# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010257
**Filing Date:** 2023-2
**Character Count:** 596924
**Document Hash:** 3ff66c7608c58636a7592db6d634331e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010257.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010257

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670679

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Multi-Sector Bond Fund (Series ID: S000023756)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069833 | Investor Class      | MXLMX           |
| C000155782 | Institutional Class | MXUGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower Multi-Sector Bond Fund

- **b. EDGAR series identifier (if any):** S000023756

- **c. LEI of Series:** LY1P0ASZ60YV0L8LIB92

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $674686767.99

**Total Liabilities:** $12299821.58

**Net Assets:** $662386946.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 706.743798926016 | **1-Year:** 11400.645783812046 | **5-Year:** 42345.173036367892 | **10-Year:** 49254.282956638618 | **30-Year:** 12960.186153923764

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

- **3-Month:** 188.642391474352 | **1-Year:** 6605.159997476489 | **5-Year:** 26689.907251061804 | **10-Year:** 16853.744475565625 | **30-Year:** 3929.970644104858

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069833 | -0.00%               | 2.91%                | -0.08%               |
| Class ID C000155782 | -0.13%               | 3.01%                | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19350408.02            | $1922954.28                                |
| Month 2  | $-19858026.64            | $12965092.21                               |
| Month 3  | $-20800806.22            | $-1805838.24                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** LY1P0ASZ60YV0L8LIB92

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Institutional Preffered Money Market Funds                                             | Dreyfus Institutional Preffered Money Market Funds PFD GOVT PLUS SL                                       | CUSIP: 26200T885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1650000 | PA      | $1650000.00   | 0.25%             | 2023-01-02      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC REPO                                                              | CITIGROUP GLOBAL MARKETS INC REPO SLRPD 4.300% 01/03/2023                                                 | CUSIP: 744900241<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   7658727 | PA      | $7658727.00   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                                                                       | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023                                                          | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |   7608531 | PA      | $7608531.00   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                                                                      | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023                                                         | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   7658727 | PA      | $7658727.00   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO                                                               | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023                                                  | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   7658727 | PA      | $7658727.00   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-NOTE ULTRA 10Y                                                                                       | CUSIP: 0002UXYH3<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        34 | NC      | $-77787.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-BOND ULTRA                                                                                           | CUSIP: 00002WNH3<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       239 | NC      | $-663323.48   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                                                          | AL 3.375 07/01/25                                                                                         | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    595000 | NS      | $562763.39    | 0.08%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                        | AAL 3.7 10/15/25 B                                                                                        | CUSIP: 02377DAA0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    280686 | NS      | $252212.65    | 0.04%             | 2027-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                                       | ARCC 3.2 11/15/31                                                                                         | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    785000 | NS      | $576072.26    | 0.09%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                                                   | BACR V2.279 11/24/27                                                                                      | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1315000 | NS      | $1136655.03   | 0.17%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.2 03/01/29                                                                                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | NS      | $131533.50    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 5.15 05/01/30                                                                                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    995000 | NS      | $970761.08    | 0.15%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                                                     | BHF 5.625 05/15/30                                                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    608000 | NS      | $578254.20    | 0.09%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Aercap Ireland Capital DAC                                                                     | AER 3 10/29/28                                                                                            | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    425000 | NS      | $356054.50    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 4.5 08/15/30 144A                                                                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | NS      | $457689.88    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                     | CDWC 4.25 04/01/28                                                                                        | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | NS      | $32211.55     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                                 | ALB 5.05 06/01/32                                                                                         | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    830000 | NS      | $782264.89    | 0.12%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                             | AQFIT 2020-AA D                                                                                           | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | NS      | $533093.30    | 0.08%             | 2046-07-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Tst                                                                            | ARRW 2019-1 A1                                                                                            | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172397 | NS      | $158349.74    | 0.02%             | 2049-01-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Ashland Llc                                                                                    | ASH 3.375 09/01/31 144A                                                                                   | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    525000 | NS      | $419617.17    | 0.06%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                                       | COMCEL 5.125 02/03/32 144A                                                                                | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | CORP              | KY        |    690000 | NS      | $605883.76    | 0.09%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Cable Onda, S.A.                                                                               | CONDA 4.5 01/30/30 144A                                                                                   | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    770000 | NS      | $691652.50    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 5.125 07/01/49                                                                                       | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    765000 | NS      | $578463.90    | 0.09%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                                  | CHEPDE 5.5 01/15/28 144a                                                                                  | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    945000 | NS      | $790209.00    | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA                                                                      | BSMXB 5.375 04/17/25 144A                                                                                 | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    545000 | NS      | $539277.50    | 0.08%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | SANTAN 5.179 11/19/25                                                                                     | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | NS      | $2557562.45   | 0.39%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2019-A-Gs                                                        | CBSLT 2019-AGS B                                                                                          | CUSIP: 20268CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127004 | NS      | $106566.92    | 0.02%             | 2047-01-25      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc.                                                                | CPS 13 06/01/24 144A                                                                                      | CUSIP: 216762AG9<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    160000 | NS      | $166400.00    | 0.03%             | 2024-06-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                               | CSGP 2.8 07/15/30 144A                                                                                    | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | NS      | $826489.96    | 0.12%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                         | CS V2.193 06/05/26 144A                                                                                   | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | NS      | $213522.93    | 0.03%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                    | BAC V2.482 09/21/36                                                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1470000 | NS      | $1080097.69   | 0.16%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                                | BANK 2021-BN35 AS                                                                                         | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | NS      | $370468.32    | 0.06%             | 2064-06-17      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                              | CCI 2.25 01/15/31                                                                                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1130000 | NS      | $906522.07    | 0.14%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                          | DNKN 2021-1A A2II                                                                                         | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    475200 | NS      | $390579.71    | 0.06%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 7 01/15/28 144A                                                                                     | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     45000 | NS      | $21750.67     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                | BXSL 2.125 02/15/27                                                                                       | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1530000 | NS      | $1266864.45   | 0.19%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                            | DTAOT 2021-2A D                                                                                           | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | NS      | $142262.18    | 0.02%             | 2027-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                | ENELIM 7.5 10/14/32 144A                                                                                  | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    455000 | NS      | $480829.30    | 0.07%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                       | BROPAR 5.875 04/15/29 144A                                                                                | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    610000 | NS      | $519159.62    | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | SORT 2020-1 A1                                                                                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549523 | NS      | $490499.57    | 0.07%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                                 | GSMS 2013-PEMB D                                                                                          | CUSIP: 36197VAG3<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-O            | CORP              | US        |    430000 | NS      | $336424.52    | 0.05%             | 2033-03-07      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2019-4A D                                                                                            | CUSIP: 36258HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | NS      | $1482521.29   | 0.22%             | 2026-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 5.375 02/01/28 144A                                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    680000 | NS      | $548250.01    | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                   | NOTES ESCROW                                                                                              | CUSIP: 131ESC9C1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    920000 | NS      | $0.01         | 0.00%             | 2010-07-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                        | JBSSBZ 3 02/02/29 144A                                                                                    | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    260000 | NS      | $215187.60    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                      | JBL 3 01/15/31                                                                                            | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    540000 | NS      | $446989.88    | 0.07%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 4.8 03/01/50                                                                                         | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2220000 | NS      | $1611606.92   | 0.24%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONNS RECEIVABLES FUNDING 2021-A LLC                                                           | CONN 2021-A B                                                                                             | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    952000 | NS      | $935119.04    | 0.14%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                           | LHOME 2021-RTL2 A1                                                                                        | CUSIP: 501895AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $329073.78    | 0.05%             | 2026-06-25      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                             | LADR 4.25 02/01/27 144A                                                                                   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1117000 | NS      | $938312.65    | 0.14%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2019-3 C                                                                                             | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $193505.23    | 0.03%             | 2052-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-2                                                       | CAALT 2021-2A C                                                                                           | CUSIP: 22537CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $225705.20    | 0.03%             | 2030-06-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2019-Gs7                                                           | LMAT 2019-GS7 A1                                                                                          | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302262 | NS      | $301723.82    | 0.05%             | 2059-11-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                                                    | LMAT 2020-GS5 A1                                                                                          | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83892 | NS      | $82527.50     | 0.01%             | 2060-08-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                     | DVA 3.75 02/15/31 144A                                                                                    | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    866000 | NS      | $646339.10    | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DEFT 2020-2 C                                                                                             | CUSIP: 24704GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98018.22     | 0.01%             | 2024-01-22      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                                                   | LNC F 04/20/67 *                                                                                          | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    715000 | NS      | $514800.00    | 0.08%             | 2067-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                  | MCMLT 2019-GS1 A1                                                                                         | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229104 | NS      | $212875.08    | 0.03%             | 2059-07-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | MUFG 3.85 03/01/26                                                                                        | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1154000 | NS      | $1104054.46   | 0.17%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S A                                                                          | NATURA 4.125 05/03/28 144A                                                                                | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    365000 | NS      | $297843.65    | 0.04%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                               | DB V3.547 09/18/31                                                                                        | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    290000 | NS      | $232489.62    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER LLC                                                                 | EHGVT 2021-A C                                                                                            | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71324 | NS      | $62432.13     | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                              | NWG V5.516 09/30/28                                                                                       | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    355000 | NS      | $350626.96    | 0.05%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                               | NAVSL 2020-HA A                                                                                           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47765 | NS      | $42868.18     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                               | EMBRBZ 5.05 06/15/25                                                                                      | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    185000 | NS      | $179544.35    | 0.03%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                             | ET 5.75 02/15/33                                                                                          | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    655000 | NS      | $640825.80    | 0.10%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                  | EQIX 3.2 11/18/29                                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    880000 | NS      | $765970.72    | 0.12%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp.                                      | FGP 5.375 04/01/26 144A                                                                                   | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | NS      | $149182.11    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                            | NRZT 2021-NQ2R A1                                                                                         | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271511 | NS      | $234710.72    | 0.04%             | 2058-10-25      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                             | ORCL 6.15 11/09/29                                                                                        | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1295000 | NS      | $1344165.87   | 0.20%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FCAT 2021-2 D                                                                                             | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | NS      | $187033.64    | 0.03%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                          | FCX 4.625 08/01/30                                                                                        | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    180000 | NS      | $167651.01    | 0.03%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OT Merger Corp.                                                                                | BLT 7.875 10/15/29 144A                                                                                   | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | NS      | $121900.00    | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                           | PANAMA 4.3 04/29/53                                                                                       | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | NS      | $144361.20    | 0.02%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gls Auto Receivables Trust                                                                     | GCAR 2020-1A C                                                                                            | CUSIP: 36258XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | NS      | $335005.37    | 0.05%             | 2025-11-17      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-2                                                       | GCAR 2022-2A D                                                                                            | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | NS      | $738105.60    | 0.11%             | 2028-04-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                     | PRU V5.125 03/01/52                                                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    226000 | NS      | $205660.00    | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                                                  | SGR 2021-1 A1                                                                                             | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308032 | NS      | $247717.02    | 0.04%             | 2061-07-25      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | GS V1.542 09/10/27                                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    880000 | NS      | $759112.13    | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants, Inc.                                                                          | HNGRY 2020-1A A2                                                                                          | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151500 | NS      | $986098.54    | 0.15%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                    | SANUSA 4.4 07/13/27                                                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    380000 | NS      | $362394.38    | 0.05%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                              | SRE 3.25 01/15/32 144A                                                                                    | CUSIP: 81685VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    909000 | NS      | $724704.96    | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                        | HILCRP 5.75 02/01/29 144A                                                                                 | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    796000 | NS      | $708493.00    | 0.11%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc         | HGVLLC 5 06/01/29 144A                                                                                    | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | NS      | $283800.00    | 0.04%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Invesment 1 Limited                                                           | SHNTN 2015-1A A                                                                                           | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |     59186 | NS      | $45277.84     | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                  | OMF 6.875 03/15/25                                                                                        | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    405000 | NS      | $389073.39    | 0.06%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                            | HWIRE 2021-1 C                                                                                            | CUSIP: 44148JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $856017.12    | 0.13%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                                    | IONS 0 04/01/26                                                                                           | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    295000 | NS      | $272321.88    | 0.04%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                      | SQ 3.5 06/01/31                                                                                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    350000 | NS      | $279273.75    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                            | STAR 2021-1 A1                                                                                            | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189367 | NS      | $171056.88    | 0.03%             | 2065-05-25      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                                 | SYF 5.625 08/23/27                                                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    550000 | NS      | $535937.73    | 0.08%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                   | THC 6.25 02/01/27 144A                                                                                    | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    175000 | NS      | $168089.25    | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lundin Energy Finance B.V.                                                                     | AKERBP 2 07/15/26 144A                                                                                    | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NL        |    530000 | NS      | $468154.72    | 0.07%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST                                                                            | MFRA 2020-NQM3 A1                                                                                         | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032634 | NS      | $941884.90    | 0.14%             | 2065-01-25      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2021-1 LTD                                                                | TRK 2021-1 A1                                                                                             | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | NS      | $472846.80    | 0.07%             | 2024-06-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                                       | TEKNI 6.625 11/01/25 144A                                                                                 | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    566000 | NS      | $490513.29    | 0.07%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST                                                                             | TVC 2020-RTL1 M                                                                                           | CUSIP: 90114YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | NS      | $802051.32    | 0.12%             | 2024-09-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 0.125 08/31/23                                                                                          | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13930000 | NS      | $13509379.33  | 2.04%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 0.25 09/30/23                                                                                           | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6945000 | NS      | $6714132.99   | 1.01%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                                       | VCAT 2021-NPL5 A1                                                                                         | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424886 | NS      | $374345.53    | 0.06%             | 2051-08-25      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM2 TRUST                                                                            | MFRA 2022-NQM2 A1                                                                                         | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316509 | NS      | $301823.34    | 0.05%             | 2067-05-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V6.342 10/18/33                                                                                        | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    835000 | NS      | $874916.88    | 0.13%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                                 | VOLT 2021-NPL2 A1                                                                                         | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379221 | NS      | $341151.95    | 0.05%             | 2051-02-27      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3546589<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262958 | NS      | $250467.09    | 0.04%             | 2028-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                               | NAVSL 2021-EA B                                                                                           | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $73269.05     | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                      | NAVSL 2021-FA B                                                                                           | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | NS      | $170752.67    | 0.03%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INFINITE ELECTRONICS                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3558626<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309010 | NS      | $295361.60    | 0.04%             | 2028-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                                            | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3563303<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375896 | NS      | $372606.88    | 0.06%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | OMFIT 2021-1A D                                                                                           | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $206824.73    | 0.03%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                       | PRPM 2021-RPL1 A1                                                                                         | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188937 | NS      | $168084.09    | 0.03%             | 2051-07-25      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                       | ALL V5.75 08/15/53 B                                                                                      | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1020000 | NS      | $958800.00    | 0.14%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3583665<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300418 | NS      | $286899.52    | 0.04%             | 2028-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDALLION MIDLAND ACQUISITION                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3751197<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308372 | NS      | $305056.51    | 0.05%             | 2024-10-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SA                                                                             | PNR 5.9 07/15/32                                                                                          | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    900000 | NS      | $882064.58    | 0.13%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 6.7 02/16/32                                                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1475000 | NS      | $1158239.33   | 0.17%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3890177<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536265 | NS      | $526880.46    | 0.08%             | 2029-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                              | SFRFP 5.125 01/15/29 144A                                                                                 | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | NS      | $150382.20    | 0.02%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4                                            | ACAR 2022-4 C                                                                                             | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101265.21    | 0.02%             | 2029-02-13      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Subordinated Llc / Premier Entertainment Finance Corporation             | BALY 5.625 09/01/29 144A                                                                                  | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    683000 | NS      | $503644.20    | 0.08%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR6 E1                                                                                         | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | NS      | $153360.86    | 0.02%             | 2038-07-19      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR6 E2                                                                                         | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $81861.98     | 0.01%             | 2038-07-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                        | SMB 2021-A A2A2                                                                                           | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160096 | NS      | $153174.09    | 0.02%             | 2053-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                             | BPR 2021-NRD D                                                                                            | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | NS      | $81891.81     | 0.01%             | 2038-12-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                | BRASKM 4.5 01/31/30 144A                                                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    600000 | NS      | $510275.16    | 0.08%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                               | SMB 2020-A A2A                                                                                            | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69207 | NS      | $63142.24     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                                | SIRINT 4.6 11/01/26 144A                                                                                  | CUSIP: 82968FAA2<br>LEI: 549300PB35NLMKG2ND86 | Long             | DBT              | CORP              | BM        |    150000 | NS      | $128887.50    | 0.02%             | 2026-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                             | TIF 2021-1A A                                                                                             | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315040 | NS      | $261276.69    | 0.04%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Tennessee Merger Sub, Inc.                                                                     | TMH 6.375 02/01/25 144A                                                                                   | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    516000 | NS      | $297339.84    | 0.04%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC                                                                    | BJETS 2021-1A B                                                                                           | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74594 | NS      | $63222.25     | 0.01%             | 2036-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                           | CEMEX V5.125 PERP 144A                                                                                    | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    375000 | NS      | $346503.75    | 0.05%             | 2500-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-2 M1                                                                                            | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | NS      | $752646.30    | 0.11%             | 2058-12-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mort Trust 2012-C1                                                              | UBSCM 2012-C1 D                                                                                           | CUSIP: 90269GAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109138 | NS      | $99202.09     | 0.01%             | 2045-05-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                 | MEX 2.659 05/24/31                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | NS      | $346807.35    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 1.875 02/15/32                                                                                          | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1685000 | NS      | $1429419.72   | 0.22%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VFI ABS 2022-1, LLC                                                                            | VFI 2022-1A B                                                                                             | CUSIP: 91824CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1036199.56   | 0.16%             | 2028-07-24      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                                                  | VOLT 2021-NPL3 A1                                                                                         | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324878 | NS      | $293693.82    | 0.04%             | 2051-02-27      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                                   | VOLT 2021-NP12 A1                                                                                         | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315952 | NS      | $291898.33    | 0.04%             | 2051-12-26      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                                   | WFCM 2016-C36 B                                                                                           | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $112252.45    | 0.02%             | 2059-11-18      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                                 | YUM 4.75 01/15/30 144A                                                                                    | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    450000 | NS      | $412875.00    | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARFUMS HOLDING CO INC                                                                         | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2794164<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144756 | NS      | $133682.27    | 0.02%             | 2024-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                      | CRBG V6.875 12/15/52 144A                                                                                 | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    626000 | NS      | $578445.71    | 0.09%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                         | CS V6.442 08/11/28 144A                                                                                   | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    675000 | NS      | $614719.88    | 0.09%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3546159<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330303 | NS      | $317031.72    | 0.05%             | 2027-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3549963<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246091 | NS      | $240708.21    | 0.04%             | 2028-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERATION BRIDGE II LLC                                                                       | CORPORATE TERM LOANS                                                                                      | CUSIP: BL3788173<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197077 | NS      | $195401.63    | 0.03%             | 2028-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3986835<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | NS      | $176628.25    | 0.03%             | 2028-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL4041002<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | NS      | $314125.00    | 0.05%             | 2029-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                                               | CORPORATE TERM LOAN                                                                                       | CUSIP: BL4070373<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | NS      | $281437.50    | 0.04%             | 2029-12-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACC TRUST 2022-1                                                                               | ACC 2022-1 C                                                                                              | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015000 | NS      | $968117.05    | 0.15%             | 2025-10-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                   | ENOIGA 5.375 03/30/28                                                                                     | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    360000 | NS      | $322200.00    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic of)                                                                        | VENZ 7.65 04/21/25                                                                                        | CUSIP: P97497TZ7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1700000 | NS      | $119000.00    | 0.02%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                            | ANTHOL 6 08/15/23                                                                                         | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1125000 | NS      | $1108989.84   | 0.17%             | 2023-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                                                              | AVID 2019-1 C                                                                                             | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013229 | NS      | $1008095.56   | 0.15%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                             | F 4.75 01/15/43                                                                                           | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    191000 | NS      | $137098.44    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2021-1A D                                                                                            | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | NS      | $911305.28    | 0.14%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS 2020-1A D                                                                                           | CUSIP: 40438FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | NS      | $311782.75    | 0.05%             | 2030-02-20      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                         | OTEXCN 4.125 02/15/30 144A                                                                                | CUSIP: 683720AA4<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    110000 | NS      | $88238.15     | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                               | PCG 3.25 06/01/31                                                                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | NS      | $260112.84    | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR9 E1                                                                                         | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $77652.26     | 0.01%             | 2040-11-19      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                      | TRGP 5.5 03/01/30                                                                                         | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     80000 | NS      | $75273.60     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telesat Canada /Telesat LLC                                                                    | TELSAT 6.5 10/15/27 144A                                                                                  | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |    349000 | NS      | $100948.69    | 0.02%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ascot Group Limited                                                                            | ASCOTG 4.25 12/15/30 144A                                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    755000 | NS      | $649415.17    | 0.10%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3632892<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256678 | NS      | $246170.54    | 0.04%             | 2028-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                                   | NY MTATRN 5 11/15/2045                                                                                    | CUSIP: 59260XAW8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    810000 | NS      | $870296.89    | 0.13%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                          | SOCGEN 4.75 11/24/25 144A                                                                                 | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1740000 | NS      | $1670128.28   | 0.25%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                                  | SURCEN 6.75 07/01/25 144A                                                                                 | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    652000 | NS      | $642714.73    | 0.10%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                 | WES 5.5 08/15/48                                                                                          | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | NS      | $29049.04     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group                                                                       | Precision Medicine Group Term Loan B (Add-on) 300 2027-11-01                                              | CUSIP: 74028HAF2<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |     12826 | NS      | $0.00         | 0.00%             | 2027-11-01      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| ZEBRA BUYER LLC                                                                                | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3604461<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272113 | NS      | $266913.30    | 0.04%             | 2028-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR 2021-SFR3 D                                                                                          | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | NS      | $435338.18    | 0.07%             | 2026-10-09      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                     | ALK 4.8 08/15/27 144A                                                                                     | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |   1218458 | NS      | $1158165.86   | 0.17%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SVCS HLDGS                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3847128<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249375 | NS      | $243140.63    | 0.04%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3922269<br>LEI: 5493000L10CYRTHIJ385 | Long             | DBT              | CORP              | US        |    175000 | NS      | $173332.08    | 0.03%             | 2029-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                                         | BPLN V4.875 PERP                                                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    955000 | NS      | $835625.00    | 0.13%             | 2500-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc.                                                                               | BBDC 3.3 11/23/26                                                                                         | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    445000 | NS      | $377172.32    | 0.06%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 7.5 04/01/28 144a                                                                                  | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    640000 | NS      | $435200.00    | 0.07%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2019-3 A                                                                                             | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199411 | NS      | $186741.66    | 0.03%             | 2052-10-18      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                            | ALLY 2.2 11/02/28                                                                                         | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    280000 | NS      | $218307.66    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| ANGEL OAK MORTGAGE TRUST 2022-5                                                                | AOMT 2022-5 A1                                                                                            | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903325 | NS      | $860901.61    | 0.13%             | 2067-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                          | DNKN 2017-1A A2II                                                                                         | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    157162 | NS      | $142858.67    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                 | ECOPET 4.625 11/02/31                                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1445000 | NS      | $1103748.58   | 0.17%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                          | CYH 4.75 02/15/31 144A                                                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    886000 | NS      | $643253.72    | 0.10%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2014-USA D                                                                                           | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $73548.87     | 0.01%             | 2037-09-17      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIAOT 2019-2A D                                                                                           | CUSIP: 32058RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $116610.94    | 0.02%             | 2025-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM1 TRUST                                                                           | GCAT 2020-NQM1 A1                                                                                         | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66445 | NS      | $62550.69     | 0.01%             | 2060-01-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                    | CLR 4.375 01/15/28                                                                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | NS      | $274878.00    | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                                      | GEHC 5.857 03/15/30 144A                                                                                  | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    740000 | NS      | $757287.67    | 0.11%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                    | GLPI 5.25 06/01/25                                                                                        | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    440000 | NS      | $432526.40    | 0.07%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                          | RCL 9.25 01/15/29 144a                                                                                    | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     27000 | NS      | $27745.20     | 0.00%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B.V.                                               | TEVA 4.1 10/01/46                                                                                         | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2550000 | NS      | $1559134.45   | 0.24%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                                    | TAH 2019-SFR1 D                                                                                           | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $103330.39    | 0.02%             | 2038-03-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                           | LHOME 2021-RTL1 A1                                                                                        | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | NS      | $487535.10    | 0.07%             | 2026-02-25      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2022-1                                                           | LBZZ 2022-1A A                                                                                            | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    869059 | NS      | $831710.25    | 0.13%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 4.25 09/30/24                                                                                           | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3020000 | NS      | $3004546.09   | 0.45%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 5.625 05/01/24 144A                                                                                  | CUSIP: 92564RAF2<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    215000 | NS      | $212905.90    | 0.03%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                                  | MCMLT 2017-3 M2                                                                                           | CUSIP: 59980CAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497385 | NS      | $446540.25    | 0.07%             | 2061-01-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| NMG Holding Co Inc.                                                                            | NMG 7.125 04/01/26 144A                                                                                   | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    739000 | NS      | $692640.69    | 0.10%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2641043<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490954 | NS      | $480030.70    | 0.07%             | 2023-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2020-1 A2B                                                                                           | CUSIP: 89178WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $79649.90     | 0.01%             | 2060-01-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                               | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3544857<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330531 | NS      | $325882.64    | 0.05%             | 2026-04-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3676196<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255536 | NS      | $241800.53    | 0.04%             | 2028-07-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State Oil Company of the Azerbaijan Republic                                                   | SOIAZ 6.95 03/18/30                                                                                       | CUSIP: Y8158KAC5<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    515000 | NS      | $530699.26    | 0.08%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR 2020-SFR2 D                                                                                          | CUSIP: 00178UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | NS      | $492250.07    | 0.07%             | 2037-07-17      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                | ACRISU 7 11/15/25 144A                                                                                    | CUSIP: 00489LAA1<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    962000 | NS      | $883897.84    | 0.13%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                     | AALLN 2.625 09/10/30 144A                                                                                 | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    620000 | NS      | $503864.67    | 0.08%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                                       | ARCC 2.875 06/15/28                                                                                       | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    555000 | NS      | $445015.12    | 0.07%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2020-1A B                                                                                           | CUSIP: 05377RDV3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $94985.99     | 0.01%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 4.875 06/01/28 144A                                                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    380000 | NS      | $241695.90    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 4.926 05/15/37 144A                                                                                  | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    261000 | NS      | $227687.33    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                                          | BC 2.4 08/18/31                                                                                           | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    377000 | NS      | $277168.92    | 0.04%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 4.625 12/01/30 144a                                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2435000 | NS      | $1345663.91   | 0.20%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                 | CRL 3.75 03/15/29 144A                                                                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    115000 | NS      | $101706.00    | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                           | GTLS 9.5 01/01/31 144A                                                                                    | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    410000 | NS      | $420500.10    | 0.06%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 4.4 04/01/33                                                                                         | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    115000 | NS      | $98400.80     | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                                              | DPABS 2017-1A A23                                                                                         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328612 | NS      | $301148.72    | 0.05%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LN PROGRAM LLC                                                                   | ELFI 2019-A A                                                                                             | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146200 | NS      | $133336.47    | 0.02%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| El Paso Energy Capital Trust I                                                                 | El Paso Energy Capital Trust I 4 3/4% TRUST CONVERTIBLE PREFERRED SECURITIES DUE MARCH 31, 2028           | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12538 | NS      | $564700.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                                                    | OVV 6.625 08/15/37                                                                                        | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | NS      | $160919.43    | 0.02%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                             | ET 3.75 05/15/30                                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | NS      | $96985.44     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FMC Corporation                                                                                | FMC 3.45 10/01/29                                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    170000 | NS      | $149840.58    | 0.02%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                             | EFMT 2019-2 A3                                                                                            | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66348 | NS      | $62133.22     | 0.01%             | 2059-11-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                           | GCAT 2019-RPL1 A1                                                                                         | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188237 | NS      | $176538.21    | 0.03%             | 2068-11-25      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                                                 | HPA 2019-1 D                                                                                              | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161893 | NS      | $139217.33    | 0.02%             | 2039-09-19      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Ltd/LLC                                                           | HORZN 2019-2 A                                                                                            | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    516082 | NS      | $397902.88    | 0.06%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM V5.717 09/14/33                                                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | NS      | $595392.60    | 0.09%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM V4.6 PERP HH                                                                                          | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    343000 | NS      | $302268.75    | 0.05%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MBIA Insurance Corporation                                                                     | MBI 0 01/15/33 144A                                                                                       | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |    600000 | NS      | $45348.00     | 0.01%             | 2033-01-15      | Floating      | 15.34%                | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                                                 | MHO 4.95 02/01/28                                                                                         | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    583000 | NS      | $517972.18    | 0.08%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                                      | MSBAM 2013-C12 C                                                                                          | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | NS      | $71082.86     | 0.01%             | 2046-10-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Ltd.                                                                        | NBR 7.25 01/15/26 144A                                                                                    | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    630000 | NS      | $593711.34    | 0.09%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                            | NAVI 5.875 10/25/24                                                                                       | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | NS      | $9675.50      | 0.00%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                             | ORCL 3.95 03/25/51                                                                                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    855000 | NS      | $609135.60    | 0.09%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                       | PRPM 2021-2 A1                                                                                            | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543357 | NS      | $500258.45    | 0.08%             | 2026-03-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                               | SMB 2018-C B                                                                                              | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $87523.17     | 0.01%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                            | SIRI 5.5 07/01/29 144A                                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     25000 | NS      | $22819.50     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                          | SOCGEN 4.25 08/19/26 144A                                                                                 | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2475000 | NS      | $2306519.77   | 0.35%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                         | STANLN V4.644 04/01/31 144A                                                                               | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1145000 | NS      | $1028939.33   | 0.16%             | 2031-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                            | SUMIBK 1.474 07/08/25                                                                                     | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    531000 | NS      | $483829.95    | 0.07%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                               | TEVA 4.75 05/09/27                                                                                        | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    210000 | NS      | $189818.95    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-4 A1                                                                                            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235332 | NS      | $218515.14    | 0.03%             | 2059-10-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                               | TNET 3.5 03/01/29 144A                                                                                    | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    545000 | NS      | $448099.00    | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wave 2017-1 Llc                                                                                | WAAV 2017-1A A                                                                                            | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335647 | NS      | $253417.14    | 0.04%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                 | WES 5.45 04/01/44                                                                                         | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     55000 | NS      | $45689.60     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS MIDCO                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3448398<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252929 | NS      | $248059.71    | 0.04%             | 2027-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                              | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3561547<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    291417 | NS      | $284981.30    | 0.04%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                                   | SUNAC 7 07/09/25                                                                                          | CUSIP: G8569AAT3<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $41000.00     | 0.01%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                       | CE 6.165 07/15/27                                                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    235000 | NS      | $231786.66    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                       | CE 5.9 07/05/24                                                                                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    275000 | NS      | $274911.45    | 0.04%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dbubs 2017 Brbk                                                                                | DBUBS 2017-BRBK D                                                                                         | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $209849.50    | 0.03%             | 2034-10-12      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                    | DROT 2021-1A B                                                                                            | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | NS      | $247575.79    | 0.04%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                                              | DPABS 2021-1A A2I                                                                                         | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    783075 | NS      | $651269.38    | 0.10%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                           | FMGAU 4.375 04/01/31 144A                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    550000 | NS      | $457425.92    | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                 | FKH 2022-SFR2 D                                                                                           | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $179623.09    | 0.03%             | 2039-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                                     | IRM 4.5 02/15/31 144A                                                                                     | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    686000 | NS      | $563850.84    | 0.09%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                         | MRVL 2.45 04/15/28                                                                                        | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | NS      | $330112.06    | 0.05%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TFC V5.1 PERP Q                                                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $989750.00    | 0.15%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT C                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3562792<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317260 | NS      | $299335.23    | 0.05%             | 2028-03-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3676816<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325054 | NS      | $305307.12    | 0.05%             | 2028-07-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                            | AES 3.95 07/15/30 144A                                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    260000 | NS      | $229320.00    | 0.03%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | ACAR 2019-3 D                                                                                             | CUSIP: 02529NAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170886 | NS      | $169901.29    | 0.03%             | 2025-09-12      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | ACAR 2022-1 E                                                                                             | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | NS      | $701997.24    | 0.11%             | 2028-03-13      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL1 TRUST                                                                           | CSMC 2021-RPL1 A1                                                                                         | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272567 | NS      | $257145.25    | 0.04%             | 2060-09-27      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CCL 6 05/01/29 144A                                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    255000 | NS      | $169927.40    | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                  | CCSI 6.5 10/15/28 144A                                                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | NS      | $166478.11    | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                          | DNKN 2019-1A A23                                                                                          | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    261225 | NS      | $238180.77    | 0.04%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                             | DLX 8 06/01/29 144A                                                                                       | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    254000 | NS      | $208915.00    | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Dillards, Inc.                                                                                 | DDS 7.75 07/15/26                                                                                         | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $1111315.80   | 0.17%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                            | KMI 7.75 01/15/32 GMTN                                                                                    | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    920000 | NS      | $1034354.77   | 0.16%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EART 2020-2A D                                                                                            | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | NS      | $301928.26    | 0.05%             | 2026-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                            | FSK 3.4 01/15/26                                                                                          | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    318000 | NS      | $281987.52    | 0.04%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                              | FNF 3.4 06/15/30                                                                                          | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    525000 | NS      | $443140.91    | 0.07%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2022-1                                                        | FIAOT 2022-1A D                                                                                           | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $181014.44    | 0.03%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                            | GFORT 2020-1 C                                                                                            | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $96812.97     | 0.01%             | 2025-08-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 5.3 08/15/29                                                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    220000 | NS      | $212689.50    | 0.03%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| International Flavors & Fragrances Inc.                                                        | IFF 2.3 11/01/30 144A                                                                                     | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    905000 | NS      | $718001.92    | 0.11%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                        | JBSSBZ 3.75 12/01/31 144A                                                                                 | CUSIP: 46590XAC0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    275000 | NS      | $224647.70    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| LifePoint Health, Inc                                                                          | RGCARE 6.75 04/15/25 144A                                                                                 | CUSIP: 53219LAT6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    477000 | NS      | $448899.93    | 0.07%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                         | MPW 4.625 08/01/29                                                                                        | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |    175000 | NS      | $133452.31    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MSCI Inc.                                                                                      | MSCI 3.25 08/15/33 144A                                                                                   | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    200000 | NS      | $154451.70    | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Owl Rock Core Income Corporation                                                               | ORCINC 4.7 02/08/27 *                                                                                     | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    659000 | NS      | $594225.94    | 0.09%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRPM 2020-5 LLC                                                                                | PRPM 2022-5 A1                                                                                            | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672294 | NS      | $667203.85    | 0.10%             | 2027-09-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE LOAN TRUST                                                          | PFMT 2019-1 A2                                                                                            | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323877 | NS      | $269365.54    | 0.04%             | 2049-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                     | PRU V6 09/01/52                                                                                           | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    171000 | NS      | $165267.39    | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                           | LNW 7.25 11/15/29 144A                                                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | NS      | $14400.00     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVANT CREDIT CARD MASTER TRUST                                                                 | AVCCT 2021-1A A                                                                                           | CUSIP: 05351KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | NS      | $791366.36    | 0.12%             | 2027-04-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                    | OVV 8.125 09/15/30                                                                                        | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | NS      | $98762.15     | 0.01%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                     | CDWC 3.25 02/15/29                                                                                        | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | NS      | $127753.50    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                     | ACGCAP 5.5 12/15/24 144A                                                                                  | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    910000 | NS      | $893833.32    | 0.13%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.375 06/15/46                                                                                         | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    490000 | NS      | $318376.81    | 0.05%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                           | CLIF 2021-1A A                                                                                            | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174769 | NS      | $149021.31    | 0.02%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                         | COLOM 3.125 04/15/31                                                                                      | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    370000 | NS      | $274619.08    | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                     | CDWC 2.67 12/01/26                                                                                        | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | NS      | $115416.34    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                          | CYH 6.875 04/15/29 144A                                                                                   | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    378000 | NS      | $194278.01    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CrownRock LP                                                                                   | CRROCK 5.625 10/15/25 144A                                                                                | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    168000 | NS      | $162120.00    | 0.02%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                           | DISH 7.75 07/01/26                                                                                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | NS      | $381422.47    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                             | CLIF 2020-3A A                                                                                            | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    331525 | NS      | $287740.29    | 0.04%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMX 2019-3 D                                                                                            | CUSIP: 14315PAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | NS      | $310631.84    | 0.05%             | 2026-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CommScope Inc.                                                                                 | COMM 4.75 09/01/29 144A                                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    490000 | NS      | $395038.00    | 0.06%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                         | CS V6.537 08/12/33 144A                                                                                   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | NS      | $219348.33    | 0.03%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 3 LLC                                                | EDVES 2021-A A                                                                                            | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116684 | NS      | $98484.15     | 0.01%             | 2045-11-27      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EART 2019-1A D                                                                                            | CUSIP: 30167DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284316 | NS      | $283929.88    | 0.04%             | 2024-12-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Shackleton Clo Ltd 2017-X                                                                      | SHACK 2017-10A AR2                                                                                        | CUSIP: 81883DAS2<br>LEI: 549300IM8C0HSUTXDD32 | Long             | ABS-CBDO         | CORP              | US        |    347045 | NS      | $341801.55    | 0.05%             | 2029-04-20      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                       | SNAP 0 05/01/27                                                                                           | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    425000 | NS      | $296862.50    | 0.04%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6                                                     | EART 2022-6A C                                                                                            | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | NS      | $110050.11    | 0.02%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                         | GM 5.4 04/01/48                                                                                           | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    525000 | NS      | $429095.13    | 0.06%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                         | CS V9.016 11/15/33 144A                                                                                   | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    940000 | NS      | $962435.16    | 0.15%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                               | DB V3.729 01/14/32                                                                                        | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1004000 | NS      | $736146.61    | 0.11%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                             | F 3.25 02/12/32                                                                                           | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    863000 | NS      | $647199.70    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                    | HOLX 3.25 02/15/29 144A                                                                                   | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    860000 | NS      | $738478.94    | 0.11%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 2.9 11/15/31                                                                                          | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    105000 | NS      | $82799.67     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| The Goodyear Tire & Rubber Company                                                             | GT 4.875 03/15/27                                                                                         | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    765000 | NS      | $699768.45    | 0.11%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                                           | NCLH 5.875 02/15/27 144A                                                                                  | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    350000 | NS      | $303205.00    | 0.05%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                        | NXPI 4.4 06/01/27                                                                                         | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    100000 | NS      | $95839.33     | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH2                                                                | SEMT 2019-CH2 A1                                                                                          | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-O            | CORP              | US        |      9882 | NS      | $9646.99      | 0.00%             | 2049-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                                         | 2020 Cash Mandatory Exchangeable Trust 2020 CASH MANDATORY EXCHANGEABLE TRUST SECURITIES DUE JUNE 1, 2023 | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       577 | NS      | $660099.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMCAR 2020-3 D                                                                                            | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | NS      | $78536.56     | 0.01%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                           | ANGOL 8.25 05/09/28 144A                                                                                  | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1025000 | NS      | $931520.00    | 0.14%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-6 A1B                                                                                           | CUSIP: 89176LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $271973.54    | 0.04%             | 2058-03-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 03/16/23                                                                                              | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15590000 | NS      | $15452643.17  | 2.33%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                             | VICI 5.125 05/15/32                                                                                       | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    205000 | NS      | $189819.75    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARLISLE FOOD SRV PRODUCTS INC                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2649780<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    571448 | NS      | $508112.93    | 0.08%             | 2025-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                       | VMED 5 07/15/30 144A                                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    475000 | NS      | $380978.50    | 0.06%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3570316<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268244 | NS      | $248461.19    | 0.04%             | 2028-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.85 11/01/48                                                                                          | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | NS      | $24023.90     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                      | CIM 2021-NR4 A1                                                                                           | CUSIP: 12566DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492960 | NS      | $455656.69    | 0.07%             | 2061-10-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS CORP 5% 07/31/2                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3431808<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | NS      | $540000.16    | 0.08%             | 2022-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLIANT                                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3577857<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316875 | NS      | $315818.60    | 0.05%             | 2028-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | OMFIT 2020-2A A                                                                                           | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | NS      | $310117.49    | 0.05%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2020-6 LLC                                                                                | PRPM 2020-6 A1                                                                                            | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509177 | NS      | $469841.81    | 0.07%             | 2025-11-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                          | RCL 4.25 07/01/26 144A                                                                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | NS      | $40417.38     | 0.01%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 3.875 11/30/27                                                                                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7535000 | NS      | $7493792.97   | 1.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMX 2020-4 D                                                                                            | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $159718.34    | 0.02%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3                                                        | OMFIT 2022-3A A                                                                                           | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894000 | NS      | $890034.13    | 0.13%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                          | REG 2.95 09/15/29                                                                                         | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    585000 | NS      | $491000.06    | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                   | SO V3.75 09/15/51 21-A                                                                                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1072000 | NS      | $865587.93    | 0.13%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 0.125 05/31/23                                                                                          | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3025000 | NS      | $2970999.03   | 0.45%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                            | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3468248<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244484 | NS      | $236130.42    | 0.04%             | 2027-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES LLC                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3902105<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337253 | NS      | $324184.09    | 0.05%             | 2029-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                              | VENTGL 3.875 08/15/29 144A                                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     60000 | NS      | $52500.00     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Energy Corporation                                                                      | VST V8 PERP 144A                                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    304000 | NS      | $290340.30    | 0.04%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3626506<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227125 | NS      | $215995.88    | 0.03%             | 2028-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                       | EGYPT 7.6003 03/01/29 144A                                                                                | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    715000 | NS      | $580830.25    | 0.09%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                             | ALCSW 5.375 12/06/32 144A                                                                                 | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    270000 | NS      | $271371.23    | 0.04%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                                                 | BNP V2.591 01/20/28 144A                                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    775000 | NS      | $681614.39    | 0.10%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                         | CAI 2020-1A A                                                                                             | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    372025 | NS      | $321454.82    | 0.05%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic of)                                                                        | ARGENT 3.5 07/09/41                                                                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1775000 | NS      | $500708.18    | 0.08%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-1                                                                 | CARMX 2022-1 D                                                                                            | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $87027.22     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                     | EART 2022-2A D                                                                                            | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $93711.24     | 0.01%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                                | WBD 4.279 03/15/32 144A                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    820000 | NS      | $675487.08    | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                   | MAR 2.85 04/15/31 HH                                                                                      | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    305000 | NS      | $246983.71    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                   | PLNIJ 4.125 05/15/27 144A                                                                                 | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1125000 | NS      | $1080000.00   | 0.16%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 7.69 01/23/50                                                                                       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    600000 | NS      | $415139.22    | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2022-1                                                         | PART 2022-1A D                                                                                            | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | NS      | $418366.28    | 0.06%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR4 E1                                                                                         | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $83497.84     | 0.01%             | 2038-05-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                           | LNW 7 05/15/28 144A                                                                                       | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    215000 | NS      | $205090.65    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CAALT 2021-3A C                                                                                           | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $225393.93    | 0.03%             | 2030-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CRD Acc Auto Deal                                                                              | CAALT 2019-3A C                                                                                           | CUSIP: 22535KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $273394.74    | 0.04%             | 2029-03-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 03/09/23                                                                                              | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20315000 | NS      | $20155557.58  | 3.04%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL4048833<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    360000 | NS      | $350775.01    | 0.05%             | 2029-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                           | SOFTBK 5.25 07/06/31                                                                                      | CUSIP: J75963BV9<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | NS      | $160000.00    | 0.02%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                | EQT 5.7 04/01/28                                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    110000 | NS      | $109408.93    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-1 SFR1                                                                              | FRTKL 2021-SFR1 E1                                                                                        | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $83166.62     | 0.01%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                                                    | LMAT 2020-GS1 A1                                                                                          | CUSIP: 52474PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313462 | NS      | $311126.54    | 0.05%             | 2059-10-25      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                                     | MSBAM 2012-CKSV A2                                                                                        | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97564 | NS      | $78611.44     | 0.01%             | 2030-10-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                               | OXY 6.625 09/01/30                                                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | NS      | $25834.50     | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | PWNE 2022-1 B                                                                                             | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | NS      | $860459.39    | 0.13%             | 2028-07-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                                    | SWN 5.375 02/01/29                                                                                        | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    656000 | NS      | $608151.36    | 0.09%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                            | STAR 2021-3 A3                                                                                            | CUSIP: 85573JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187561 | NS      | $149122.88    | 0.02%             | 2056-06-25      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2022-1                                                               | TPMT 2022-1 A1                                                                                            | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845071 | NS      | $1689945.29   | 0.26%             | 2062-07-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-4 A2                                                                                            | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | NS      | $1511237.07   | 0.23%             | 2057-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                                          | ARRW 2019-2 A1                                                                                            | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676751 | NS      | $625990.87    | 0.09%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2020-2A A                                                                                           | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    495000 | NS      | $448584.05    | 0.07%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Company                                                                       | CPE 7.5 06/15/30 144A                                                                                     | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    245000 | NS      | $224175.00    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Aercap Ireland Capital DAC                                                                     | AER 3.3 01/30/32                                                                                          | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    535000 | NS      | $418242.01    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                       | EGYPT 5.875 02/16/31 144a                                                                                 | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    365000 | NS      | $253346.50    | 0.04%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMX 2020-3 D                                                                                            | CUSIP: 14315FAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $187427.72    | 0.03%             | 2027-01-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                           | CEMEX 5.45 11/19/29 144A                                                                                  | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    400000 | NS      | $383998.00    | 0.06%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2020-RPL3 A1                                                                                         | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177387 | NS      | $169098.52    | 0.03%             | 2060-03-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                            | CNC 2.5 03/01/31                                                                                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1165000 | NS      | $911581.17    | 0.14%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                             | GMCAR 2021-1 A3                                                                                           | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374724 | NS      | $362521.11    | 0.05%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                           | GOINSO 7.5 04/15/32 144A                                                                                  | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    846000 | NS      | $669667.56    | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                           | DISH 5.125 06/01/29                                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | NS      | $319329.45    | 0.05%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR1 B                                                                                           | CUSIP: 33767MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $241206.85    | 0.04%             | 2037-08-19      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                   | T 2.875 05/15/52                                                                                          | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3060000 | NS      | $2451825.00   | 0.37%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                       | VST 3.7 01/30/27 144A                                                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    505000 | NS      | $460469.96    | 0.07%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                         | CMS V4.75 06/01/50                                                                                        | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    740000 | NS      | $640069.87    | 0.10%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital Farm Credit ACA                                                                        | CFCFCS V5 PERP 1                                                                                          | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    425000 | NS      | $369750.00    | 0.06%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                   | HESM 4.25 02/15/30 144A                                                                                   | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | NS      | $337693.78    | 0.05%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                | IEP 6.25 05/15/26                                                                                         | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    198000 | NS      | $190257.41    | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 2.8 04/01/31                                                                                         | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    450000 | NS      | $350328.49    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-C LLC                                                        | CASL 2021-C D                                                                                             | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $77875.35     | 0.01%             | 2055-07-26      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                     | JPMMT 2014-2 2A2                                                                                          | CUSIP: 46641YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209787 | NS      | $196021.88    | 0.03%             | 2029-06-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                     | LIBMUT V4.125 12/15/51 144A                                                                               | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    660000 | NS      | $537636.02    | 0.08%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DAVIS STANDARD                                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3763523<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346500 | NS      | $328308.75    | 0.05%             | 2028-12-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                      | KAISAG 11.25 04/16/25                                                                                     | CUSIP: G52132CC2<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1200000 | NS      | $162913.86    | 0.02%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                   | MAR 4.625 06/15/30 FF                                                                                     | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    190000 | NS      | $177291.64    | 0.03%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mav Acquisition Corporation                                                                    | MHED 8 08/01/29 144A                                                                                      | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | NS      | $449870.32    | 0.07%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 2.3 02/01/32                                                                                         | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     90000 | NS      | $66289.36     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                     | FIS 5.1 07/15/32                                                                                          | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    235000 | NS      | $226357.67    | 0.03%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Sino-Ocean Land Treasure IV Ltd.                                                               | SINOCE 4.75 01/14/30                                                                                      | CUSIP: G816C6AD7<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    400000 | NS      | $202871.86    | 0.03%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                                    | DCP 5.125 05/15/29                                                                                        | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      5000 | NS      | $4818.67      | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DEFT 2020-2 D                                                                                             | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $103054.46    | 0.02%             | 2026-03-23      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET 10.75 08/01/39                                                                                        | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    915000 | NS      | $1213921.35   | 0.18%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                                      | MSBAM 2015-C25 A4                                                                                         | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | NS      | $866223.82    | 0.13%             | 2048-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                           | GLENLN 4.875 03/12/29 144A                                                                                | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1945000 | NS      | $1864121.78   | 0.28%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                              | DINO 5.875 04/01/26                                                                                       | CUSIP: 403949AB6<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |    655000 | NS      | $655549.96    | 0.10%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nmg Parent Llc                                                                                 | Nmg Parent Llc COM                                                                                        | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $113750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                         | STANLN V3.265 02/18/36 144A                                                                               | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    895000 | NS      | $661782.19    | 0.10%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                 | EPR 4.75 12/15/26                                                                                         | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    700000 | NS      | $628962.33    | 0.09%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                    | OVV 6.5 08/15/34                                                                                          | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | NS      | $684248.20    | 0.10%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Alliance Resource Operating Partners LP/Alliance Resource Finance Corp                         | ARLP 7.5 05/01/25 144A                                                                                    | CUSIP: 01879NAA3<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |    757000 | NS      | $751322.50    | 0.11%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                                    | TAH 2019-SFR1 C                                                                                           | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1740000 | NS      | $1567948.28   | 0.24%             | 2038-03-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 0.25 05/31/25                                                                                           | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7235000 | NS      | $6568023.44   | 0.99%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                     | BATSLN 7.75 10/19/32                                                                                      | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1016000 | NS      | $1092784.18   | 0.16%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                           | OWL 3.125 06/10/31 144A                                                                                   | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    640000 | NS      | $475337.27    | 0.07%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2022-1                                                                   | HPEFS 2022-1A D                                                                                           | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $149474.82    | 0.02%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ 2022-4A D                                                                                           | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1175000 | NS      | $1085486.27   | 0.16%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Visio Trust 2019-2                                                                             | VISIO 2019-2 A1                                                                                           | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336067 | NS      | $311630.51    | 0.05%             | 2054-11-25      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                 | WES 5.3 03/01/48                                                                                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | NS      | $230223.51    | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                          | CMPCCI 3.85 01/13/30 144A                                                                                 | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    740000 | NS      | $669887.78    | 0.10%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                                             | MOROC 3 12/15/32 144A                                                                                     | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    430000 | NS      | $341676.28    | 0.05%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO                                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3903723<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | NS      | $279487.50    | 0.04%             | 2029-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                          | ECUA 5.5 07/31/30 144A                                                                                    | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    345000 | NS      | $219463.13    | 0.03%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-2 LLC                                                                               | MVWOT 2021-2A C                                                                                           | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542023 | NS      | $479465.57    | 0.07%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                          | RCL 5.5 04/01/28 144A                                                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    725000 | NS      | $578582.63    | 0.09%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Stewart Information Services Corporation                                                       | STC 3.6 11/15/31                                                                                          | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    765000 | NS      | $586240.32    | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                                   | TCN 2021-SFR1 B                                                                                           | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $422467.76    | 0.06%             | 2038-07-19      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                  | OC 7 12/01/36                                                                                             | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    502000 | NS      | $531259.09    | 0.08%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                    | PFE 3 12/15/26                                                                                            | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    850000 | NS      | $804232.61    | 0.12%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                                  | CABO 0 03/15/26                                                                                           | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     10000 | NS      | $7855.00      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                             | EFMT 2021-2 A3                                                                                            | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606544 | NS      | $456593.97    | 0.07%             | 2066-06-25      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                                                             | U 0 11/15/26                                                                                              | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    430000 | NS      | $321855.00    | 0.05%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 4.25 12/01/26 144A                                                                                   | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    365000 | NS      | $340517.16    | 0.05%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR5 E2                                                                                         | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $82805.17     | 0.01%             | 2038-07-19      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR3 E2                                                                                         | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $88607.83     | 0.01%             | 2038-05-19      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-G                                                            | GSMS 2014-GC18 B                                                                                          | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $251758.68    | 0.04%             | 2047-01-11      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MED TRUST 2021-MDLN                                                                            | MED 2021-MDLN C                                                                                           | CUSIP: 58403YAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $256514.31    | 0.04%             | 2038-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                             | TMUS 2.7 03/15/32                                                                                         | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | NS      | $157549.30    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                      | TD V8.125 10/31/82                                                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    705000 | NS      | $733200.00    | 0.11%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                | TDG 6.25 03/15/26 144A                                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    285000 | NS      | $281064.15    | 0.04%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                   | T 3.25 05/15/42                                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10260000 | NS      | $8995134.43   | 1.36%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1                                                       | OMFIT 2022-S1 D                                                                                           | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $244109.48    | 0.04%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PDC Wellness & Personal Care (fka PDC Brands)                                                  | PDC Wellness & Personal Care (fka PDC Brands) Term Loan B 425 2024-06-01                                  | CUSIP: 69946PAB2<br>LEI: 549300S46D4GK45PA591 | Long             | LON              | CORP              | US        |    240000 | NS      | $221640.00    | 0.03%             | 2024-06-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                          | WFC V3.9 PERP BB                                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1215000 | NS      | $1063446.98   | 0.16%             | 2500-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3636240<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370479 | NS      | $351028.76    | 0.05%             | 2028-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                          | Wells Fargo & Company 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L         | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       811 | NS      | $961002.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR ENTMT                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2696245<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315944 | NS      | $307887.74    | 0.05%             | 2025-05-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                                        | COGARD 3.3 01/12/31                                                                                       | CUSIP: G24524BM4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $208616.28    | 0.03%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQUISITION CORP                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3639129<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159600 | NS      | $156540.95    | 0.02%             | 2026-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                                     | CIFIHG 6 07/16/25                                                                                         | CUSIP: G2140AAV9<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $51557.92     | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR5 E1                                                                                         | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $120742.53    | 0.02%             | 2038-07-19      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                          | BELL 2016-1A A23                                                                                          | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538650 | NS      | $516653.69    | 0.08%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                 | VARNO 8 11/15/32 144A                                                                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    470000 | NS      | $485377.38    | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ST. GEORGE'S UNIVERSITY                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3643774<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303148 | NS      | $294558.80    | 0.04%             | 2025-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                                                                               | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3770668<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287100 | NS      | $278666.44    | 0.04%             | 2028-11-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                                                      | SHIMAO 3.45 01/11/31                                                                                      | CUSIP: G81269AB1<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $70804.80     | 0.01%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                                   | SUNAC 6.5 01/10/25                                                                                        | CUSIP: G8569AAR7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $42833.94     | 0.01%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Akumin Inc.                                                                                    | AKUCN 7 11/01/25 144A                                                                                     | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788000 | NS      | $564332.08    | 0.09%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 5.25 01/30/30 144A                                                                                  | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    200000 | NS      | $95932.00     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                                     | BIO 3.7 03/15/32                                                                                          | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1025000 | NS      | $877933.96    | 0.13%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.65 03/01/47                                                                                          | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | NS      | $70435.56     | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 5.93 05/01/60                                                                                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    530000 | NS      | $482800.44    | 0.07%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                            | CNC 2.625 08/01/31                                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    510000 | NS      | $400758.00    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi (Emirate of)                                                                         | ADGB 3.125 04/16/30 144A                                                                                  | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    465000 | NS      | $431172.18    | 0.07%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                                   | EHC 4.75 02/01/30                                                                                         | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     75000 | NS      | $65860.65     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2019-4A C                                                                                            | CUSIP: 36258HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    841124 | NS      | $829324.79    | 0.13%             | 2025-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                       | HCA 4.125 06/15/29                                                                                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    875000 | NS      | $798779.72    | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                       | IHRT 8.375 05/01/27                                                                                       | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    320000 | NS      | $272136.80    | 0.04%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| LSB Industries Inc                                                                             | LXU 6.25 10/15/28 144A                                                                                    | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    749000 | NS      | $685297.55    | 0.10%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                                 | BANORT V6.625 PERP 144A                                                                                   | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    935000 | NS      | $774479.79    | 0.12%             | 2500-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TURST                                                     | MFCC 2021-1A A                                                                                            | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | NS      | $1097163.37   | 0.17%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                         | MU 6.75 11/01/29                                                                                          | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1065000 | NS      | $1081802.36   | 0.16%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 4.75 03/01/30 144A                                                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | NS      | $606277.75    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                                 | OFC 2.75 04/15/31                                                                                         | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    110000 | NS      | $82324.17     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MED TRUST 2021-MDLN                                                                            | MED 2021-MDLN D                                                                                           | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $122827.98    | 0.02%             | 2038-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                                | JWN 4.25 08/01/31                                                                                         | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    875000 | NS      | $625712.50    | 0.09%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBC FUNDING LLC                                                                                | BUNDT 2021-1 A2                                                                                           | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694750 | NS      | $584204.85    | 0.09%             | 2051-07-31      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                                          | NEENST 9.75 07/15/28 144A                                                                                 | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    876000 | NS      | $809371.13    | 0.12%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                         | MSI 4.6 05/23/29                                                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    525000 | NS      | $499657.01    | 0.08%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                       | PRPM 2020-4 A1                                                                                            | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221255 | NS      | $213459.84    | 0.03%             | 2025-10-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                       | SRFC 2019-2A C                                                                                            | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71699 | NS      | $66820.58     | 0.01%             | 2036-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                 | SNX 2.375 08/09/28                                                                                        | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    885000 | NS      | $713954.72    | 0.11%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                               | OXY 7.5 05/01/31                                                                                          | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | NS      | $16027.05     | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ringcentral Inc                                                                                | RNG 0 03/15/26                                                                                            | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    330000 | NS      | $259050.00    | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                       | PRPM 2021-9 A1                                                                                            | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385935 | NS      | $347423.50    | 0.05%             | 2026-10-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                       | GRA 5.625 08/15/29 144A                                                                                   | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | NS      | $182443.02    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-4 A2                                                                                            | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | NS      | $517096.37    | 0.08%             | 2059-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                                       | TEKNI 9.25 08/01/24 144A                                                                                  | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    516000 | NS      | $490399.38    | 0.07%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                      | KSA 4.5 10/26/46 144A                                                                                     | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    490000 | NS      | $434262.50    | 0.07%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                     | SOAF 5.875 04/20/32                                                                                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1015000 | NS      | $913500.00    | 0.14%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                                 | MEX 4.5 01/31/50                                                                                          | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    710000 | NS      | $539015.73    | 0.08%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Wf-Rbs Commercial Mtg Tst 2012-C7                                                              | WFRBS 2012-C7 C                                                                                           | CUSIP: 92936TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173662 | NS      | $123298.34    | 0.02%             | 2045-06-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company LLC                                                        | TWC 4.5 09/15/42                                                                                          | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    245000 | NS      | $179365.62    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-1                                                                          | TPMT 2017-1 A2                                                                                            | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | NS      | $502682.51    | 0.08%             | 2056-10-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3571660<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | NS      | $179565.63    | 0.03%             | 2026-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                                     | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3679562<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122340 | NS      | $120556.35    | 0.02%             | 2028-08-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                             | ZAXBY 2021-1A A2                                                                                          | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026999 | NS      | $826608.91    | 0.12%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3638386<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402975 | NS      | $399280.92    | 0.06%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-6 A2                                                                                            | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | NS      | $1358696.02   | 0.21%             | 2058-03-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                                   | VSAT 5.625 09/15/25 144A                                                                                  | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    238000 | NS      | $220813.45    | 0.03%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL4042729<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828718 | NS      | $827854.33    | 0.12%             | 2027-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                                    | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3542885<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046798 | NS      | $1030311.12   | 0.16%             | 2025-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL4068849<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | NS      | $455700.00    | 0.07%             | 2029-12-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                       | AOMT 2021-3 A2                                                                                            | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383374 | NS      | $311963.54    | 0.05%             | 2066-05-25      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                            | ANTHOL 2.75 01/15/27                                                                                      | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | NS      | $200268.72    | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                   | ENOIGA 5.875 03/30/31                                                                                     | CUSIP: BO3322191<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    470000 | NS      | $409487.50    | 0.06%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                                  | Clarivate PLC 5.25% MANDATORY CONV PREF SHS SR A                                                          | CUSIP: G21810208<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |      7075 | NS      | $267589.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                           | CLF 6.75 03/15/26 144A                                                                                    | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    516000 | NS      | $517290.00    | 0.08%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                         | GM 5.2 04/01/45                                                                                           | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | NS      | $73149.34     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2020-1 LLC                                                             | BJETS 2020-1A A                                                                                           | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66283 | NS      | $60373.11     | 0.01%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | GS V4.482 08/23/28                                                                                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1351364.49   | 0.20%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                        | LVLT 3.625 01/15/29 144A                                                                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    257000 | NS      | $188185.95    | 0.03%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                          | NLSN 9.29 04/15/29 144A                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     45000 | NS      | $42412.50     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: —       |
| Home Partners Of America Trust 2019-2                                                          | HPA 2019-2 D                                                                                              | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124715 | NS      | $103655.68    | 0.02%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM V1.953 02/04/32                                                                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1215000 | NS      | $929382.82    | 0.14%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                       | PRPM 2021-1 A1                                                                                            | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444913 | NS      | $415997.11    | 0.06%             | 2026-01-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co.                                                                 | PMUL 6.65 06/15/34                                                                                        | CUSIP: 707567AA1<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    535000 | NS      | $545170.59    | 0.08%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                     | PROG 2021-SFR7 E2                                                                                         | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $76576.53     | 0.01%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-C                                                        | SMB 2015-C B                                                                                              | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $94024.28     | 0.01%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                            | SUZANO 3.75 01/15/31                                                                                      | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    555000 | NS      | $465604.21    | 0.07%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                            | SUZANO 2.5 09/15/28                                                                                       | CUSIP: 86964WAL6<br>LEI: 391200AW174YQSDMGG41 | Long             | DBT              | CORP              | AT        |    690000 | NS      | $580545.30    | 0.09%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2020-A                                                          | MFIT 2020-AA A                                                                                            | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | NS      | $732802.92    | 0.11%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Newcrest Finance Pty Ltd                                                                       | NCMAU 3.25 05/13/30 144A                                                                                  | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    310000 | NS      | $258709.15    | 0.04%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                                       | VCAT 2021-NPL1 A1                                                                                         | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61650 | NS      | $58195.30     | 0.01%             | 2050-12-26      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL6 LLC                                                                             | VCAT 2021-NPL6 A1                                                                                         | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687179 | NS      | $598235.19    | 0.09%             | 2051-09-25      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                     | VERUS 2019-4 M1                                                                                           | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | NS      | $261557.70    | 0.04%             | 2059-10-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                | WFRBS 2014-C24 AS                                                                                         | CUSIP: 92939KAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | NS      | $371653.27    | 0.06%             | 2047-11-18      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                               | OXY 6.125 01/01/31                                                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    903000 | NS      | $911298.23    | 0.14%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                                  | PALI 2021-RTL1 A1                                                                                         | CUSIP: 69639AAA9<br>LEI: 549300W6LIDX3I5XXT34 | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $455659.77    | 0.07%             | 2026-06-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3635556<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1338 | NS      | $1335.83      | 0.00%             | 2025-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                      | KAISAG 9.375 06/30/24                                                                                     | CUSIP: G52132AU4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1015000 | NS      | $137512.30    | 0.02%             | 2024-06-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                           | PANAMA 3.87 07/23/60                                                                                      | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    315000 | NS      | $202902.50    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical Inc                                                                         | ENDP 7.5 04/01/27 144A                                                                                    | CUSIP: 69888XAA7<br>LEI: 549300GLBA6FLQZ70X71 | Long             | DBT              | CORP              | US        |    327000 | NS      | $248511.71    | 0.04%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR4 E2                                                                                         | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $83415.30     | 0.01%             | 2038-05-19      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKEY 9.875 01/15/28                                                                                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    280000 | NS      | $289731.12    | 0.04%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                          | UBER 7.5 09/15/27 144A                                                                                    | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    600000 | NS      | $600420.00    | 0.09%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3544741<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    444906 | NS      | $439900.63    | 0.07%             | 2026-02-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                            | AES 2.45 01/15/31                                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    370000 | NS      | $294342.87    | 0.04%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.5 03/01/39                                                                                           | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | NS      | $82868.46     | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                          | CYH 6.125 04/01/30 144A                                                                                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    378000 | NS      | $187177.34    | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                    | CLR 2.875 04/01/32 144A                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    995000 | NS      | $736984.78    | 0.11%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DCP Midstream, LLC                                                                             | DCP 6.45 11/03/36 144A                                                                                    | CUSIP: 26439XAH6<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |    395000 | NS      | $387069.62    | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                    | OVV 6.5 02/01/38                                                                                          | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | NS      | $29722.33     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                             | ET V6.5 PERP H                                                                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    828000 | NS      | $712080.00    | 0.11%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2022-2                                                            | HGVT 2022-2A C                                                                                            | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028699 | NS      | $988875.79    | 0.15%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Alliancebernstein Corprte Inc                                                                  | AMSR 2021-SFR2 C                                                                                          | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | NS      | $126761.60    | 0.02%             | 2038-08-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                                                                           | AMGFIN V0 01/15/67 144A                                                                                   | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | NS      | $55080.87     | 0.01%             | 2067-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                             | AQFIT 2021-A B                                                                                            | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | NS      | $92595.00     | 0.01%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                                    | AVT 5.5 06/01/32                                                                                          | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    740000 | NS      | $683315.79    | 0.10%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                                          | BX 2022-AHP B                                                                                             | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | NS      | $691239.34    | 0.10%             | 2039-01-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                                         | BXC 6 11/15/29 144A                                                                                       | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    322000 | NS      | $267260.00    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM4                                                         | IMPRL 2021-NQM4 A1                                                                                        | CUSIP: 45276JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524214 | NS      | $1255532.20   | 0.19%             | 2057-01-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Livongo Health Inc                                                                             | TDOC 0.875 06/01/25                                                                                       | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    265000 | NS      | $231557.00    | 0.03%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2019-3 B                                                                                             | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $122766.27    | 0.02%             | 2052-10-18      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                                  | DELL 8.1 07/15/36                                                                                         | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    752000 | NS      | $842704.82    | 0.13%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                               | DB V3.742 01/07/33                                                                                        | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    200000 | NS      | $142035.12    | 0.02%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FCAT 2020-4 D                                                                                             | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | NS      | $224823.07    | 0.03%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | STX 9.625 12/01/32 144A                                                                                   | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     30600 | NS      | $33562.08     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp. (Calif)                                                                  | TRGP 5.2 07/01/27                                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     35000 | NS      | $34304.62     | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                    | GLPI 3.25 01/15/32                                                                                        | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    355000 | NS      | $283781.60    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                                     | JACENT 6.75 02/15/29 144A                                                                                 | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    627000 | NS      | $565949.65    | 0.09%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST                                                                                     | MAPSL 2021-1A A                                                                                           | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    737791 | NS      | $612169.09    | 0.09%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET V3.85 PERP G                                                                                          | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1045000 | NS      | $970543.75    | 0.15%             | 2500-12-31      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                               | TEVA 3.15 10/01/26                                                                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1624000 | NS      | $1420188.00   | 0.21%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                          | UBER 8 11/01/26 144A                                                                                      | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    640000 | NS      | $642202.75    | 0.10%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                                   | MUTOMA 6.8 06/15/36 144A                                                                                  | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1467146.45   | 0.22%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | OMFIT 2020-1A B                                                                                           | CUSIP: 68269LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | NS      | $288033.45    | 0.04%             | 2032-05-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 4.125 11/15/32                                                                                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3260000 | NS      | $3326728.12   | 0.50%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RISING TIDE HOLDINGS INC                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3623552<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261025 | NS      | $117461.25    | 0.02%             | 2028-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                         | PENN 2.75 05/15/26                                                                                        | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | NS      | $228470.00    | 0.03%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR3 E1                                                                                         | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | NS      | $105758.01    | 0.02%             | 2038-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                                              | IL STSGEN 3.41 01/01/2043                                                                                 | CUSIP: 79467BDK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | NS      | $95506.52     | 0.01%             | 2043-01-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                        | ST 4 04/15/29 144A                                                                                        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    300000 | NS      | $258750.00    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2017-A Llc                                                      | SOFI 2017-A C                                                                                             | CUSIP: 83404FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $89017.96     | 0.01%             | 2040-03-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited / Titan Co-Borrower LLC                                              | HUSKYI 7.75 04/15/26 144A                                                                                 | CUSIP: 88827AAA1<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | CA        |    792000 | NS      | $713265.75    | 0.11%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                          | AAL 7.125 10/22/23 A                                                                                      | CUSIP: 903436AA1<br>LEI: 5493004XNBKB5SFUJI60 | Long             | ABS-O            | CORP              | US        |    115414 | NS      | $115980.80    | 0.02%             | 2025-04-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                          | AAL 5.9 10/01/24                                                                                          | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279126 | NS      | $269968.08    | 0.04%             | 2026-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                               | UCGIM V5.861 06/19/32 144A                                                                                | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | NS      | $175575.01    | 0.03%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                     | USAC 6.875 04/01/26                                                                                       | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | NS      | $526650.21    | 0.08%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                          | WFCM 2013-LC12 B                                                                                          | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-O            | CORP              | US        |    195000 | NS      | $184890.06    | 0.03%             | 2046-07-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2021-2A C                                                                                           | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    160000 | NS      | $132310.80    | 0.02%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander-Chile                                                                          | BSANCI 3.177 10/26/31 144A                                                                                | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   1110000 | NS      | $944887.50    | 0.14%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| Bank of America Corporation                                                                    | BAC V2.687 04/22/32                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | NS      | $600288.07    | 0.09%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CAFL ISSUER LLC                                                                                | CAFL 2021-RTL1 A1                                                                                         | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | NS      | $518326.76    | 0.08%             | 2029-03-28      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Central America Bottling Corporation / Cbc Bottling Holdco S L / Beliv Holdco S L              | CAMEBO 5.25 04/27/29 144A                                                                                 | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |    350000 | NS      | $326277.00    | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2021-3 D                                                                                             | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $79394.03     | 0.01%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                              | EXPE 2.95 03/15/31                                                                                        | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    430000 | NS      | $345776.48    | 0.05%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2019-2A D                                                                                           | CUSIP: 05377REP5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1130000 | NS      | $1030129.81   | 0.16%             | 2025-09-20      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 3.137 11/15/35 144A                                                                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | NS      | $209550.90    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                           | CEMEX 3.875 07/11/31 144A                                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1400000 | NS      | $1181648.86   | 0.18%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                         | COLOM 4.5 03/15/29                                                                                        | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    410000 | NS      | $354260.44    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                           | ESA 2021-ESH C                                                                                            | CUSIP: 30227FAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    190357 | NS      | $182716.99    | 0.03%             | 2038-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                            | HII 4.2 05/01/30                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    235000 | NS      | $213292.42    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2022-1                                                                     | DTAOT 2022-1A D                                                                                           | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | NS      | $496014.75    | 0.07%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR1 E                                                                                           | CUSIP: 33767MAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $89275.81     | 0.01%             | 2037-08-19      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                              | HLT 4 05/01/31 144A                                                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    515000 | NS      | $430864.45    | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                        | LVLT 4.625 09/15/27 144A                                                                                  | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     90000 | NS      | $74925.00     | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 5.375 11/15/29 144A                                                                                  | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | NS      | $97000.00     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                          | NWFIBR 10.75 06/01/28 144A                                                                                | CUSIP: 667449AA0<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |    289000 | NS      | $268734.08    | 0.04%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Obx 2019-Inv1 Tr                                                                               | OBX 2019-INV1 A3                                                                                          | CUSIP: 67098AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54644 | NS      | $52233.29     | 0.01%             | 2048-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Incorporation                                                                   | PLNT 2018-1A A2II                                                                                         | CUSIP: 72703PAB9<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |    191500 | NS      | $179323.47    | 0.03%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                                      | RKTRM 3.875 03/01/31 144A                                                                                 | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1355000 | NS      | $1034238.24   | 0.16%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sanchez Energy Corporation                                                                     | Sanchez Energy Corporation 7.25% SNR SEC PERP NTS USD (144A)                                              | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    500000 | NS      | $6875.00      | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                      | KSA 5.5 10/25/32 144A                                                                                     | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1035000 | NS      | $1093475.43   | 0.17%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                       | SRFC 2021-1A C                                                                                            | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42111 | NS      | $38496.06     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-1                                                                          | TPMT 2017-1 M1                                                                                            | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | NS      | $591938.68    | 0.09%             | 2056-10-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKEY 7.625 04/26/29                                                                                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1185000 | NS      | $1114919.10   | 0.17%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 1.375 11/15/31                                                                                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5270000 | NS      | $4289285.94   | 0.65%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2659615<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442694 | NS      | $437367.94    | 0.07%             | 2025-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                             | BPR 2021-NRD B                                                                                            | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $119800.36    | 0.02%             | 2038-12-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FAT BRANDS ROYALTY I LLC                                                                       | FAT 2021-1A A2                                                                                            | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | NS      | $795242.56    | 0.12%             | 2051-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                            | IHSHLD 5.625 11/29/26 144A                                                                                | CUSIP: 44963HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | NS      | $330200.00    | 0.05%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                       | JMIKE 2019-1A A2                                                                                          | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636192 | NS      | $571319.95    | 0.09%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                    | FMCN 6.875 03/01/26 144A                                                                                  | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | NS      | $189404.32    | 0.03%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                    | GLPI 5.75 06/01/28                                                                                        | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    108000 | NS      | $105897.19    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                       | SVC 4.95 02/15/27                                                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    920000 | NS      | $724592.00    | 0.11%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Northriver Midstream Finance LP                                                                | NORMID 5.625 02/15/26 144A                                                                                | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    401000 | NS      | $379778.42    | 0.06%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global Lp                                                                              | POWSOL 8.5 05/15/27 144A                                                                                  | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    477000 | NS      | $465788.84    | 0.07%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                       | SRFC 2019-3A C                                                                                            | CUSIP: 82652NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47690 | NS      | $44890.94     | 0.01%             | 2036-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                      | TRGP 4.875 02/01/31                                                                                       | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    230000 | NS      | $207678.50    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 02/02/23                                                                                              | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2670000 | NS      | $2660081.54   | 0.40%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Lannett Company, Inc.                                                                          | LCI 7.75 04/15/26 144A                                                                                    | CUSIP: 51602UAD0<br>LEI: 5299001DJ6C90XX17G45 | Long             | DBT              | CORP              | US        |    205000 | NS      | $53300.00     | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                                         | MFT 2021-2A C                                                                                             | CUSIP: 57108TAC1<br>LEI: 549300GIOP3T7X23OV63 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $92424.32     | 0.01%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metlife Sec Trust                                                                              | MST 2017-1A M1                                                                                            | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $782905.41    | 0.12%             | 2055-04-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                     | NTRS 6.125 11/02/32                                                                                       | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    840000 | NS      | $885731.44    | 0.13%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                                                                        | PTON 0 02/15/26                                                                                           | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     55000 | NS      | $38985.04     | 0.01%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co.                                                                  | RS 2.15 08/15/30                                                                                          | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    100000 | NS      | $78746.40     | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                         | TNL 4.5 04/01/27                                                                                          | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     50000 | NS      | $47454.51     | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                                         | LVIATH 6.125 06/30/25                                                                                     | CUSIP: M6746GAB2<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    255000 | NS      | $249262.50    | 0.04%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Limited / Slam 2021-1 Llc                                                          | SLAM 2021-1A A                                                                                            | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    611685 | NS      | $506071.47    | 0.08%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                 | SCHW V4 PERP H                                                                                            | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    785000 | NS      | $625998.25    | 0.09%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| SRS DISTRIBUTION INC                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3833862<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54588 | NS      | $52040.07     | 0.01%             | 2028-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2019-B                                                        | SMB 2019-B A2A                                                                                            | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554806 | NS      | $518629.72    | 0.08%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                 | WES 4.05 02/01/30                                                                                         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | NS      | $104750.40    | 0.02%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS LLC                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3451749<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273115 | NS      | $267311.76    | 0.04%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                                                                            | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3498609<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254800 | NS      | $242060.00    | 0.04%             | 2027-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| R1 RCM INC                                                                                     | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3909688<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344138 | NS      | $339262.10    | 0.05%             | 2029-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                                 | CENCHI 7.25 04/24/23                                                                                      | CUSIP: G20769AD0<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $86000.00     | 0.01%             | 2023-04-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                        | ATI 5.875 12/01/27                                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    500000 | NS      | $478142.65    | 0.07%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                     | AALLN 2.875 03/17/31 144A                                                                                 | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | NS      | $326603.91    | 0.05%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                | BRASKM 5.875 01/31/50 144A                                                                                | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    400000 | NS      | $309866.56    | 0.05%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST 2021-P4                                                         | CRVNA 2021-P4 C                                                                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $110974.04    | 0.02%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 4.4 12/01/61                                                                                         | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    695000 | NS      | $444572.98    | 0.07%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                                              | DPABS 2018-1A A2II                                                                                        | CUSIP: 25755TAK6<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |     67200 | NS      | $62132.58     | 0.01%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                | EQT 3.9 10/01/27                                                                                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    565000 | NS      | $521588.37    | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp.                                      | FGP 5.875 04/01/29 144A                                                                                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | NS      | $371733.84    | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1                                                      | EFMT 2022-1 A1                                                                                            | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127242 | NS      | $943023.95    | 0.14%             | 2067-01-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR1 D                                                                                           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015000 | NS      | $852047.94    | 0.13%             | 2038-08-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                                     | IRM 5.25 07/15/30 144A                                                                                    | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    380000 | NS      | $330220.00    | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                               | BCULC 4.375 01/15/28 144A                                                                                 | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    210000 | NS      | $188035.26    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-8 LLC                                                                                | PRPM 2021-8 A1                                                                                            | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321401 | NS      | $287956.43    | 0.04%             | 2026-09-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust 2019-SFR4                                                           | PROG 2019-SFR4 D                                                                                          | CUSIP: 74331AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $257538.63    | 0.04%             | 2036-10-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2688291<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315664 | NS      | $306851.88    | 0.05%             | 2025-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                    | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3547827<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356083 | NS      | $352522.61    | 0.05%             | 2027-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3757202<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371111 | NS      | $357658.66    | 0.05%             | 2027-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERATION BRIDGE II LLC                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3788181<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24050 | NS      | $23845.42     | 0.00%             | 2028-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                             | ATH 3.5 01/15/31                                                                                          | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    385000 | NS      | $316121.49    | 0.05%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-A                                                                | BHG 2022-A B                                                                                              | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | NS      | $534540.60    | 0.08%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                      | BBVASM V5.125 01/18/33 144A                                                                               | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    570000 | NS      | $511632.84    | 0.08%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                   | BACR V7.437 11/02/33                                                                                      | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    695000 | NS      | $728221.86    | 0.11%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2014-USA B                                                                                           | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    285000 | NS      | $241919.43    | 0.04%             | 2037-09-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2022-OANA                                                                            | BPR 2022-OANA A                                                                                           | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | NS      | $468478.61    | 0.07%             | 2037-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                    | Bank of America Corporation 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L           | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       903 | NS      | $1047480.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 14 10/15/30 144A                                                                                    | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     47000 | NS      | $27901.39     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                                                   | BSY 0.375 07/01/27                                                                                        | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     25000 | NS      | $20350.00     | 0.00%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                                                     | BLOCKC 4.875 03/01/28 144A                                                                                | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    200000 | NS      | $174500.00    | 0.03%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                              | BHLD 2019-2 A1                                                                                            | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202547 | NS      | $186224.58    | 0.03%             | 2049-07-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                 | C V6.25 PERP T                                                                                            | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | NS      | $315250.00    | 0.05%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2021-1 C                                                                                             | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $80772.77     | 0.01%             | 2054-04-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Incorporation                                                                         | ENBCN V7.625 01/15/83                                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    805000 | NS      | $793980.30    | 0.12%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2021-3FP                                                                       | FREED 2021-3FP D                                                                                          | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $232000.66    | 0.04%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                                                                  | CMLTI 2019-RP1 M2                                                                                         | CUSIP: 17327RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | NS      | $158897.59    | 0.02%             | 2066-01-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                                    | DKS 3.15 01/15/32                                                                                         | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    609000 | NS      | $475317.59    | 0.07%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR2 D                                                                                           | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | NS      | $678813.74    | 0.10%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ 2022-1A D                                                                                           | CUSIP: 42806MAM1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    655000 | NS      | $578409.87    | 0.09%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                       | DISH 0 12/15/25                                                                                           | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    795000 | NS      | $507210.00    | 0.08%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                           | DISH 5.25 12/01/26 144A                                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | NS      | $1267714.18   | 0.19%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                                     | AER 2.45 10/29/26                                                                                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    730000 | NS      | $638342.43    | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                              | AFFRM 2021-B C                                                                                            | CUSIP: 00834DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $90893.51     | 0.01%             | 2026-08-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                       | IHRT 5.25 08/15/27 144A                                                                                   | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    525000 | NS      | $444718.75    | 0.07%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                      | CACLN 2021-1 D                                                                                            | CUSIP: 46591HBT6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |     92573 | NS      | $88989.35     | 0.01%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                               | EMBRBZ 5.4 02/01/27                                                                                       | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    950000 | NS      | $909625.00    | 0.14%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-1 SFR1                                                                              | FRTKL 2021-SFR1 E2                                                                                        | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $82936.31     | 0.01%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OASIS 2021-1 LLC                                                                               | OASIS 2021-1A A                                                                                           | CUSIP: 67422AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74371 | NS      | $73283.64     | 0.01%             | 2033-01-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PART 2020-1A E                                                                                            | CUSIP: 74114BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $228972.84    | 0.03%             | 2028-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                               | KZOKZ 4.75 04/19/27 144A                                                                                  | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    545000 | NS      | $501945.00    | 0.08%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                            | NAVI 5 03/15/27                                                                                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    790000 | NS      | $691576.30    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Plastics                                                                              | Spectrum Plastics First-lien Term Loan 325 2025-01-02                                                     | CUSIP: 84763NAB6<br>LEI: 549300MP1C774T4UWC83 | Long             | LON              | CORP              | US        |    333882 | NS      | $304388.96    | 0.05%             | 2025-01-02      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                               | SRC 3.4 01/15/30                                                                                          | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    850000 | NS      | $708119.84    | 0.11%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                 | TCBI V4 05/06/31                                                                                          | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    843000 | NS      | $748108.21    | 0.11%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                           | BLD 4.125 02/15/32 144A                                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    265000 | NS      | $215341.65    | 0.03%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                           | NAVSL 2019-GA B                                                                                           | CUSIP: 63941JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $78148.68     | 0.01%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                            | HNDLIN 4.75 01/30/30 144A                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    165000 | NS      | $146283.24    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                          | UBER 0 12/15/25                                                                                           | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    895000 | NS      | $753819.43    | 0.11%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 0.125 03/31/23                                                                                          | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5725000 | NS      | $5666368.90   | 0.86%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                 | OTEXCN 6.9 12/01/27 144A                                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    215000 | NS      | $215000.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I L P                                     | PECO 2.625 11/15/31                                                                                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    740000 | NS      | $541510.54    | 0.08%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2526673<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435153 | NS      | $433793.05    | 0.07%             | 2025-07-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3770544<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321514 | NS      | $308720.13    | 0.05%             | 2028-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                                   | RKTRM 2.875 10/15/26 144A                                                                                 | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1890000 | NS      | $1620036.87   | 0.24%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                                   | RKTRM 4 10/15/33 144A                                                                                     | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1045000 | NS      | $780468.70    | 0.12%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | AL 4.625 10/01/28                                                                                         | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | NS      | $9353.41      | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                    | AKERBP 4 01/15/31 144A                                                                                    | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    730000 | NS      | $639769.77    | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | SDART 2020-1 C                                                                                            | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71070 | NS      | $70728.95     | 0.01%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | SDART 2020-1 D                                                                                            | CUSIP: 80287AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $199672.50    | 0.03%             | 2028-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Altice France Holdings S A                                                                     | SFRFP 6 02/15/28 144a                                                                                     | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    410000 | NS      | $242019.61    | 0.04%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMCAR 2019-3 D                                                                                            | CUSIP: 03066NAG9<br>LEI: 5493003R0K8V08JVGR27 | Long             | ABS-O            | CORP              | US        |    330000 | NS      | $317276.69    | 0.05%             | 2025-09-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2021-1 LLC                                                          | SCLP 2021-1 D                                                                                             | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $90616.83     | 0.01%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                             | TMUS 3.5 04/15/31                                                                                         | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1220000 | NS      | $1053835.29   | 0.16%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                   | AM 5.75 01/15/28 144A                                                                                     | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    742000 | NS      | $688286.62    | 0.10%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX 2019-OC11 D                                                                                            | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | NS      | $784961.67    | 0.12%             | 2041-12-11      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | AL 3.125 12/01/30                                                                                         | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1275000 | NS      | $1056588.18   | 0.16%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                        | AAL 5.25 01/15/24 B                                                                                       | CUSIP: 02376YAA5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    621323 | NS      | $605357.08    | 0.09%             | 2025-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                   | TPR 3.05 03/15/32                                                                                         | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    170000 | NS      | $132311.79    | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                   | THC 4.875 01/01/26 144A                                                                                   | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    140000 | NS      | $132389.98    | 0.02%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| At Home Group Inc                                                                              | HOME 7.125 07/15/29 144A                                                                                  | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    562000 | NS      | $326016.20    | 0.05%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                      | IVYCST 6.375 03/03/28 144A                                                                                | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    515000 | NS      | $497387.00    | 0.08%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                                    | DCP 3.25 02/15/32                                                                                         | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    355000 | NS      | $293631.15    | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Doric Nimrod Air Alpha 2013-1                                                                  | DORIC 5.25 05/30/23 144A                                                                                  | CUSIP: 233283AA8<br>LEI: 2138002GSTLU323MN989 | Long             | ABS-O            | CORP              | US        |    288929 | NS      | $286729.90    | 0.04%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                                   | TXT 3 06/01/30                                                                                            | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1320000 | NS      | $1121771.76   | 0.17%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company LLC                                                        | TWC 5.5 09/01/41                                                                                          | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    235000 | NS      | $195020.55    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                                                 | MFIT 2019-AA A                                                                                            | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540239 | NS      | $532958.59    | 0.08%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                                      | MSBAM 2013-C11 B                                                                                          | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | NS      | $59041.40     | 0.01%             | 2046-08-17      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                                                              | AVID 2021-1 E                                                                                             | CUSIP: 05369LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | NS      | $305754.11    | 0.05%             | 2028-04-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust 2012-LTRT                                                            | COMM 2012-LTRT A2                                                                                         | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95288 | NS      | $81698.76     | 0.01%             | 2030-10-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-4 M2                                                                                            | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $263104.69    | 0.04%             | 2057-06-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-4 A2                                                                                            | CUSIP: 89175TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $80456.40     | 0.01%             | 2058-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 5 02/15/29 144A                                                                                     | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | NS      | $11981.20     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                 | BCRED 2.625 12/15/26                                                                                      | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    678000 | NS      | $561197.30    | 0.08%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 4.875 04/15/28                                                                                       | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    210000 | NS      | $202773.13    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                               | BCULC 3.875 01/15/28 144A                                                                                 | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    120000 | NS      | $107345.46    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty Limited                                                                   | CRNAU 10.75 05/15/26 144A                                                                                 | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    644000 | NS      | $658490.00    | 0.10%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                                       | DAR 6 06/15/30 144A                                                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     45000 | NS      | $43987.50     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                   | T 1.875 11/15/51                                                                                          | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3460000 | NS      | $2191423.45   | 0.33%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                              | WFRBS 2013-C15 B                                                                                          | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-O            | CORP              | US        |    220000 | NS      | $187656.15    | 0.03%             | 2046-08-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                            | DTAOT 2019-3A D                                                                                           | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134572 | NS      | $132814.29    | 0.02%             | 2025-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                     | ESKOM 7.125 02/11/25 144A                                                                                 | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1220000 | NS      | $1107662.40   | 0.17%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                          | WFC V2.393 06/02/28 MTN                                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | NS      | $286841.35    | 0.04%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                                 | YUM 3.625 03/15/31                                                                                        | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    555000 | NS      | $465367.50    | 0.07%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pulte Group Inc                                                                                | PHM 7.875 06/15/32                                                                                        | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | NS      | $783467.45    | 0.12%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corporation New                                             | SAIC 4.875 04/01/28 144A                                                                                  | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    396000 | NS      | $366299.21    | 0.06%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak Clo 1 Ltd / Llc                                                                    | SPEAK 2014-1A AR3                                                                                         | CUSIP: 82666TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | NS      | $341369.70    | 0.05%             | 2034-04-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                     | VERUS 2021-R3 A1                                                                                          | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114472 | NS      | $98654.12     | 0.01%             | 2064-04-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group                                                                       | Precision Medicine Group Term Loan B 300 2027-11-01                                                       | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |      1410 | NS      | $1307.96      | 0.00%             | 2027-11-01      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3625631<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116998 | NS      | $111660.42    | 0.02%             | 2025-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.75 02/01/50                                                                                          | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    695000 | NS      | $477158.37    | 0.07%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 3.187 11/15/36 144A                                                                                  | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     24000 | NS      | $17238.91     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                        | INDON 4.35 01/08/27 144A                                                                                  | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    765000 | NS      | $755985.18    | 0.11%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd                                                                             | IFHBH 3.875 08/15/29 144A                                                                                 | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    725000 | NS      | $596670.04    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                   | TPHL 6.2 03/22/26                                                                                         | CUSIP: G8879TAG5<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    405000 | NS      | $65646.97     | 0.01%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                              | YUZHOU 7.85 08/12/26                                                                                      | CUSIP: G9884AAB8<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $17628.00     | 0.00%             | 2026-08-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                                                                     | CPS 2020-C C                                                                                              | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30084 | NS      | $29892.96     | 0.00%             | 2026-08-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                 | CRL 4 03/15/31 144A                                                                                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    120000 | NS      | $103800.00    | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Resi Mtg Ln Tr 2016-4                                                                      | NRZT 2016-4A B1A                                                                                          | CUSIP: 64829LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695239 | NS      | $638442.55    | 0.10%             | 2056-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                                               | OMFIT 2018-2A A                                                                                           | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $117641.02    | 0.02%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                     | CITADL 4.875 01/15/27 144A                                                                                | CUSIP: 17288XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | NS      | $841122.46    | 0.13%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corporation                                                                    | CITPET 7 06/15/25 144A                                                                                    | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    472000 | NS      | $460369.92    | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                  | CBSLT 2020-1 A                                                                                            | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144538 | NS      | $128195.82    | 0.02%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CONNS RECEIVABLES FUNDING 2022-A LLC                                                           | CONN 2022-A B                                                                                             | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | NS      | $793350.80    | 0.12%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-A                                                                | AJAXM 2021-A A1                                                                                           | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468105 | NS      | $408071.04    | 0.06%             | 2065-09-25      | Floating      | 1.06%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                                   | ATH 2.55 11/19/30 144A                                                                                    | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1150000 | NS      | $888815.76    | 0.13%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust 1                                                              | PART 2018-1A D                                                                                            | CUSIP: 74114NAL1<br>LEI: 549300L40MNGIY25DE37 | Long             | ABS-O            | CORP              | US        |    802798 | NS      | $801473.91    | 0.12%             | 2024-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR2 D                                                                                          | CUSIP: 74333DAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | NS      | $689061.24    | 0.10%             | 2038-04-19      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                               | AN 4.75 06/01/30                                                                                          | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | NS      | $124907.28    | 0.02%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                   | AVOL 4.375 05/01/26 144A                                                                                  | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    438000 | NS      | $399081.74    | 0.06%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                                 | SYF 5.4 08/22/25 BKNT                                                                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    275000 | NS      | $269899.05    | 0.04%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2020-1 M1                                                                                            | CUSIP: 89178WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | NS      | $261469.38    | 0.04%             | 2060-01-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                         | CS V6.373 07/15/26 144A                                                                                   | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    695000 | NS      | $652500.17    | 0.10%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| DEXT ABS, LLC                                                                                  | DEXT 2020-1 D                                                                                             | CUSIP: 25216AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | NS      | $570526.11    | 0.09%             | 2028-02-15      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022-STAR                                                                            | BPR 2022-STAR A                                                                                           | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | NS      | $472357.10    | 0.07%             | 2039-08-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                   | BMRN 1.25 05/15/27                                                                                        | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   1675000 | NS      | $1799889.37   | 0.27%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| VERUS SECURITIZATION TRUST 2022-5                                                              | VERUS 2022-5 A1                                                                                           | CUSIP: 924921AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1038929 | NS      | $951003.54    | 0.14%             | 2067-04-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 5.75 02/01/27 144A                                                                                   | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    195000 | NS      | $190078.38    | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.625 03/01/48                                                                                         | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    285000 | NS      | $186465.60    | 0.03%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 4.25 01/15/34 144A                                                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | NS      | $431756.33    | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                       | VMC 3.5 06/01/30                                                                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    210000 | NS      | $184975.46    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS INC                                                                     | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2722264<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496168 | NS      | $435904.46    | 0.07%             | 2025-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                         | FANG 3.125 03/24/31                                                                                       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    250000 | NS      | $207015.28    | 0.03%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Subordinated Inc.                                                          | DEXAXL 6.625 10/15/29 144A                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | NS      | $220990.18    | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3292655<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    240816 | NS      | $237389.36    | 0.04%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                             | VICI 4.95 02/15/30                                                                                        | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    595000 | NS      | $566390.81    | 0.09%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                        | WEEKHM 4.875 09/15/28 144A                                                                                | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    409000 | NS      | $343658.44    | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR2 E2                                                                                          | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $115029.42    | 0.02%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                          | FCX 4.25 03/01/30                                                                                         | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    305000 | NS      | $276912.68    | 0.04%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3292630<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    285595 | NS      | $282233.18    | 0.04%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3561323<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348051 | NS      | $347702.58    | 0.05%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                       | DISH 3.375 08/15/26                                                                                       | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2080000 | NS      | $1303120.00   | 0.20%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                          | ENTG 4.75 04/15/29 144A                                                                                   | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1687000 | NS      | $1538438.21   | 0.23%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                                   | SUNAC 6.5 01/26/26                                                                                        | CUSIP: G8569AAZ9<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    235000 | NS      | $47620.28     | 0.01%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                              | YUZHOU 7.7 02/20/25                                                                                       | CUSIP: G9884TAS0<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    315000 | NS      | $27858.60     | 0.00%             | 2025-02-20      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS 2021-1A D                                                                                           | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | NS      | $141247.01    | 0.02%             | 2031-03-20      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                             | LADR 5.25 10/01/25 144A                                                                                   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | NS      | $117442.60    | 0.02%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                              | EXPE 3.25 02/15/30                                                                                        | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    920000 | NS      | $780431.55    | 0.12%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR2 E1                                                                                          | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | NS      | $149148.29    | 0.02%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | F 4.125 08/17/27                                                                                          | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | NS      | $322200.00    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FCRT 2021-2 D                                                                                             | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | NS      | $212552.55    | 0.03%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                              | LAMR 3.75 02/15/28                                                                                        | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | NS      | $62657.45     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                 | OTEXCN 3.875 02/15/28 144A                                                                                | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    115000 | NS      | $98684.95     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2021-2A D                                                                                            | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | NS      | $312989.97    | 0.05%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                           | GM V5.7 PERP C                                                                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | NS      | $42318.75     | 0.01%             | 2500-12-31      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Owl Rock Technology Finance Corp.                                                              | ORTFIN 2.5 01/15/27                                                                                       | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    295000 | NS      | $240480.83    | 0.04%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pulte Group Inc                                                                                | PHM 6.375 05/15/33                                                                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | NS      | $413984.63    | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                              | AYR 4.25 06/15/26                                                                                         | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1210000 | NS      | $1137922.49   | 0.17%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMCAR 2019-2 D                                                                                            | CUSIP: 03066KAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | NS      | $701090.78    | 0.11%             | 2025-06-18      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BK V4.7 PERP G                                                                                            | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    665000 | NS      | $638486.45    | 0.10%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 5.4 08/15/32                                                                                          | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    460000 | NS      | $438081.23    | 0.07%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                              | HLT 3.625 02/15/32 144A                                                                                   | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    140000 | NS      | $112112.00    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 4.3 11/15/32                                                                                         | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | NS      | $193894.95    | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                       | COLT 2021-2R A1                                                                                           | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57028 | NS      | $48149.35     | 0.01%             | 2054-07-27      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                                                               | RCO 2022-1 A1                                                                                             | CUSIP: 74934VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489585 | NS      | $459326.12    | 0.07%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2022-2 LLC                                                               | SCFET 2022-2A C                                                                                           | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | NS      | $204798.43    | 0.03%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                                              | DPABS 2019-1A A2                                                                                          | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    334540 | NS      | $288989.03    | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                  | EQIX 2.15 07/15/30                                                                                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    615000 | NS      | $489256.64    | 0.07%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK SB COMMERCIAL MORTGAGE TRUST                                                         | AOMT 2020-SBC1 A1                                                                                         | CUSIP: 03465BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318219 | NS      | $302881.84    | 0.05%             | 2050-05-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 6.25 02/15/29 144A                                                                                  | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     30000 | NS      | $14443.13     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR1 E1                                                                                          | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | NS      | $279323.50    | 0.04%             | 2038-08-19      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                                 | GSMS 2013-PEMB A                                                                                          | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $117922.96    | 0.02%             | 2033-03-07      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                           | TKOCN 7 02/15/26 144A                                                                                     | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   1047000 | NS      | $920668.21    | 0.14%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                 | VARNO 7.5 01/15/28 144A                                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    640000 | NS      | $651905.15    | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                | IEP 5.25 05/15/27                                                                                         | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    811000 | NS      | $742551.60    | 0.11%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                                    | JBLU 0.5 04/01/26                                                                                         | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    210000 | NS      | $153106.18    | 0.02%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                                       | GE V0 PERP D                                                                                              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1480000 | NS      | $1454014.90   | 0.22%             | 2500-12-31      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                        | HILCRP 6 02/01/31 144A                                                                                    | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    353000 | NS      | $304483.21    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 2.95 02/01/30                                                                                          | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | NS      | $186322.97    | 0.03%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Calpine Corporation                                                                            | CPN 3.75 03/01/31 144A                                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    725000 | NS      | $583738.03    | 0.09%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2022-1                                                              | LADAR 2022-1A A                                                                                           | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925430 | NS      | $910607.05    | 0.14%             | 2027-06-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                                | WBD 4.054 03/15/29 144A                                                                                   | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    215000 | NS      | $186001.25    | 0.03%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Jefferies Group LLC                                                                            | JEF 6.45 06/08/27                                                                                         | CUSIP: 472319AE2<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    355000 | NS      | $370459.80    | 0.06%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET 9.25 04/08/38                                                                                         | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    245000 | NS      | $285409.87    | 0.04%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MED TRUST 2021-MDLN                                                                            | MED 2021-MDLN B                                                                                           | CUSIP: 58403YAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $99996.89     | 0.02%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                           | NCLH 5.875 03/15/26 144A                                                                                  | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    375000 | NS      | $294551.25    | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                                | CTLT 3.125 02/15/29 144A                                                                                  | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    325000 | NS      | $258773.13    | 0.04%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                    | CLR 5.75 01/15/31 144A                                                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2090000 | NS      | $1945498.08   | 0.29%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET V5.875 PERP D                                                                                         | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    340000 | NS      | $323294.97    | 0.05%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc.                                                                         | MU 4.663 02/15/30                                                                                         | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    740000 | NS      | $671161.06    | 0.10%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-7                                                              | VERUS 2022-7 A1                                                                                           | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055595 | NS      | $1026511.09   | 0.15%             | 2067-07-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                         | TNL 4.625 03/01/30 144A                                                                                   | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    395000 | NS      | $327561.81    | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ncl Finance Limited                                                                            | NCLH 6.125 03/15/28 144A                                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    140000 | NS      | $103350.99    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                          | PETMK 3.5 04/21/30 144A                                                                                   | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | NS      | $729263.22    | 0.11%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                      | NAVSL 2021-A A                                                                                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177827 | NS      | $153750.79    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 4.875 06/15/30 144A                                                                                  | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1215000 | NS      | $1133107.89   | 0.17%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FREED ABS TRUST                                                                                | FREED 2021-2 C                                                                                            | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $97075.32     | 0.01%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC and GD Finance Co Inc                                           | GDDY 3.5 03/01/29 144A                                                                                    | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    600000 | NS      | $502315.16    | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                      | PHILIP 3.7 03/01/41                                                                                       | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1150000 | NS      | $937894.11    | 0.14%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                     | PRU V5.625 06/15/43                                                                                       | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    860000 | NS      | $844950.00    | 0.13%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                                        | KRG 4.75 09/15/30                                                                                         | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    815000 | NS      | $717473.86    | 0.11%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2018-1 Ltd/ Llc                                                             | ROCKT 2018-1A A                                                                                           | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    645000 | NS      | $634176.90    | 0.10%             | 2031-05-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 2.3 02/15/31                                                                                         | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1215000 | NS      | $930757.41    | 0.14%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lundin Energy Finance B.V.                                                                     | AKERBP 3.1 07/15/31 144A                                                                                  | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NL        |    380000 | NS      | $311646.87    | 0.05%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 6.375 05/15/29                                                                                       | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    395000 | NS      | $406568.51    | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                               | OXY 7.875 09/15/31                                                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    255000 | NS      | $281520.00    | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                                 | SBAC 3.125 02/01/29                                                                                       | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    905000 | NS      | $752498.45    | 0.11%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | SDART 2020-2 D                                                                                            | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | NS      | $92527.33     | 0.01%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Incorporation                                                                   | PLNT 2019-1A A2                                                                                           | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    324950 | NS      | $266926.93    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                                                      | SHIMAO 5.6 07/15/26                                                                                       | CUSIP: G81043AQ7<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    235000 | NS      | $42883.44     | 0.01%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                                       | TPB 5.625 02/15/26 144A                                                                                   | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    769000 | NS      | $663270.14    | 0.10%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 0.625 12/31/27                                                                                          | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12985000 | NS      | $11000222.49  | 1.66%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 1.5 02/29/24                                                                                            | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4830000 | NS      | $4655667.19   | 0.70%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLT XCVI LLC                                                                                  | VOLT 2021-NPL5 A1                                                                                         | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224077 | NS      | $203137.82    | 0.03%             | 2051-03-27      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS INC                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3705896<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318392 | NS      | $316004.02    | 0.05%             | 2028-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                                 | YUM 4.625 01/31/32                                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    255000 | NS      | $225401.33    | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                               | OXY 8.875 07/15/30                                                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    135000 | NS      | $152415.61    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                               | BCULC 4 10/15/30 144A                                                                                     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    150000 | NS      | $121471.50    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                                                                   | ORCC 2.625 01/15/27                                                                                       | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    522000 | NS      | $430613.97    | 0.07%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Parsley Energy LLC                                                                             | PARSLY 4.125 02/15/28 144A                                                                                | CUSIP: 701885AJ4<br>LEI: 549300QKXAJMQB5TEW86 | Long             | DBT              | CORP              | US        |    430000 | NS      | $394889.95    | 0.06%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                     | PPC 3.5 03/01/32 144A                                                                                     | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    840000 | NS      | $657300.00    | 0.10%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./PAA Finance Corp.                                            | PAA 3.8 09/15/30                                                                                          | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    195000 | NS      | $169470.83    | 0.03%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Playa Resorts                                                                                  | Playa Resorts Term Loan B 275 2024-04-01                                                                  | CUSIP: 72812NAD8<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | US        |   1142584 | NS      | $1139727.73   | 0.17%             | 2024-04-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                                                             | TDOC 1.25 06/01/27                                                                                        | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   1580000 | NS      | $1213747.71   | 0.18%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Spectrum Management Holding Company LLC                                                        | TWC 5.875 11/15/40                                                                                        | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     35000 | NS      | $30492.94     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                | TDG 5.5 11/15/27                                                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    671000 | NS      | $630102.55    | 0.10%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                          | UBER 4.5 08/15/29 144A                                                                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3965000 | NS      | $3454526.08   | 0.52%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 2.5 04/30/24                                                                                            | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10110000 | NS      | $9822496.88   | 1.48%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                                       | VCAT 2021-NPL3 A1                                                                                         | CUSIP: 91824MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335722 | NS      | $290720.15    | 0.04%             | 2051-05-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                                 | VOLT 2021-NPL6 A1                                                                                         | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521820 | NS      | $459002.38    | 0.07%             | 2051-04-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                      | AQFIT 2019-A C                                                                                            | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | NS      | $891728.47    | 0.13%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 6.125 02/01/27 144A                                                                                 | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     55000 | NS      | $37929.65     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VOLT XCII LLC                                                                                  | VOLT 2021-NPL1 A1                                                                                         | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147936 | NS      | $127650.53    | 0.02%             | 2051-02-27      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TRUST                                                                            | VISIO 2020-1R A2                                                                                          | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155546 | NS      | $140127.40    | 0.02%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 11 09/30/28 144A                                                                                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    242000 | NS      | $188722.40    | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                     | CDWC 3.569 12/01/31                                                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2305000 | NS      | $1899403.47   | 0.29%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PIKE CORP 3.3765% 12/21/2027                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3535632<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | NS      | $349181.91    | 0.05%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3541143<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480582 | NS      | $448743.34    | 0.07%             | 2025-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2020-3A E                                                                                            | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1705000 | NS      | $1626333.86   | 0.25%             | 2027-07-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                    | GBLATL 4.4 10/15/29 144A                                                                                  | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | NS      | $426915.89    | 0.06%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                              | LAMR 4 02/15/30                                                                                           | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | NS      | $61180.00     | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LEGACY MORTGAGE ASSET TRUST                                                                    | LMAT 2021-GS4 A1                                                                                          | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117070 | NS      | $104647.65    | 0.02%             | 2060-11-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS IN                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3566983<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196351 | NS      | $172829.98    | 0.03%             | 2027-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3571561<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309564 | NS      | $292847.19    | 0.04%             | 2028-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                          | MLANE 2021-A A                                                                                            | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1065285.10   | 0.16%             | 2026-09-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                        | MOH 3.875 05/15/32 144A                                                                                   | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    335000 | NS      | $278197.18    | 0.04%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII SARL                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3572544<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240100 | NS      | $229562.25    | 0.03%             | 2026-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3712215<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515135 | NS      | $508213.05    | 0.08%             | 2026-05-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                                           | NCX 5 05/01/25 144A                                                                                       | CUSIP: 66977WAP4<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |    151000 | NS      | $142165.11    | 0.02%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                                               | QATAR 3.75 04/16/30 144A                                                                                  | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    215000 | NS      | $208012.50    | 0.03%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAFE FLEET HOLDINGS LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3853670<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129350 | NS      | $124741.42    | 0.02%             | 2029-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3898659<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342228 | NS      | $336951.51    | 0.05%             | 2029-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | SDART 2019-3 D                                                                                            | CUSIP: 80286HAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188247 | NS      | $187373.75    | 0.03%             | 2025-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                             | TMUS 2.4 03/15/29                                                                                         | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | NS      | $92832.00     | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 4.5 09/01/26 144A                                                                                    | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    295000 | NS      | $277617.85    | 0.04%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                | WFRBS 2014-C24 B                                                                                          | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | NS      | $63550.50     | 0.01%             | 2047-11-18      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3910900<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18024 | NS      | $16464.73     | 0.00%             | 2027-01-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                              | YUZHOU 8.3 05/27/25                                                                                       | CUSIP: G9884TAQ4<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $17558.00     | 0.00%             | 2025-05-27      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| HUNTER HOLDCO                                                                                  | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3683861<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274866 | NS      | $268681.14    | 0.04%             | 2029-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP                                                                     | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3684984<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259872 | NS      | $249838.14    | 0.04%             | 2028-08-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                           | SOFTBK 4.625 07/06/28                                                                                     | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    400000 | NS      | $328416.00    | 0.05%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                      | AMH 2.375 07/15/31                                                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    120000 | NS      | $92559.39     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                           | AHTLN 5.5 08/11/32 144A                                                                                   | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    400000 | NS      | $382587.68    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2019-2A A                                                                                           | CUSIP: 05377RDL5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $101448.72    | 0.02%             | 2025-09-20      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 4.15 11/15/30                                                                                        | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    609000 | NS      | $545756.66    | 0.08%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CCL 5.75 03/01/27 144A                                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    425000 | NS      | $303467.00    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                  | CCSI 6 10/15/26 144A                                                                                      | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | NS      | $110358.40    | 0.02%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                              | CCI 3.3 07/01/30                                                                                          | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    460000 | NS      | $402404.88    | 0.06%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                                    | DFS 6.7 11/29/32                                                                                          | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    629000 | NS      | $639363.75    | 0.10%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment Inc New                                                                  | CZR 6.25 07/01/25 144A                                                                                    | CUSIP: 28470RAH5<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    327000 | NS      | $317737.89    | 0.05%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                          | FCX 4.125 03/01/28                                                                                        | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    295000 | NS      | $272876.41    | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                          | FCX 4.375 08/01/28                                                                                        | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    155000 | NS      | $144672.35    | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                                 | GSMS 2013-G1 B                                                                                            | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $169270.03    | 0.03%             | 2031-04-11      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                         | GM 5.95 04/01/49                                                                                          | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    810000 | NS      | $705926.70    | 0.11%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                                          | GRYOAK 3.45 10/15/27 144A                                                                                 | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | NS      | $66328.04     | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                  | JPMCC 2012-LC9 C                                                                                          | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | NS      | $406291.91    | 0.06%             | 2047-12-17      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                         | MU 5.327 02/06/29                                                                                         | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    170000 | NS      | $163186.26    | 0.02%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | AL 3 02/01/30 MTN                                                                                         | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    380000 | NS      | $316909.78    | 0.05%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                               | OXY 5.55 03/15/26                                                                                         | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | NS      | $9962.50      | 0.00%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                                                                   | ORCC 2.875 06/11/28                                                                                       | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    545000 | NS      | $427920.00    | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                                   | ATH 1.608 06/29/26 144A                                                                                   | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    620000 | NS      | $534793.85    | 0.08%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST                                                       | BREX 2021-1 A                                                                                             | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $187938.61    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| ACC TRUST                                                                                      | ACC 2021-1 C                                                                                              | CUSIP: 00091KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | NS      | $813416.02    | 0.12%             | 2024-12-20      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SCF Equip Leasing 2022-1 LLC / SCF Equip Leasing CDA 2022-1 Ltd Partners                       | SCFET 2022-1A D                                                                                           | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $116724.15    | 0.02%             | 2031-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2018-5                                                                          | TPMT 2018-5 M1                                                                                            | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | NS      | $133323.83    | 0.02%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.625 02/01/31                                                                                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | NS      | $486272.67    | 0.07%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Brixmor Operating Partnership LP                                                               | BRX 4.05 07/01/30                                                                                         | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     75000 | NS      | $65610.37     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                    | AKERBP 3.75 01/15/30 144A                                                                                 | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    615000 | NS      | $541011.03    | 0.08%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                             | MTNA 6.75 03/01/41                                                                                        | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    590000 | NS      | $568936.84    | 0.09%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM 2012 Commercial Mortage Trust                                                             | COMM 2012-CR3 AM                                                                                          | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96865 | NS      | $87078.63     | 0.01%             | 2045-10-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                        | CSV 4.25 05/15/29 144A                                                                                    | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929000 | NS      | $737717.18    | 0.11%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 03/23/23                                                                                              | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6310000 | NS      | $6249332.73   | 0.94%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verde Clo Ltd / Llc                                                                            | VERDE 2019-1A AR                                                                                          | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | NS      | $299477.37    | 0.05%             | 2032-04-15      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Cobra Acquisitionco LLC                                                                        | EXETFI 6.375 11/01/29 144A                                                                                | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | NS      | $266680.00    | 0.04%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2020-2 C                                                                                             | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $92071.25     | 0.01%             | 2052-05-17      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING COMPANY                                                                           | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2387530<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550700 | NS      | $536735.96    | 0.08%             | 2024-04-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZEP INC                                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2493007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474167 | NS      | $407783.69    | 0.06%             | 2024-08-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                         | ASCRES 8.25 12/31/28 144A                                                                                 | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    559000 | NS      | $547931.56    | 0.08%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                             | AVNT 7.125 08/01/30 144A                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    128000 | NS      | $125124.09    | 0.02%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DOMINION MORTGAGE TRUST 2021-RTL1                                                              | DFS 2021-RTL1 A1                                                                                          | CUSIP: 257463AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | NS      | $935295.92    | 0.14%             | 2027-07-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                           | ESA 2021-ESH D                                                                                            | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    126905 | NS      | $121493.18    | 0.02%             | 2038-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3910884<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315277 | NS      | $288005.17    | 0.04%             | 2027-01-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                   | BACR V5.088 06/20/30                                                                                      | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $184212.10    | 0.03%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PLC                                                                            | IAGLN 3.35 06/15/29 144A                                                                                  | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | ABS-O            | CORP              | GB        |    229230 | NS      | $198405.61    | 0.03%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS 2020-2A C                                                                                           | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89859 | NS      | $89350.61     | 0.01%             | 2030-07-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                             | TPGE 6 08/01/26 144A                                                                                      | CUSIP: 559665AA2<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    420000 | NS      | $403200.00    | 0.06%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                                  | MCMLT 2017-3 B1                                                                                           | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644138 | NS      | $522789.53    | 0.08%             | 2061-01-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                  | MCMLT 2019-1 M2                                                                                           | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603888 | NS      | $512792.15    | 0.08%             | 2069-10-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage 2012-Lc4                                                                   | COMM 2012-LC4 B                                                                                           | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75474 | NS      | $75332.88     | 0.01%             | 2044-12-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                                 | ELFI 2021-A B                                                                                             | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84388 | NS      | $72233.76     | 0.01%             | 2046-12-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                               | NRG 4.45 06/15/29 144A                                                                                    | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    390000 | NS      | $344895.83    | 0.05%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                                | OCSL 2.7 01/15/27                                                                                         | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    385000 | NS      | $326912.86    | 0.05%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 6.5 03/13/27                                                                                        | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1180000 | NS      | $1076257.35   | 0.16%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| S-JETS 2017-1 Ltd                                                                              | SJETS 2017-1 A                                                                                            | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |    574778 | NS      | $445459.03    | 0.07%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FCAT 2019-3 D                                                                                             | CUSIP: 33846AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | NS      | $201960.89    | 0.03%             | 2025-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                           | GLENLN 2.85 04/27/31 144A                                                                                 | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    165000 | NS      | $135023.65    | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                  | SPLLLC 4.2 03/15/28                                                                                       | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    700000 | NS      | $657979.69    | 0.10%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | STX 4.091 06/01/29                                                                                        | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     40000 | NS      | $33161.71     | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST                                                                            | HINTT 2020-A C                                                                                            | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486716 | NS      | $446127.04    | 0.07%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                | IEP 4.375 02/01/29                                                                                        | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     65000 | NS      | $54967.25     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                                | T-Mobile US Inc COM                                                                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4739 | NS      | $663460.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-2 A2                                                                                            | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | NS      | $584166.30    | 0.09%             | 2058-12-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                           | KD 3.15 10/15/31                                                                                          | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    850000 | NS      | $566503.01    | 0.09%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                                 | VAC 4.5 06/15/29 144A                                                                                     | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    255000 | NS      | $211554.70    | 0.03%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 01/26/23                                                                                              | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8090000 | NS      | $8066498.68   | 1.22%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| VOLT C LLC                                                                                     | VOLT 2021-NPL9 A1                                                                                         | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237368 | NS      | $211943.17    | 0.03%             | 2051-05-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                            | NRZT 2019-RPL2 M2                                                                                         | CUSIP: 64830HAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | NS      | $559915.25    | 0.08%             | 2059-02-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                            | RCKT 2020-1 A1                                                                                            | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128837 | NS      | $107241.27    | 0.02%             | 2050-02-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3556844<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291743 | NS      | $284501.77    | 0.04%             | 2028-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEARERS FOODS                                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3566918<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315050 | NS      | $299593.07    | 0.05%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                          | BELL 2021-1A A2II                                                                                         | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598950 | NS      | $481177.26    | 0.07%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2016                                                                 | TPMT 2016-4 B1                                                                                            | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    615000 | NS      | $562131.96    | 0.08%             | 2056-07-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3754548<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783001 | NS      | $780064.87    | 0.12%             | 2024-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3759182<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355230 | NS      | $349161.60    | 0.05%             | 2027-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-6 A2                                                                                            | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | NS      | $699314.54    | 0.11%             | 2057-10-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                | UHS 2.65 01/15/32 144A                                                                                    | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    900000 | NS      | $687303.32    | 0.10%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Limited                                                                   | AGILE 6.05 10/13/25                                                                                       | CUSIP: G0119AAE8<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    430000 | NS      | $195187.55    | 0.03%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                                 | CENCHI 7.5 07/14/25                                                                                       | CUSIP: G20769AJ7<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | NS      | $56375.00     | 0.01%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                        | ZIGGO 5 01/15/32 144a                                                                                     | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    705000 | NS      | $572898.10    | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                                  | VOLCAN 4.375 02/11/26 144A                                                                                | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    105000 | NS      | $90462.32     | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | AL V4.65 PERP B                                                                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    640000 | NS      | $534860.76    | 0.08%             | 2500-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                             | WEN 2021-1A A2I                                                                                           | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    334900 | NS      | $270372.81    | 0.04%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                          | WDC 4.75 02/15/26                                                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    530000 | NS      | $499111.60    | 0.08%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                          | ACI 3.25 03/15/26 144A                                                                                    | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    505000 | NS      | $460587.72    | 0.07%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2019-D                                                                | AJAXM 2019-D A1                                                                                           | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168141 | NS      | $156184.97    | 0.02%             | 2065-09-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                            | ALLY V4.7 PERP C                                                                                          | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    675000 | NS      | $422718.75    | 0.06%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                                                                            | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2675397<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1194 | NS      | $1182.59      | 0.00%             | 2025-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENEDEN US HOLDINGS II LLC                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3462837<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343875 | NS      | $329432.25    | 0.05%             | 2027-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 4.25 02/01/31 144A                                                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | NS      | $372983.48    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                           | GTLS 7.5 01/01/30 144A                                                                                    | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     10000 | NS      | $10052.90     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                                                                                 | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3606284<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157349 | NS      | $138204.87    | 0.02%             | 2027-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3636331<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | NS      | $123200.00    | 0.02%             | 2029-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                                                                         | ALTAWH 7 06/30/35 144A                                                                                    | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509733 | NS      | $503764.95    | 0.08%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BK V5.834 10/25/33                                                                                        | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    870000 | NS      | $901836.50    | 0.14%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 3.95 06/30/62                                                                                        | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    870000 | NS      | $513213.06    | 0.08%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                | EQT 5 01/15/29                                                                                            | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    135000 | NS      | $126732.36    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                                                                | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3707686<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255758 | NS      | $242650.67    | 0.04%             | 2028-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3708957<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491269 | NS      | $479874.35    | 0.07%             | 2023-06-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWARD CNTY FLA                                                                               | FL BROUTL 4 10/01/2047                                                                                    | CUSIP: 115117NJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | NS      | $529300.63    | 0.08%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                           | CEMEX 5.2 09/17/30 144A                                                                                   | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    885000 | NS      | $825604.96    | 0.12%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                 | EPR 3.6 11/15/31                                                                                          | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    185000 | NS      | $134032.72    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                                                 | HPA 2021-1 E                                                                                              | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87360 | NS      | $66702.36     | 0.01%             | 2041-09-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CrownRock LP                                                                                   | CRROCK 5 05/01/29 144A                                                                                    | CUSIP: 228701AG3<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    284000 | NS      | $255178.48    | 0.04%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                    | FMCN 6.875 10/15/27 144A                                                                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    285000 | NS      | $267393.63    | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dubai (Government Of)                                                                          | DUGB 5.25 01/30/43 EMTN                                                                                   | CUSIP: M52168AM9<br>LEI: 549300IY6A4IPIRLLX57 | Long             | DBT              | NUSS              | AE        |   1410000 | NS      | $1276044.36   | 0.19%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MVW 2019-1 LLC                                                                                 | MVWOT 2019-1A C                                                                                           | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25517 | NS      | $23585.93     | 0.00%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| 1375209 B C Ltd.                                                                               | BCLTDH 9 01/30/28 144A                                                                                    | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    136000 | NS      | $132430.00    | 0.02%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                                 | OPI 2.65 06/15/26                                                                                         | CUSIP: 67623CAD1<br>LEI: 529900A38AW14ELBTL34 | Long             | DBT              | CORP              | US        |    433000 | NS      | $335574.38    | 0.05%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                    | OVV 7.2 11/01/31                                                                                          | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | NS      | $20992.09     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Cadillac Fairview Properties Trust                                            | CFPTCN 2.5 10/15/31 144A                                                                                  | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    322000 | NS      | $245456.69    | 0.04%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                               | PCG 4.3 03/15/45                                                                                          | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    290000 | NS      | $205606.52    | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR2 E1                                                                                         | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | NS      | $291883.97    | 0.04%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Incorporated                                                       | RAX 5.375 12/01/28 144A                                                                                   | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    631000 | NS      | $275028.64    | 0.04%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR6 C                                                                                          | CUSIP: 74333HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | NS      | $429287.98    | 0.06%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                 | SNX 1.75 08/09/26                                                                                         | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    750000 | NS      | $637476.23    | 0.10%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                   | THC 6.125 10/01/28 144A                                                                                   | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | NS      | $35812.80     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                         | TNL 4.5 12/01/29 144A                                                                                     | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    540000 | NS      | $440008.27    | 0.07%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                      | ARAMCO 2.25 11/24/30 144A                                                                                 | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1020000 | NS      | $838766.40    | 0.13%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                             | TMUS 3.875 04/15/30                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    755000 | NS      | $683890.14    | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WLAKE 2021-1A D                                                                                           | CUSIP: 96043FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | NS      | $728213.02    | 0.11%             | 2026-04-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                                    | TAH 2020-SFR2 D                                                                                           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | NS      | $737227.43    | 0.11%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 3.875 02/15/29 144A                                                                                  | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    660000 | NS      | $578446.59    | 0.09%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc.                                                                                | Altice USA Inc. CL A                                                                                      | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     95643 | NS      | $439957.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 5.375 06/01/29 144A                                                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | NS      | $54256.20     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECIEVABLES TRUST 2019-3                                                          | CRVNA 2019-3A E                                                                                           | CUSIP: 14686XAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | NS      | $782474.49    | 0.12%             | 2026-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation | DRAWBR 3.875 02/15/26                                                                                     | CUSIP: 26150TAE9<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |    970000 | NS      | $874262.06    | 0.13%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                   | FLEXIH 3.363 06/30/31 144A                                                                                | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    630000 | NS      | $491664.47    | 0.07%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                         | TNL 6.625 07/31/26 144A                                                                                   | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    155000 | NS      | $151630.56    | 0.02%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                                                                              | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3538099<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331567 | NS      | $326731.68    | 0.05%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                       | H 5.375 04/23/25                                                                                          | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | NS      | $49614.22     | 0.01%             | 2025-04-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                       | IHRT 4.75 01/15/28 144A                                                                                   | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    535000 | NS      | $435671.90    | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELD NORTH EDUCATION LLC                                                                       | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3706480<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366972 | NS      | $359403.41    | 0.05%             | 2028-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3771526<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | NS      | $22890.63     | 0.00%             | 2027-05-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Merlin Aviation Hldgs 2016-1                                                                   | MRLN 2016-1 A                                                                                             | CUSIP: 59010RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86912 | NS      | $66490.27     | 0.01%             | 2032-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centerfield Media Parent Inc                                                                   | CFIELD 6.625 08/01/26 144A                                                                                | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | NS      | $268821.48    | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2020-SFR3 E                                                                                          | CUSIP: 74333AAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $126505.50    | 0.02%             | 2037-10-19      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                               | SMB 2021-D B                                                                                              | CUSIP: 78449MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $148548.28    | 0.02%             | 2053-03-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Logan Group Company Ltd                                                                        | LOGPH 4.25 07/12/25                                                                                       | CUSIP: G5631SAE7<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $44000.00     | 0.01%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                                       | VCAT 2021-NPL4 A1                                                                                         | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688307 | NS      | $623213.28    | 0.09%             | 2051-08-25      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3776806<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24041 | NS      | $22796.78     | 0.00%             | 2026-05-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                                               | ARDFIN 6.5 06/30/27 144A                                                                                  | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1043322 | NS      | $725664.32    | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                    | OVV 7.375 11/01/31                                                                                        | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | NS      | $85150.92     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                        | AAL 3.75 10/15/25                                                                                         | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    798058 | NS      | $711777.95    | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | ACAR 2022-1 D                                                                                             | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $179948.86    | 0.03%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                      | BBVASM 1.875 09/18/25 144A                                                                                | CUSIP: 05533UAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | NS      | $181250.00    | 0.03%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                   | BACR V3.564 09/23/35                                                                                      | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    985000 | NS      | $749530.45    | 0.11%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                                      | CNO 5.25 05/30/29                                                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    480000 | NS      | $457298.13    | 0.07%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                            | CNC 4.625 12/15/29                                                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | NS      | $54830.15     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                                                            | XRAY 3.25 06/01/30                                                                                        | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1170000 | NS      | $971289.44    | 0.15%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                          | EGBLFN 8.5 10/30/25 144A                                                                                  | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    745000 | NS      | $694059.34    | 0.10%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                                           | FERGLN 3.25 06/02/30 144A                                                                                 | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $169572.42    | 0.03%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                                      | FCAT 2019-4 D                                                                                             | CUSIP: 33845FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | NS      | $369113.75    | 0.06%             | 2026-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hearthside Group                                                                               | Hearthside Group Term Loan B 300 2025-05-01                                                               | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    337613 | NS      | $298834.15    | 0.05%             | 2025-05-01      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                         | HPQ 5.5 01/15/33                                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    920000 | NS      | $864292.02    | 0.13%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                                                    | LMAT 2020-RPL1 A2                                                                                         | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $169646.82    | 0.03%             | 2059-09-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                  | MIDCAP 6.5 05/01/28                                                                                       | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | NS      | $722400.00    | 0.11%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                                             | MOROC 5.5 12/11/42 144A                                                                                   | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    355000 | NS      | $304279.02    | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                           | PANAMA 3.298 01/19/33                                                                                     | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    345000 | NS      | $279136.50    | 0.04%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Pilgrims Pride Corporation                                                                     | PPC 4.25 04/15/31 144A                                                                                    | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    185000 | NS      | $157352.68    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RBS COMMERCIAL FUNDING INC TRUST                                                               | RBSCF 2013-GSP A                                                                                          | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $245430.59    | 0.04%             | 2032-01-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                      | ALSN 3.75 01/30/31 144A                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    445000 | NS      | $366012.50    | 0.06%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                            | NAVI 6.125 03/25/24 MTN                                                                                   | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | NS      | $4898.10      | 0.00%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                         | SFD 3 10/15/30 144A                                                                                       | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    100000 | NS      | $76139.30     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                                | ALPEKA 3.25 02/25/31 144A                                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | NS      | $166650.27    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                           | AHTLN 4.375 08/15/27 144A                                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $999967.20    | 0.15%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                     | S 6.875 11/15/28                                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     70000 | NS      | $72655.80     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                | WFRBS 2014-C24 C                                                                                          | CUSIP: 92939KAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | NS      | $72839.63     | 0.01%             | 2047-11-18      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                                                              | AVID 2019-1 D                                                                                             | CUSIP: 05369DAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715000 | NS      | $709522.81    | 0.11%             | 2026-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust 2012-Show                                                                         | BBUBS 2012-TFT A                                                                                          | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38736 | NS      | $37692.75     | 0.01%             | 2030-06-07      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                 | WES 5.25 02/01/50                                                                                         | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | NS      | $123570.00    | 0.02%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2                                                   | WLAKE 2021-2A D                                                                                           | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | NS      | $314201.16    | 0.05%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                              | BX 2022-CLS A                                                                                             | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564000 | NS      | $552038.74    | 0.08%             | 2039-10-14      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                   | BACR V4.375 PERP                                                                                          | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    760000 | NS      | $579500.00    | 0.09%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER CORP                                                                    | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2483404<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220920 | NS      | $159461.16    | 0.02%             | 2023-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                               | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2653089<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361736 | NS      | $347116.13    | 0.05%             | 2025-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETSMART INC                                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3473297<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334917 | NS      | $324590.50    | 0.05%             | 2027-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                                   | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3558022<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288153 | NS      | $273636.98    | 0.04%             | 2028-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                                                           | BRLS 5.14 04/14/32 144A                                                                                   | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | NS      | $785620.78    | 0.12%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                            | CNC 3 10/15/30                                                                                            | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    260000 | NS      | $213134.78    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                            | ANTHOL 3.75 07/15/27                                                                                      | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | NS      | $202099.25    | 0.03%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                             | BPR 2021-NRD C                                                                                            | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $132532.65    | 0.02%             | 2038-12-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Playtika                                                                                       | Playtika Term Loan B 275 2028-02-25                                                                       | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    878532 | NS      | $836801.39    | 0.13%             | 2028-02-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 3.625 05/15/27                                                                                       | CUSIP: U74079AK7<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | NS      | $308150.37    | 0.05%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLT 2022-4 MORTGAGE LOAN TRUST                                                                | COLT 2022-4 A1                                                                                            | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1497854 | NS      | $1431044.01   | 0.22%             | 2067-03-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CAALT 2020-2A C                                                                                           | CUSIP: 22535MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $242522.28    | 0.04%             | 2029-11-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Gartner Incorporation                                                                          | IT 3.625 06/15/29 144A                                                                                    | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     45000 | NS      | $39542.40     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                        | HLF 4.875 06/01/29 144A                                                                                   | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |    795000 | NS      | $547572.15    | 0.08%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 5 01/30/28 144A                                                                                     | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    245000 | NS      | $117598.63    | 0.02%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                    | BHCCN 5.25 02/15/31 144A                                                                                  | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    315000 | NS      | $152639.55    | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST                                                           | LRK 2020-A A2FX                                                                                           | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257226 | NS      | $232858.67    | 0.04%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                         | MRVL 2.95 04/15/31                                                                                        | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | NS      | $265431.76    | 0.04%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                            | NAVI 6.75 06/15/26                                                                                        | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    273000 | NS      | $258745.76    | 0.04%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                      | PDVSA 6 05/16/24 144A                                                                                     | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   1800000 | NS      | $85500.00     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                         | MPW 3.5 03/15/31                                                                                          | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    346000 | NS      | $237177.32    | 0.04%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                                         | MFT 2021-3A C                                                                                             | CUSIP: 57108QAC7<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $129833.80    | 0.02%             | 2031-12-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| NMG Finco plc (McLaren)                                                                        | MCLAUT 7.5 08/01/26 144A                                                                                  | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    935000 | NS      | $687225.00    | 0.10%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Metis Merger Subordinated LLC                                                                  | EOCGRO 6.5 05/15/29 144A                                                                                  | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | NS      | $274510.89    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PURCHASING POWER FUNDING LLC                                                                   | PPWR 2021-A B                                                                                             | CUSIP: 74615JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | NS      | $932859.35    | 0.14%             | 2025-10-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                                       | RILIN 2.875 01/12/32 144A                                                                                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    900000 | NS      | $729661.30    | 0.11%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                     | PROG 2021-SFR7 E1                                                                                         | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $157783.05    | 0.02%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Teine Energy Ltd                                                                               | TEINEN 6.875 04/15/29 144A                                                                                | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    473000 | NS      | $424517.50    | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2020-A                                                         | REPS 2020-A A                                                                                             | CUSIP: 76042EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | NS      | $1048046.90   | 0.16%             | 2030-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                         | LUV 1.25 05/01/25                                                                                         | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    835000 | NS      | $1002835.00   | 0.15%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                                 | MEX 3.5 02/12/34                                                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | NS      | $160053.73    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                      | TRGP 4 01/15/32                                                                                           | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    195000 | NS      | $164071.05    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                                               | TPMT 2021-1 A2                                                                                            | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $821520.11    | 0.12%             | 2061-11-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 4.625 06/15/25 144A                                                                                  | CUSIP: 92564RAG0<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    350000 | NS      | $335562.50    | 0.05%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                             | WEN 2018-1A A2II                                                                                          | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    128250 | NS      | $115520.93    | 0.02%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                          | WDC 2.85 02/01/29                                                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    350000 | NS      | $270784.50    | 0.04%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                                                                             | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2823567<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567054 | NS      | $554295.54    | 0.08%             | 2026-01-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Petroleum Corp                                                                   | IPCOSS 7.25 02/01/27                                                                                      | CUSIP: C4731DAA4<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |    320000 | NS      | $294400.00    | 0.04%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 12 Ltd /Llc                                                                          | AIMCO 2020-12A AR                                                                                         | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | NS      | $446243.07    | 0.07%             | 2032-01-17      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                      | AQFIT 2019-A A                                                                                            | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207611 | NS      | $195471.20    | 0.03%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                             | MTNA 6.8 11/29/32                                                                                         | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    730000 | NS      | $725871.78    | 0.11%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2020-2A B                                                                                           | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $183958.76    | 0.03%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMX 2020-1 D                                                                                            | CUSIP: 14315XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | NS      | $230954.50    | 0.03%             | 2026-07-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                          | CHCOCH 3.7 11/15/29                                                                                       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1035000 | NS      | $935558.33    | 0.14%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                                     | COMM 5 03/15/27 144A                                                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    215000 | NS      | $146028.33    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                             | DOMREP 4.875 09/23/32 144A                                                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1335000 | NS      | $1108131.52   | 0.17%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                | EQT 3.625 05/15/31 144A                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    505000 | NS      | $427955.24    | 0.06%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment Inc New                                                                  | CZR 8.125 07/01/27 144A                                                                                   | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    322000 | NS      | $316381.10    | 0.05%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR1 D                                                                                           | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $177925.70    | 0.03%             | 2037-08-19      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                  | STACR 2022-DNA3 M1A                                                                                       | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    204779 | NS      | $203755.52    | 0.03%             | 2042-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                           | GM V5.75 PERP A                                                                                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | NS      | $25256.90     | 0.00%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GENM Capital Labuan Ltd.                                                                       | GENMMK 3.882 04/19/31 144A                                                                                | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    765000 | NS      | $569578.52    | 0.09%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA Cayman Branch                                                         | ITAU V3.875 04/15/31 144A                                                                                 | CUSIP: 46556L2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1205000 | NS      | $1095875.20   | 0.17%             | 2031-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MISSION LANE CREDIT CARD MASTER TRUST                                                          | MLANE 2021-A B                                                                                            | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $96831.15     | 0.01%             | 2026-09-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 5.875 11/15/28                                                                                       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    490000 | NS      | $496629.70    | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-RTL1                                                  | NRMLT 2022-RTL1 A1F                                                                                       | CUSIP: 64831LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177000 | NS      | $1116794.80   | 0.17%             | 2026-12-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                               | PCG 5.45 06/15/27                                                                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | NS      | $98610.88     | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                                      | RKTRM 3.625 03/01/29 144A                                                                                 | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    900000 | NS      | $713194.23    | 0.11%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Spotify USA Inc                                                                                | SPOT 0 03/15/26                                                                                           | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | NS      | $297850.00    | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP VA                                                                | VA TOBGEN 6.71 06/01/2046                                                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2310000 | NS      | $2080942.48   | 0.31%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                              | WFRBS 2014-C20 B                                                                                          | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $163497.03    | 0.02%             | 2047-05-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                                                          | PHOENIX GUARANTOR INC                                                                                     | CUSIP: BL3290253<br>LEI: N/A                  | Long             | LON              |  | N/A       |    509434 | NS      | $476639.32    | 0.07%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR US BIDCO LLC                                                                              | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3310499<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307687 | NS      | $291918.50    | 0.04%             | 2027-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3425255<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286513 | NS      | $270396.90    | 0.04%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                          | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3674597<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450769 | NS      | $437176.01    | 0.07%             | 2027-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone                                                            | ADSEZ 4.2 08/04/27 144A                                                                                   | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    525000 | NS      | $460830.78    | 0.07%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                              | AYR V5.25 PERP 144A                                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    215000 | NS      | $165550.00    | 0.02%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                                                       | ARBYS 2020-1A A2                                                                                          | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752675 | NS      | $636135.32    | 0.10%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2020-2A C                                                                                           | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $129452.84    | 0.02%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cajun Global Llc / Cajun Funding Corp / Cajun Restaurants Llc / Cajun Realty                   | CAJUN 2021-1 A2                                                                                           | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856950 | NS      | $725763.81    | 0.11%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | AL 3.25 10/01/29                                                                                          | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     95000 | NS      | $80890.19     | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                                                                        | EFT 2020-A A                                                                                              | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157213 | NS      | $145016.71    | 0.02%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2021-A LLC                                                           | CASL 2021-A C                                                                                             | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | NS      | $98688.23     | 0.01%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CAALT 2020-3A C                                                                                           | CUSIP: 22536BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | NS      | $273279.82    | 0.04%             | 2030-02-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                              | CCI 2.5 07/15/31                                                                                          | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | NS      | $20146.41     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EART 2019-4A D                                                                                            | CUSIP: 30167GAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    776037 | NS      | $763011.92    | 0.12%             | 2025-09-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Gartner Incorporation                                                                          | IT 3.75 10/01/30 144A                                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    360000 | NS      | $310308.25    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                            | FSK 3.125 10/12/28                                                                                        | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    535000 | NS      | $431300.74    | 0.07%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                    | FMCN 7.5 04/01/25 144A                                                                                    | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1815000 | NS      | $1766612.47   | 0.27%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FCAT 2020-1 D                                                                                             | CUSIP: 33843FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | NS      | $606540.59    | 0.09%             | 2026-03-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-1FP                                                                       | FREED 2022-1FP D                                                                                          | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $152749.82    | 0.02%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                                                            | GH 0 11/15/27                                                                                             | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    215000 | NS      | $133708.50    | 0.02%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                        | GUATEM 5.25 08/10/29 144A                                                                                 | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    575000 | NS      | $551942.87    | 0.08%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ 2022-3A D                                                                                           | CUSIP: 42806MAY5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $384215.40    | 0.06%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                                        | AES 4.25 05/01/30                                                                                         | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    200000 | NS      | $177674.66    | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                                            | KEY 7.75 07/15/29                                                                                         | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1064380.51   | 0.16%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Maps Ltd                                                                                       | MAPSL 2018-1A A                                                                                           | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    390346 | NS      | $348416.98    | 0.05%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                           | NCLH 1.125 02/15/27                                                                                       | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    770000 | NS      | $522676.00    | 0.08%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                  | NGERIA 7.375 09/28/33 144A                                                                                | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    455000 | NS      | $323250.20    | 0.05%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                                                 | ORBIA 2.875 05/11/31 144A                                                                                 | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    645000 | NS      | $503906.25    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                                    | SWN 4.75 02/01/32                                                                                         | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     90000 | NS      | $76913.10     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 02/23/23                                                                                              | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | NS      | $2772439.41   | 0.42%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                              | VENTGL 4.125 08/15/31 144A                                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    844000 | NS      | $719083.79    | 0.11%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                                                                            | CORPORATE TERM LOAN                                                                                       | CUSIP: BL2828285<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    981411 | NS      | $966339.51    | 0.15%             | 2024-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS INC                                                                      | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3392828<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409500 | NS      | $420818.17    | 0.06%             | 2027-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                                  | Clarivate PLC COM NPV                                                                                     | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |       327 | NS      | $2727.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador (Republic Of)                                                                          | ECUA 2.5 07/31/35 144A                                                                                    | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    455000 | NS      | $209180.81    | 0.03%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                            | ALLY V4.7 PERP B                                                                                          | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1849000 | NS      | $1236518.75   | 0.19%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                     | ACGCAP 1.95 01/30/26 144A                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    365000 | NS      | $317761.06    | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                       | CE 6.33 07/15/29                                                                                          | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    215000 | NS      | $208902.91    | 0.03%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                       | CE 6.379 07/15/32                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    160000 | NS      | $152151.67    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CommScope Inc.                                                                                 | COMM 7.125 07/01/28 144A                                                                                  | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    530000 | NS      | $378880.46    | 0.06%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2021-2 C                                                                                             | CUSIP: 21873BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $149873.00    | 0.02%             | 2054-07-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2022-2                                                        | FIAOT 2022-2A D                                                                                           | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $145955.43    | 0.02%             | 2028-10-15      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc         | HGVLLC 4.875 07/01/31 144A                                                                                | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | NS      | $85696.07     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                                    | JACK 2022-1A A2I                                                                                          | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    817550 | NS      | $708770.07    | 0.11%             | 2052-02-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                      | QRVO 3.375 04/01/31 144A                                                                                  | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    380000 | NS      | $305306.82    | 0.05%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                                                                     | SPLK 1.125 06/15/27                                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |    335000 | NS      | $282673.00    | 0.04%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Teck Resources Limited                                                                         | TCKBCN 6.125 10/01/35                                                                                     | CUSIP: 878742AE5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    545000 | NS      | $538493.06    | 0.08%             | 2035-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                                    | TAH 2020-SFR1 D                                                                                           | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | NS      | $199494.32    | 0.03%             | 2038-07-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                                    | TAH 2020-SFR2 E1                                                                                          | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $184014.86    | 0.03%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC                                                                                   | VOLT 2021-NPL4 A1                                                                                         | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223683 | NS      | $204393.81    | 0.03%             | 2051-03-27      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank                                                     | ZION 3.25 10/29/29                                                                                        | CUSIP: 98971DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | NS      | $625158.34    | 0.09%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPSTREAM REHABILITATION                                                                        | CORPORATE TERM LOAN                                                                                       | CUSIP: BL3679885<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376762 | NS      | $325428.61    | 0.05%             | 2026-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.