage Trust 2007-3                                                    | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2586681 | PA      | $1979159.37   | 0.03%             | 2037-07-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1917859.80   | 0.03%             | 2034-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                            | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2549821.27   | 0.04%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                  | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3946791.60   | 0.06%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404435.27    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                        | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000860.00   | 0.01%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5194174.30   | 0.08%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |   1469859 | PA      | $1458033.99   | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                              | Vertiv Holdings Co                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1754666.17   | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                   | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   4681000 | PA      | $4727229.42   | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2421556.93   | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3629111 | PA      | $3280456.35   | 0.05%             | 2037-07-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310884 | PA      | $295351.12    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879012 | PA      | $867272.04    | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1650000 | PA      | $1456248.75   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |   1100000 | PA      | $933350.00    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp                                                                      | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    819476 | PA      | $818451.45    | 0.01%             | 2028-03-10      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    239806 | PA      | $137117.45    | 0.00%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    120000 | PA      | $104275.35    | 0.00%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    123438 | PA      | $60114.06     | 0.00%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    104164 | PA      | $104377.30    | 0.00%             | 2031-06-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                         | CPPIB OVM Member US LLC                                                          | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494125 | PA      | $494557.12    | 0.01%             | 2031-08-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1032351 | PA      | $1033837.98   | 0.02%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1076139 | PA      | $722358.10    | 0.01%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    332145 | PA      | $323176.80    | 0.00%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    317500 | PA      | $279250.78    | 0.00%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    252680 | PA      | $253066.22    | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1124350 | PA      | $1037775.05   | 0.02%             | 2032-03-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   1080968 | PA      | $1072012.11   | 0.02%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                               | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1575727 | PA      | $1563199.92   | 0.02%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Co                                                              | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     74812 | PA      | $74906.02     | 0.00%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     22146 | PA      | $22228.93     | 0.00%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    957600 | PA      | $958797.00    | 0.01%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    220000 | PA      | $220687.50    | 0.00%             | 2032-06-02      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                           | Hopper Merger Sub Inc                                                            | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |   1735000 | PA      | $1716461.53   | 0.03%             | 2033-01-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    770035 | PA      | $755916.01    | 0.01%             | 2031-03-24      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                    | Alkermes Inc                                                                     | CUSIP: N/A<br>LEI: 549300YHRMYLL071E243       | Long             | LON              | CORP              | US        |    560000 | PA      | $564902.80    | 0.01%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    682706 | PA      | $681958.68    | 0.01%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VSE Corp                                        | VSE Corp                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    640000 | PA      | $640134.40    | 0.01%             | 2033-03-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1375957.30   | 0.02%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: EJ5486794<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    800000 | PA      | $796380.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINSUR SA                                       | Minsur SA                                                                        | CUSIP: BS1363347<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |   4100000 | PA      | $3860551.39   | 0.06%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5658158.60   | 0.08%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                              | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2231502 | PA      | $2122359.23   | 0.03%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                        | Adani International Container Terminal Pvt Ltd                                   | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1147500 | PA      | $1047526.39   | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                         | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4557000 | PA      | $4598024.89   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505179.48    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    460000 | PA      | $448091.98    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14486143 | PA      | $14365789.15  | 0.21%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $401630.28    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2006-7                                        | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |   1223399 | PA      | $608761.89    | 0.01%             | 2036-06-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16084506 | PA      | $7902.32      | 0.00%             | 2049-08-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                      | Navient Private Education Refi Loan Trust 2018-A                                 | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2078785 | PA      | $2049563.32   | 0.03%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $482267.68    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6711310.90   | 0.10%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIV                                                             | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6320664.00   | 0.09%             | 2034-10-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                             | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236249.54    | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    739579 | PA      | $754400.20    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    978782 | PA      | $983063.81    | 0.01%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |     37913 | PA      | $37084.17     | 0.00%             | 2031-02-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    487696 | PA      | $488517.75    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     93812 | PA      | $93727.60     | 0.00%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    349125 | PA      | $350142.70    | 0.01%             | 2032-09-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                        | Allison Transmission Inc                                                         | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    820000 | PA      | $823895.00    | 0.01%             | 2033-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1800000 | PA      | $1726638.08   | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1300000 | PA      | $1145954.17   | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1600000 | PA      | $1376175.87   | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4767660.50   | 0.07%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    594804 | PA      | $623079.55    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1C85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26307746 | PA      | $19167502.89  | 0.28%             | 2048-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396Q7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65628 | PA      | $65041.51     | 0.00%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NCG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4665 | PA      | $4650.11      | 0.00%             | 2029-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RFU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116419 | PA      | $117896.95    | 0.00%             | 2039-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16261644 | PA      | $16103090.55  | 0.24%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418PM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1813 | PA      | $1809.38      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320441.02    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    745000 | PA      | $745666.78    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261577.37    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                         | New York Life Insurance Co                                                       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2381223.72   | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786211 | PA      | $196404.99    | 0.00%             | 2037-02-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2315603.10   | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                  | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3575610.00   | 0.05%             | 2043-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                  | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3669000 | PA      | $3812175.39   | 0.06%             | 2042-08-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1221343.02   | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1819459.38   | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2150000 | PA      | $2052175.00   | 0.03%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                  | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4425000 | PA      | $4412568.85   | 0.06%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $428989.39    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2017-375H                                      | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1275230.24   | 0.02%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ADT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1647617 | PA      | $1587489.27   | 0.02%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31425VYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8098707 | PA      | $8258705.42   | 0.12%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427M2C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28548065 | PA      | $29682991.24  | 0.43%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GGPU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26201721 | PA      | $24866911.07  | 0.36%             | 2034-01-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2005-A2                                         | CUSIP: 46627MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567620 | PA      | $1548933.97   | 0.02%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7860000 | PA      | $1609335.00   | 0.02%             | 2048-02-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5158160 | PA      | $51.58        | 0.00%             | 2048-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                            | Jacobs Solutions Inc                                                             | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8173211.58   | 0.12%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350746.67    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    530000 | PA      | $493562.50    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    369168 | PA      | $297920.03    | 0.00%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    209529 | PA      | $209850.06    | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     95753 | PA      | $95899.03     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   2600000 | PA      | $2497228.40   | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: ZL3654437<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $305321.38    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    775000 | PA      | $793263.65    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                        | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $205275.00    | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS10 Trust                                                      | CUSIP: 751155AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118461 | PA      | $101977.41    | 0.00%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS9 Trust                                                       | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1694093 | PA      | $1394292.91   | 0.02%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    635000 | PA      | $605807.70    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260602.79    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $672984.76    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    610000 | PA      | $598086.70    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    415000 | PA      | $367793.75    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    715000 | PA      | $472833.59    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2026-7W34                                          | CUSIP: 67123XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940000 | PA      | $1935102.08   | 0.03%             | 2041-02-05      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                  | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590BAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001823.80   | 0.03%             | 2030-07-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2443342.17   | 0.04%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                  | Option One Mortgage Loan Trust 2007-6                                            | CUSIP: 68403KAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14192381 | PA      | $12854009.42  | 0.19%             | 2037-07-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                               | Park Blue CLO 2022-1 Ltd                                                         | CUSIP: 70016WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5007738.50   | 0.07%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                     | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   9068000 | PA      | $9117819.77   | 0.13%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $617435.33    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $563144.40    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $594302.78    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7348000 | PA      | $7226810.46   | 0.11%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AH8<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2970123.00   | 0.04%             | 2065-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                        | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |   3073000 | PA      | $3066184.02   | 0.04%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   4099638 | PA      | $4191387.45   | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: AZ7194543<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   1725616 | PA      | $1641511.75   | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    433847 | PA      | $395409.97    | 0.01%             | 2029-09-10      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    214721 | PA      | $170368.20    | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1581831 | PA      | $1582819.59   | 0.02%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $127400.00    | 0.00%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    574214 | PA      | $574932.27    | 0.01%             | 2031-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     40323 | PA      | $40417.14     | 0.00%             | 2032-10-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                            | Green Infrastructure Partners Inc                                                | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |   1390000 | PA      | $1390000.00   | 0.02%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                         | OEP Glass Purchaser LLC                                                          | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380000 | PA      | $374657.20    | 0.01%             | 2033-03-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    900000 | PA      | $894555.00    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: ZB6265712<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3300000 | PA      | $3436346.30   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    780000 | PA      | $710615.31    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097032.53   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5116000 | PA      | $5008356.34   | 0.07%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625876.25    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                           | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |   3884000 | PA      | $3967838.12   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                         | Periama Holdings LLC/DE                                                          | CUSIP: ZO8974420<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $599919.69    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1018735 | PA      | $978271.30    | 0.01%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     13823 | PA      | $13597.77     | 0.00%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    267446 | PA      | $268013.87    | 0.00%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                             | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    345000 | PA      | $329820.00    | 0.00%             | 2033-02-03      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $300900.00    | 0.00%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BJ0501582<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1400000 | PA      | $1387400.00   | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                  | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22775500 | PA      | $827090.00    | 0.01%             | 2054-06-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119997.74    | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $363828.59    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $586650.17    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    455000 | PA      | $438013.85    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                 | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2411831.68   | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    640000 | PA      | $623735.42    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2242000 | PA      | $2375854.35   | 0.03%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4251060.80   | 0.06%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1642111.25   | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                              | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   3701329 | PA      | $3364507.74   | 0.05%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2836079.62   | 0.04%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2452000 | PA      | $2470900.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1257812.30   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                          | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4626000 | PA      | $4692106.70   | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAH7<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |  15681000 | PA      | $15661144.72  | 0.23%             | 2070-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                              | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4981000 | PA      | $4694794.83   | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                          | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    755000 | PA      | $708026.32    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27735573 | PA      | $277.36       | 0.00%             | 2049-07-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474718 | PA      | $464293.28    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                         | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033DAE7<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2173620.28   | 0.03%             | 2035-09-08      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $268936.85    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $936931.58    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1569760.00   | 0.02%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                   | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    519381 | PA      | $497959.49    | 0.01%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    270054 | PA      | $270607.81    | 0.00%             | 2031-06-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                               | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    809781 | PA      | $809359.66    | 0.01%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    334082 | PA      | $326776.03    | 0.00%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    754986 | PA      | $753098.35    | 0.01%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President