# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-25-053260
**Filing Date:** 2025-8
**Character Count:** 920577
**Document Hash:** e07bc6cf4573e41ab4f807de41d162f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053260.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053260

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250331

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 251250383

**BUSINESS ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401
- **BUSINESS PHONE:** 610-676-3419

**MAIL ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19960603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19921014

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19921014

## Series and Classes Contracts Data

### Wilshire Income Opportunities Fund (Series ID: S000053356)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000167854 | Investment Class    | WIORX           |
| C000167855 | Institutional Class | WIOPX           |

## Nport-Ex

---

| |
|:---|
| **Wilshire Income Opportunities Fund** |
| **Schedule of Investments** |
| **March 31, 2025 (Unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **CORPORATE BONDS - 31.4%** | **CORPORATE BONDS - 31.4%** | **Par** | **Value** |
| **Basic Materials - 2.0%** | **Basic Materials - 2.0%** | **Basic Materials - 2.0%** |  |
|  AngloGold Ashanti Holdings PLC, 3.38%, 11/01/2028 (Callable 09/01/2028) | AngloGold Ashanti Holdings PLC, 3.38%, 11/01/2028 (Callable 09/01/2028) | $200000 | 187460 |
|  ArcelorMittal SA, 6.00%, 06/17/2034 (Callable 03/17/2034) | ArcelorMittal SA, 6.00%, 06/17/2034 (Callable 03/17/2034) | 36000 | 36812 |
|  Aris Mining Corp., 8.00%, 10/31/2029 (Callable 10/31/2026) <sup>(a)</sup> | Aris Mining Corp., 8.00%, 10/31/2029 (Callable 10/31/2026) <sup>(a)</sup> | 200000 | 202750 |
| Braskem Netherlands Finance BV | Braskem Netherlands Finance BV | Braskem Netherlands Finance BV |  |
| &nbsp;&nbsp; 4.50%, 01/31/2030 (Callable 10/31/2029) | &nbsp;&nbsp; 4.50%, 01/31/2030 (Callable 10/31/2029) | 200000 | 172000 |
| &nbsp;&nbsp; 5.88%, 01/31/2050 <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 01/31/2050 <sup>(a)</sup> | 200000 | 139000 |
|  CAP SA, 3.90%, 04/27/2031 (Callable 01/27/2031) <sup>(b)</sup> | CAP SA, 3.90%, 04/27/2031 (Callable 01/27/2031) <sup>(b)</sup> | 200000 | 164250 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |  |
| &nbsp;&nbsp; 6.50%, 04/15/2030 (Callable 04/15/2027) | &nbsp;&nbsp; 6.50%, 04/15/2030 (Callable 04/15/2027) | 5000 | 4965 |
| &nbsp;&nbsp; 6.75%, 04/15/2033 (Callable 04/15/2028) | &nbsp;&nbsp; 6.75%, 04/15/2033 (Callable 04/15/2028) | 5000 | 4859 |
|  CF Industries, Inc., 5.38%, 03/15/2044 | CF Industries, Inc., 5.38%, 03/15/2044 | 39000 | 35559 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |  |
| &nbsp;&nbsp; 5.88%, 06/01/2027 (Callable 05/02/2025) | &nbsp;&nbsp; 5.88%, 06/01/2027 (Callable 05/02/2025) | 85000 | 84256 |
| &nbsp;&nbsp; 6.75%, 04/15/2030 (Callable 04/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2030 (Callable 04/15/2026) <sup>(a)</sup> | 324000 | 312660 |
| &nbsp;&nbsp; 4.88%, 03/01/2031 (Callable 03/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 03/01/2031 (Callable 03/01/2026) <sup>(a)</sup> | 46000 | 40020 |
| &nbsp;&nbsp; 7.38%, 05/01/2033 (Callable 05/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 7.38%, 05/01/2033 (Callable 05/01/2028) <sup>(a)</sup> | 215000 | 206400 |
| Corp. Nacional del Cobre de Chile | Corp. Nacional del Cobre de Chile | Corp. Nacional del Cobre de Chile |  |
| &nbsp;&nbsp; 5.13%, 02/02/2033 (Callable 11/02/2032) | &nbsp;&nbsp; 5.13%, 02/02/2033 (Callable 11/02/2032) | 200000 | 193164 |
| &nbsp;&nbsp; 6.44%, 01/26/2036 (Callable 10/26/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.44%, 01/26/2036 (Callable 10/26/2035) <sup>(a)</sup> | 200000 | 207900 |
|  CSN Resources SA, 5.88%, 04/08/2032 (Callable 04/08/2027) | CSN Resources SA, 5.88%, 04/08/2032 (Callable 04/08/2027) | 200000 | 163500 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |  |
| &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 08/01/2025) | &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 08/01/2025) | 40000 | 39006 |
| &nbsp;&nbsp; 5.40%, 11/14/2034 (Callable 05/14/2034) | &nbsp;&nbsp; 5.40%, 11/14/2034 (Callable 05/14/2034) | 95000 | 95212 |
| &nbsp;&nbsp; 5.45%, 03/15/2043 (Callable 09/15/2042) | &nbsp;&nbsp; 5.45%, 03/15/2043 (Callable 09/15/2042) | 400000 | 374293 |
|  Glencore Funding LLC, 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | Glencore Funding LLC, 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | 64000 | 64976 |
|  Gold Fields Orogen Holdings BVI Ltd., 6.13%, 05/15/2029 (Callable 02/15/2029) | Gold Fields Orogen Holdings BVI Ltd., 6.13%, 05/15/2029 (Callable 02/15/2029) | 200000 | 207200 |
|  Hudbay Minerals, Inc., 4.50%, 04/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | Hudbay Minerals, Inc., 4.50%, 04/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | 110000 | 107800 |
|  Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.00%, 07/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.00%, 07/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 30000 | 29888 |
|  Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT, 4.75%, 05/15/2025 (Callable 05/02/2025) <sup>(a)</sup> | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT, 4.75%, 05/15/2025 (Callable 05/02/2025) <sup>(a)</sup> | 225000 | 224959 |
| Novelis Corp. | Novelis Corp. | Novelis Corp. |  |
| &nbsp;&nbsp; 3.25%, 11/15/2026 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 11/15/2026 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 82025 |
| &nbsp;&nbsp; 3.88%, 08/15/2031 (Callable 08/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 08/15/2031 (Callable 08/15/2026) <sup>(a)</sup> | 25000 | 21687 |
|  Novelis, Inc., 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(a)</sup> | Novelis, Inc., 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(a)</sup> | 10000 | 10088 |
|  Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.00%, 01/27/2030 (Callable 05/02/2025) <sup>(a)</sup> | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.00%, 01/27/2030 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23072 |
|  OCP SA, 6.75%, 05/02/2034 (Callable 02/02/2034) | OCP SA, 6.75%, 05/02/2034 (Callable 02/02/2034) | 200000 | 205279 |
|  Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | 10000 | 9712 |
|  Rio Tinto Finance USA PLC, 5.75%, 03/14/2055 (Callable 09/14/2054) | Rio Tinto Finance USA PLC, 5.75%, 03/14/2055 (Callable 09/14/2054) | 21000 | 21022 |
|  Vale Overseas Ltd., 6.40%, 06/28/2054 (Callable 12/28/2053) | Vale Overseas Ltd., 6.40%, 06/28/2054 (Callable 12/28/2053) | 31000 | 30538 |
|  WR Grace Holdings LLC, 5.63%, 08/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | WR Grace Holdings LLC, 5.63%, 08/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 17175 |
|  |  |  | 3719487 |
| **Communications - 2.0%** | **Communications - 2.0%** | **Communications - 2.0%** |  |
|  AT&T, Inc., 3.50%, 09/15/2053 (Callable 03/15/2053) | AT&T, Inc., 3.50%, 09/15/2053 (Callable 03/15/2053) | 94000 | 63893 |
|  Bell Telephone Co. of Canada or Bell Canada, 6.88% to 09/15/2030 then 5 yr. CMT Rate + 2.39%, 09/15/2055 (Callable 06/15/2030) | Bell Telephone Co. of Canada or Bell Canada, 6.88% to 09/15/2030 then 5 yr. CMT Rate + 2.39%, 09/15/2055 (Callable 06/15/2030) | 22000 | 22144 |
| CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. |  |
| &nbsp;&nbsp; 5.50%, 05/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 05/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 84681 |
| &nbsp;&nbsp; 5.13%, 05/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 05/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | 15000 | 14719 |
| &nbsp;&nbsp; 4.75%, 03/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 03/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23125 |
| &nbsp;&nbsp; 4.75%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | 25000 | 22125 |
| &nbsp;&nbsp; 4.25%, 01/15/2034 (Callable 01/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 01/15/2034 (Callable 01/15/2028) <sup>(a)</sup> | 25000 | 20563 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |  |
| &nbsp;&nbsp; 2.80%, 04/01/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 2.80%, 04/01/2031 (Callable 01/01/2031) | 35000 | 30267 |
| &nbsp;&nbsp; 5.75%, 04/01/2048 (Callable 10/01/2047) | &nbsp;&nbsp; 5.75%, 04/01/2048 (Callable 10/01/2047) | 90000 | 77430 |
| &nbsp;&nbsp; 5.13%, 07/01/2049 (Callable 01/01/2049) | &nbsp;&nbsp; 5.13%, 07/01/2049 (Callable 01/01/2049) | 265000 | 209277 |
|  Clear Channel Outdoor Holdings, Inc., 7.50%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Clear Channel Outdoor Holdings, Inc., 7.50%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 15000 | 12375 |
|  CommScope LLC, 9.50%, 12/15/2031 (Callable 06/15/2026) <sup>(a)</sup> | CommScope LLC, 9.50%, 12/15/2031 (Callable 06/15/2026) <sup>(a)</sup> | 15000 | 15375 |
|  Consolidated Communications, Inc., 5.00%, 10/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | Consolidated Communications, Inc., 5.00%, 10/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | 20000 | 18675 |
|  Digicel Group Holdings Ltd., 0.00%, 12/31/2030 <sup>(a)(c)(d)</sup> | Digicel Group Holdings Ltd., 0.00%, 12/31/2030 <sup>(a)(c)(d)</sup> | 131130 | 5296 |
|  Directv Financing LLC / Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | Directv Financing LLC / Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 40000 | 38700 |
| DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. |  |
| &nbsp;&nbsp; 5.75%, 12/01/2028 (Callable 12/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 12/01/2028 (Callable 12/01/2027) <sup>(a)</sup> | 20000 | 16750 |
| &nbsp;&nbsp; 5.13%, 06/01/2029 | &nbsp;&nbsp; 5.13%, 06/01/2029 | 5000 | 3250 |
|  EchoStar Corp., 10.75%, 11/30/2029 (Callable 11/30/2026) | EchoStar Corp., 10.75%, 11/30/2029 (Callable 11/30/2026) | 10000 | 10487 |
| Expedia Group, Inc. | Expedia Group, Inc. | Expedia Group, Inc. |  |
| &nbsp;&nbsp; 3.80%, 02/15/2028 (Callable 11/15/2027) | &nbsp;&nbsp; 3.80%, 02/15/2028 (Callable 11/15/2027) | 68000 | 66298 |
| &nbsp;&nbsp; 5.40%, 02/15/2035 (Callable 11/15/2034) | &nbsp;&nbsp; 5.40%, 02/15/2035 (Callable 11/15/2034) | 44000 | 43733 |
|  GCI LLC, 4.75%, 10/15/2028 (Callable 04/17/2025) <sup>(a)</sup> | GCI LLC, 4.75%, 10/15/2028 (Callable 04/17/2025) <sup>(a)</sup> | 25000 | 23031 |
|  Gray Television, Inc., 10.50%, 07/15/2029 (Callable 07/15/2026) <sup>(a)</sup> | Gray Television, Inc., 10.50%, 07/15/2029 (Callable 07/15/2026) <sup>(a)</sup> | 15000 | 15544 |
| Level 3 Financing, Inc. | Level 3 Financing, Inc. | Level 3 Financing, Inc. |  |
| &nbsp;&nbsp; 10.50%, 04/15/2029 (Callable 03/22/2027) <sup>(a)</sup> | &nbsp;&nbsp; 10.50%, 04/15/2029 (Callable 03/22/2027) <sup>(a)</sup> | 25000 | 27625 |
| &nbsp;&nbsp; 4.50%, 04/01/2030 (Callable 03/22/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 04/01/2030 (Callable 03/22/2026) <sup>(a)</sup> | 15000 | 12019 |
| Match Group Holdings II LLC | Match Group Holdings II LLC | Match Group Holdings II LLC |  |
| &nbsp;&nbsp; 4.63%, 06/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 06/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23906 |
| &nbsp;&nbsp; 4.13%, 08/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.13%, 08/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | 60000 | 53625 |
| McGraw-Hill Education, Inc. | McGraw-Hill Education, Inc. | McGraw-Hill Education, Inc. |  |
| &nbsp;&nbsp; 5.75%, 08/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 08/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 19450 |
| &nbsp;&nbsp; 7.38%, 09/01/2031 (Callable 09/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.38%, 09/01/2031 (Callable 09/01/2027) <sup>(a)</sup> | 5000 | 5025 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |  |
| &nbsp;&nbsp; 4.75%, 08/15/2034 (Callable 05/15/2034) | &nbsp;&nbsp; 4.75%, 08/15/2034 (Callable 05/15/2034) | 50000 | 49573 |
| &nbsp;&nbsp; 5.40%, 08/15/2054 (Callable 02/15/2054) | &nbsp;&nbsp; 5.40%, 08/15/2054 (Callable 02/15/2054) | 171000 | 167329 |
| &nbsp;&nbsp; 5.55%, 08/15/2064 (Callable 02/15/2064) | &nbsp;&nbsp; 5.55%, 08/15/2064 (Callable 02/15/2064) | 100000 | 98076 |
| Netflix, Inc. | Netflix, Inc. | Netflix, Inc. |  |
| &nbsp;&nbsp; 5.88%, 11/15/2028 | &nbsp;&nbsp; 5.88%, 11/15/2028 | 15000 | 15616 |
| &nbsp;&nbsp; 5.40%, 08/15/2054 (Callable 02/15/2054) | &nbsp;&nbsp; 5.40%, 08/15/2054 (Callable 02/15/2054) | 50000 | 48962 |
|  News Corp., 3.88%, 05/15/2029 (Callable 04/12/2025) <sup>(a)</sup> | News Corp., 3.88%, 05/15/2029 (Callable 04/12/2025) <sup>(a)</sup> | 280000 | 262270 |
|  Outfront Media Capital LLC / Outfront Media Capital Corp., 4.63%, 03/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | Outfront Media Capital LLC / Outfront Media Capital Corp., 4.63%, 03/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 22812 |
|  Paramount Global, 6.38% to 03/30/2027 then 5 yr. CMT Rate + 4.00%, 03/30/2062 (Callable 03/30/2027) | Paramount Global, 6.38% to 03/30/2027 then 5 yr. CMT Rate + 4.00%, 03/30/2062 (Callable 03/30/2027) | 76000 | 73757 |
| Sirius XM Radio LLC | Sirius XM Radio LLC | Sirius XM Radio LLC |  |
| &nbsp;&nbsp; 3.13%, 09/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.13%, 09/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 82131 |
| &nbsp;&nbsp; 5.00%, 08/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 08/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24312 |
| &nbsp;&nbsp; 4.13%, 07/01/2030 (Callable 07/01/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.13%, 07/01/2030 (Callable 07/01/2025) <sup>(a)</sup> | 235000 | 207975 |
|  Stagwell Global LLC, 5.63%, 08/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | Stagwell Global LLC, 5.63%, 08/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23750 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |
| &nbsp;&nbsp; 2.88%, 02/15/2031 (Callable 02/15/2026) | &nbsp;&nbsp; 2.88%, 02/15/2031 (Callable 02/15/2026) | 50000 | 44987 |
| &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | 155000 | 143255 |
| &nbsp;&nbsp; 2.70%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 2.70%, 03/15/2032 (Callable 12/15/2031) | 90000 | 77854 |
| &nbsp;&nbsp; 5.50%, 01/15/2055 (Callable 07/15/2054) | &nbsp;&nbsp; 5.50%, 01/15/2055 (Callable 07/15/2054) | 37000 | 35019 |
| &nbsp;&nbsp; 5.25%, 06/15/2055 (Callable 12/15/2054) | &nbsp;&nbsp; 5.25%, 06/15/2055 (Callable 12/15/2054) | 24000 | 22018 |
| &nbsp;&nbsp; 5.88%, 11/15/2055 (Callable 05/15/2055) | &nbsp;&nbsp; 5.88%, 11/15/2055 (Callable 05/15/2055) | 19000 | 19122 |
|  Uber Technologies, Inc., 4.80%, 09/15/2034 (Callable 06/15/2034) | Uber Technologies, Inc., 4.80%, 09/15/2034 (Callable 06/15/2034) | 177000 | 171482 |
| Univision Communications, Inc. | Univision Communications, Inc. | Univision Communications, Inc. |  |
| &nbsp;&nbsp; 6.63%, 06/01/2027 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.63%, 06/01/2027 (Callable 04/12/2025) <sup>(a)</sup> | 110000 | 108488 |
| &nbsp;&nbsp; 7.38%, 06/30/2030 (Callable 06/30/2025) <sup>(a)</sup> | &nbsp;&nbsp; 7.38%, 06/30/2030 (Callable 06/30/2025) <sup>(a)</sup> | 15000 | 14325 |
|  VeriSign, Inc., 5.25%, 06/01/2032 (Callable 04/01/2032) | VeriSign, Inc., 5.25%, 06/01/2032 (Callable 04/01/2032) | 45000 | 45279 |
|  Videotron Ltd., 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | Videotron Ltd., 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | 37000 | 37087 |
|  Virgin Media Finance PLC, 5.00%, 07/15/2030 (Callable 07/15/2025) <sup>(a)(b)</sup> | Virgin Media Finance PLC, 5.00%, 07/15/2030 (Callable 07/15/2025) <sup>(a)(b)</sup> | 200000 | 173108 |
| Virgin Media Secured Finance PLC | Virgin Media Secured Finance PLC | Virgin Media Secured Finance PLC |  |
| &nbsp;&nbsp; 5.50%, 05/15/2029 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 05/15/2029 (Callable 04/12/2025) <sup>(a)</sup> | 276000 | 261175 |
| &nbsp;&nbsp; 4.50%, 08/15/2030 (Callable 08/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 08/15/2030 (Callable 08/15/2025) <sup>(a)</sup> | 100000 | 88250 |
| Vmed O2 UK Financing I PLC | Vmed O2 UK Financing I PLC | Vmed O2 UK Financing I PLC |  |
| &nbsp;&nbsp; 4.25%, 01/31/2031 (Callable 01/31/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 01/31/2031 (Callable 01/31/2026) <sup>(a)</sup> | 215000 | 188441 |
| &nbsp;&nbsp; 5.63%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 150000 | 159646 |
|  Wayfair LLC, 7.25%, 10/31/2029 (Callable 10/31/2026) <sup>(a)</sup> | Wayfair LLC, 7.25%, 10/31/2029 (Callable 10/31/2026) <sup>(a)</sup> | 15000 | 14325 |
|  Windstream Services LLC / Windstream Escrow Finance Corp., 8.25%, 10/01/2031 (Callable 10/01/2027) <sup>(a)</sup> | Windstream Services LLC / Windstream Escrow Finance Corp., 8.25%, 10/01/2031 (Callable 10/01/2027) <sup>(a)</sup> | 10000 | 10175 |
|  |  |  | 3669987 |
| **Consumer, Cyclical - 3.3%** | **Consumer, Cyclical - 3.3%** | **Consumer, Cyclical - 3.3%** |  |
| 1011778 BC ULC / New Red Finance, Inc. | 1011778 BC ULC / New Red Finance, Inc. | 1011778 BC ULC / New Red Finance, Inc. |  |
| &nbsp;&nbsp; 3.88%, 01/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 01/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 167000 | 159276 |
| &nbsp;&nbsp; 3.50%, 02/15/2029 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 02/15/2029 (Callable 04/12/2025) <sup>(a)</sup> | 191000 | 175959 |
|  Adient Global Holdings Ltd., 8.25%, 04/15/2031 (Callable 04/15/2026) <sup>(a)</sup> | Adient Global Holdings Ltd., 8.25%, 04/15/2031 (Callable 04/15/2026) <sup>(a)</sup> | 25000 | 24232 |
|  Allison Transmission, Inc., 5.88%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Allison Transmission, Inc., 5.88%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24844 |
|  American Airlines, Inc., 8.50%, 05/15/2029 (Callable 11/15/2025) <sup>(a)</sup> | American Airlines, Inc., 8.50%, 05/15/2029 (Callable 11/15/2025) <sup>(a)</sup> | 30000 | 30375 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd. | American Airlines, Inc./AAdvantage Loyalty IP Ltd. | American Airlines, Inc./AAdvantage Loyalty IP Ltd. |  |
| &nbsp;&nbsp; 5.50%, 04/20/2026 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 04/20/2026 <sup>(a)</sup> | 10417 | 10365 |
| &nbsp;&nbsp; 5.75%, 04/20/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 04/20/2029 <sup>(a)</sup> | 300000 | 292875 |
|  AutoNation, Inc., 5.89%, 03/15/2035 (Callable 12/15/2034) | AutoNation, Inc., 5.89%, 03/15/2035 (Callable 12/15/2034) | 31000 | 30940 |
|  BCPE Empire Holdings, Inc., 7.63%, 05/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | BCPE Empire Holdings, Inc., 7.63%, 05/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | 50000 | 49125 |
| Caesars Entertainment, Inc. | Caesars Entertainment, Inc. | Caesars Entertainment, Inc. |  |
| &nbsp;&nbsp; 6.50%, 02/15/2032 (Callable 02/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 02/15/2032 (Callable 02/15/2027) <sup>(a)</sup> | 25000 | 24812 |
| &nbsp;&nbsp; 6.00%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | 40000 | 37350 |
| Carnival Corp. | Carnival Corp. | Carnival Corp. |  |
| &nbsp;&nbsp; 5.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 100000 | 114280 |
| &nbsp;&nbsp; 6.13%, 02/15/2033 (Callable 02/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.13%, 02/15/2033 (Callable 02/15/2028) <sup>(a)</sup> | 13000 | 12838 |
| Carvana Co. | Carvana Co. | Carvana Co. |  |
| &nbsp;&nbsp; 9.00% (or 12.00% PIK), 12/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 9.00% (or 12.00% PIK), 12/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | 12890 | 13228 |
| &nbsp;&nbsp; 9.00% (or 13.00% PIK), 06/01/2030 (Callable 08/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 9.00% (or 13.00% PIK), 06/01/2030 (Callable 08/15/2025) <sup>(a)</sup> | 5000 | 5288 |
|  CCM Merger, Inc., 6.38%, 05/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | CCM Merger, Inc., 6.38%, 05/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24937 |
|  Cinemark USA, Inc., 7.00%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | Cinemark USA, Inc., 7.00%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | 25000 | 25188 |
|  Clarios Global LP / Clarios US Finance Co., 6.75%, 02/15/2030 (Callable 02/15/2027) <sup>(a)</sup> | Clarios Global LP / Clarios US Finance Co., 6.75%, 02/15/2030 (Callable 02/15/2027) <sup>(a)</sup> | 30000 | 30225 |
|  Cougar JV Subsidiary LLC, 8.00%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | Cougar JV Subsidiary LLC, 8.00%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | 15000 | 15450 |
|  Dealer Tire LLC / DT Issuer LLC, 8.00%, 02/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | Dealer Tire LLC / DT Issuer LLC, 8.00%, 02/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 15000 | 14606 |
|  Delta Air Lines 2020-1 Class A Pass Through Trust, 2.50%, 06/10/2028 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.50%, 06/10/2028 | 59338 | 55798 |
|  Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 15000 | 11400 |
|  DR Horton, Inc., 5.00%, 10/15/2034 (Callable 07/15/2034) | DR Horton, Inc., 5.00%, 10/15/2034 (Callable 07/15/2034) | 36000 | 35026 |
|  Dream Finders Homes, Inc., 8.25%, 08/15/2028 (Callable 08/15/2025) <sup>(a)</sup> | Dream Finders Homes, Inc., 8.25%, 08/15/2028 (Callable 08/15/2025) <sup>(a)</sup> | 25000 | 25844 |
|  Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.75%, 01/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.75%, 01/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 17300 |
|  Ford Motor Co., 3.25%, 02/12/2032 (Callable 11/12/2031) | Ford Motor Co., 3.25%, 02/12/2032 (Callable 11/12/2031) | 770000 | 634657 |
|  Ford Motor Credit Co. LLC, 5.63%, 10/09/2028 | Ford Motor Credit Co. LLC, 5.63%, 10/09/2028 | 200000 | 255062 |
|  Foundation Building Materials, Inc., 6.00%, 03/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Foundation Building Materials, Inc., 6.00%, 03/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 20344 |
|  Full House Resorts, Inc., 8.25%, 02/15/2028 (Callable 04/17/2025) <sup>(a)</sup> | Full House Resorts, Inc., 8.25%, 02/15/2028 (Callable 04/17/2025) <sup>(a)</sup> | 15000 | 14775 |
|  Gap, Inc., 3.88%, 10/01/2031 (Callable 10/01/2026) <sup>(a)</sup> | Gap, Inc., 3.88%, 10/01/2031 (Callable 10/01/2026) <sup>(a)</sup> | 25000 | 21500 |
|  Gates Corp./DE, 6.88%, 07/01/2029 (Callable 07/01/2026) <sup>(a)</sup> | Gates Corp./DE, 6.88%, 07/01/2029 (Callable 07/01/2026) <sup>(a)</sup> | 25000 | 25344 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |  |
| &nbsp;&nbsp; 6.50% to 09/30/2028 then 3 mo. LIBOR US + 3.44%, Perpetual (Callable 09/30/2028) <sup>(e)</sup> | &nbsp;&nbsp; 6.50% to 09/30/2028 then 3 mo. LIBOR US + 3.44%, Perpetual (Callable 09/30/2028) <sup>(e)</sup> | 52000 | 50375 |
| &nbsp;&nbsp; 5.70% to 09/30/2030 then 5 yr. CMT Rate + 5.00%, Perpetual (Callable 09/30/2030) | &nbsp;&nbsp; 5.70% to 09/30/2030 then 5 yr. CMT Rate + 5.00%, Perpetual (Callable 09/30/2030) | 114000 | 108585 |
| &nbsp;&nbsp; 5.63%, 04/04/2032 (Callable 02/04/2032) | &nbsp;&nbsp; 5.63%, 04/04/2032 (Callable 02/04/2032) | 23000 | 22754 |
|  Genuine Parts Co., 4.95%, 08/15/2029 (Callable 07/15/2029) | Genuine Parts Co., 4.95%, 08/15/2029 (Callable 07/15/2029) | 65000 | 65145 |
|  Group 1 Automotive, Inc., 6.38%, 01/15/2030 (Callable 07/15/2026) <sup>(a)</sup> | Group 1 Automotive, Inc., 6.38%, 01/15/2030 (Callable 07/15/2026) <sup>(a)</sup> | 25000 | 25000 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |  |
| &nbsp;&nbsp; 4.88%, 01/15/2030 (Callable 04/12/2025) | &nbsp;&nbsp; 4.88%, 01/15/2030 (Callable 04/12/2025) | 160000 | 154400 |
| &nbsp;&nbsp; 3.63%, 02/15/2032 (Callable 08/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 02/15/2032 (Callable 08/15/2026) <sup>(a)</sup> | 100000 | 87625 |
|  Hyatt Hotels Corp., 5.25%, 06/30/2029 (Callable 05/30/2029) | Hyatt Hotels Corp., 5.25%, 06/30/2029 (Callable 05/30/2029) | 63000 | 63650 |
|  Hyundai Capital America, 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(a)</sup> | Hyundai Capital America, 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(a)</sup> | 65000 | 65572 |
|  InRetail Consumer, 3.25%, 03/22/2028 (Callable 01/22/2028) | InRetail Consumer, 3.25%, 03/22/2028 (Callable 01/22/2028) | 200000 | 189076 |
|  Installed Building Products, Inc., 5.75%, 02/01/2028 (Callable 04/17/2025) <sup>(a)</sup> | Installed Building Products, Inc., 5.75%, 02/01/2028 (Callable 04/17/2025) <sup>(a)</sup> | 25000 | 24656 |
|  Interface, Inc., 5.50%, 12/01/2028 (Callable 04/17/2025) <sup>(a)</sup> | Interface, Inc., 5.50%, 12/01/2028 (Callable 04/17/2025) <sup>(a)</sup> | 25000 | 24250 |
|  JetBlue Airways Corp. / JetBlue Loyalty LP, 9.88%, 09/20/2031 (Callable 08/27/2027) <sup>(a)</sup> | JetBlue Airways Corp. / JetBlue Loyalty LP, 9.88%, 09/20/2031 (Callable 08/27/2027) <sup>(a)</sup> | 105000 | 103425 |
|  Life Time, Inc., 6.00%, 11/15/2031 (Callable 11/15/2027) <sup>(a)</sup> | Life Time, Inc., 6.00%, 11/15/2031 (Callable 11/15/2027) <sup>(a)</sup> | 35000 | 34825 |
|  Light & Wonder International, Inc., 7.25%, 11/15/2029 (Callable 04/17/2025) <sup>(a)</sup> | Light & Wonder International, Inc., 7.25%, 11/15/2029 (Callable 04/17/2025) <sup>(a)</sup> | 25000 | 25187 |
|  Lithia Motors, Inc., 4.38%, 01/15/2031 (Callable 10/15/2025) <sup>(a)</sup> | Lithia Motors, Inc., 4.38%, 01/15/2031 (Callable 10/15/2025) <sup>(a)</sup> | 25000 | 22625 |
|  Lowe's Cos., Inc., 5.63%, 04/15/2053 (Callable 10/15/2052) | Lowe's Cos., Inc., 5.63%, 04/15/2053 (Callable 10/15/2052) | 21000 | 20163 |
|  M/I Homes, Inc., 3.95%, 02/15/2030 (Callable 08/15/2029) | M/I Homes, Inc., 3.95%, 02/15/2030 (Callable 08/15/2029) | 25000 | 22687 |
|  Macy's Retail Holdings LLC, 6.13%, 03/15/2032 (Callable 03/15/2027) <sup>(a)</sup> | Macy's Retail Holdings LLC, 6.13%, 03/15/2032 (Callable 03/15/2027) <sup>(a)</sup> | 25000 | 22750 |
|  Marriott International, Inc./MD, 5.30%, 05/15/2034 (Callable 02/15/2034) | Marriott International, Inc./MD, 5.30%, 05/15/2034 (Callable 02/15/2034) | 73000 | 72837 |
|  Mattamy Group Corp., 4.63%, 03/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | Mattamy Group Corp., 4.63%, 03/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 18369 |
|  McDonald's Corp., 5.45%, 08/14/2053 (Callable 02/14/2053) | McDonald's Corp., 5.45%, 08/14/2053 (Callable 02/14/2053) | 32000 | 30840 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | 21000 | 20824 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International |  |
| &nbsp;&nbsp; 5.50%, 04/15/2027 (Callable 01/15/2027) | &nbsp;&nbsp; 5.50%, 04/15/2027 (Callable 01/15/2027) | 85000 | 84044 |
| &nbsp;&nbsp; 4.75%, 10/15/2028 (Callable 07/15/2028) | &nbsp;&nbsp; 4.75%, 10/15/2028 (Callable 07/15/2028) | 45000 | 43200 |
| Michaels Cos., Inc. | Michaels Cos., Inc. | Michaels Cos., Inc. |  |
| &nbsp;&nbsp; 5.25%, 05/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 05/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | 35000 | 23975 |
| &nbsp;&nbsp; 7.88%, 05/01/2029 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 7.88%, 05/01/2029 (Callable 04/12/2025) <sup>(a)</sup> | 10000 | 5250 |
| NCL Corp. Ltd. | NCL Corp. Ltd. | NCL Corp. Ltd. |  |
| &nbsp;&nbsp; 5.88%, 02/15/2027 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 02/15/2027 (Callable 04/12/2025) <sup>(a)</sup> | 85000 | 84788 |
| &nbsp;&nbsp; 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | 120000 | 118500 |
|  O'Reilly Automotive, Inc., 5.00%, 08/19/2034 (Callable 05/19/2034) | O'Reilly Automotive, Inc., 5.00%, 08/19/2034 (Callable 05/19/2034) | 35000 | 34296 |
|  Raising Cane's Restaurants LLC, 9.38%, 05/01/2029 (Callable 11/01/2025) <sup>(a)</sup> | Raising Cane's Restaurants LLC, 9.38%, 05/01/2029 (Callable 11/01/2025) <sup>(a)</sup> | 25000 | 26531 |
|  Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp., 6.63%, 02/01/2033 (Callable 02/01/2028) <sup>(a)</sup> | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp., 6.63%, 02/01/2033 (Callable 02/01/2028) <sup>(a)</sup> | 45000 | 44325 |
| Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. |  |
| &nbsp;&nbsp; 4.25%, 07/01/2026 (Callable 01/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 07/01/2026 (Callable 01/01/2026) <sup>(a)</sup> | 85000 | 83406 |
| &nbsp;&nbsp; 5.38%, 07/15/2027 (Callable 10/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 07/15/2027 (Callable 10/15/2026) <sup>(a)</sup> | 95000 | 94525 |
| &nbsp;&nbsp; 6.00%, 02/01/2033 (Callable 08/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 02/01/2033 (Callable 08/01/2027) <sup>(a)</sup> | 215000 | 214463 |
| Sabre GLBL, Inc. | Sabre GLBL, Inc. | Sabre GLBL, Inc. |  |
| &nbsp;&nbsp; 8.63%, 06/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 8.63%, 06/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | 7000 | 6904 |
| &nbsp;&nbsp; 10.75%, 11/15/2029 (Callable 11/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 10.75%, 11/15/2029 (Callable 11/15/2025) <sup>(a)</sup> | 18000 | 18157 |
|  Sally Holdings LLC / Sally Capital, Inc., 6.75%, 03/01/2032 (Callable 03/01/2027) | Sally Holdings LLC / Sally Capital, Inc., 6.75%, 03/01/2032 (Callable 03/01/2027) | 25000 | 25000 |
|  Scientific Games Holdings LP/Scientific Games US FinCo, Inc., 6.63%, 03/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | Scientific Games Holdings LP/Scientific Games US FinCo, Inc., 6.63%, 03/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | 40000 | 37650 |
|  Six Flags Entertainment Corp., 7.25%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | Six Flags Entertainment Corp., 7.25%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 30000 | 30075 |
|  Staples, Inc., 10.75%, 09/01/2029 (Callable 09/01/2026) <sup>(a)</sup> | Staples, Inc., 10.75%, 09/01/2029 (Callable 09/01/2026) <sup>(a)</sup> | 15000 | 13519 |
|  Station Casinos LLC, 4.50%, 02/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | Station Casinos LLC, 4.50%, 02/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23875 |
|  Tempur Sealy International, Inc., 3.88%, 10/15/2031 (Callable 10/15/2026) <sup>(a)</sup> | Tempur Sealy International, Inc., 3.88%, 10/15/2031 (Callable 10/15/2026) <sup>(a)</sup> | 25000 | 21844 |
|  Travel + Leisure Co., 4.50%, 12/01/2029 (Callable 09/01/2029) <sup>(a)</sup> | Travel + Leisure Co., 4.50%, 12/01/2029 (Callable 09/01/2029) <sup>(a)</sup> | 170000 | 158525 |
| United Airlines, Inc. | United Airlines, Inc. | United Airlines, Inc. |  |
| &nbsp;&nbsp; 4.38%, 04/15/2026 (Callable 10/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 04/15/2026 (Callable 10/15/2025) <sup>(a)</sup> | 85000 | 83691 |
| &nbsp;&nbsp; 4.63%, 04/15/2029 (Callable 10/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 04/15/2029 (Callable 10/15/2028) <sup>(a)</sup> | 50000 | 47277 |
|  Victra Holdings LLC / Victra Finance Corp., 8.75%, 09/15/2029 (Callable 09/15/2026) <sup>(a)</sup> | Victra Holdings LLC / Victra Finance Corp., 8.75%, 09/15/2029 (Callable 09/15/2026) <sup>(a)</sup> | 25000 | 25688 |
|  Viking Cruises Ltd., 5.88%, 09/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | Viking Cruises Ltd., 5.88%, 09/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24750 |
|  VistaJet Malta Finance PLC / Vista Management Holding, Inc., 6.38%, 02/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | VistaJet Malta Finance PLC / Vista Management Holding, Inc., 6.38%, 02/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 21913 |
|  William Carter Co., 5.63%, 03/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | William Carter Co., 5.63%, 03/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 110000 | 108762 |
|  WMG Acquisition Corp., 3.00%, 02/15/2031 (Callable 02/15/2026) <sup>(a)(b)</sup> | WMG Acquisition Corp., 3.00%, 02/15/2031 (Callable 02/15/2026) <sup>(a)(b)</sup> | 305000 | 272402 |
|  Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.25%, 05/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.25%, 05/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | 25000 | 24625 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. |  |
| &nbsp;&nbsp; 4.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 292000 | 281780 |
| &nbsp;&nbsp; 3.63%, 03/15/2031 (Callable 12/15/2030) | &nbsp;&nbsp; 3.63%, 03/15/2031 (Callable 12/15/2030) | 325000 | 290063 |
| &nbsp;&nbsp; 4.63%, 01/31/2032 (Callable 10/01/2026) | &nbsp;&nbsp; 4.63%, 01/31/2032 (Callable 10/01/2026) | 125000 | 116406 |
|  |  |  | 5999072 |
| **Consumer, Non-cyclical - 3.9%** | **Consumer, Non-cyclical - 3.9%** | **Consumer, Non-cyclical - 3.9%** |  |
|  1375209 BC Ltd., 9.00%, 01/30/2028 (Callable 04/08/2025) <sup>(a)</sup> | 1375209 BC Ltd., 9.00%, 01/30/2028 (Callable 04/08/2025) <sup>(a)</sup> | 3000 | 2996 |
|  AbbVie, Inc., 4.70%, 05/14/2045 (Callable 11/14/2044) | AbbVie, Inc., 4.70%, 05/14/2045 (Callable 11/14/2044) | 68000 | 61438 |
|  Acadia Healthcare Co., Inc., 5.50%, 07/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | Acadia Healthcare Co., Inc., 5.50%, 07/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24125 |
|  Adani International Container Terminal Pvt Ltd., 3.00%, 02/16/2031 (Callable 08/18/2030) | Adani International Container Terminal Pvt Ltd., 3.00%, 02/16/2031 (Callable 08/18/2030) | 160000 | 136784 |
|  Adani Ports & Special Economic Zone Ltd., 3.10%, 02/02/2031 | Adani Ports & Special Economic Zone Ltd., 3.10%, 02/02/2031 | 200000 | 160636 |
|  AdaptHealth LLC, 5.13%, 03/01/2030 (Callable 04/12/2025) <sup>(a)</sup> | AdaptHealth LLC, 5.13%, 03/01/2030 (Callable 04/12/2025) <sup>(a)</sup> | 20000 | 18125 |
|  AHP Health Partners, Inc., 5.75%, 07/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | AHP Health Partners, Inc., 5.75%, 07/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23125 |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |  |
| &nbsp;&nbsp; 4.63%, 01/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 01/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 83512 |
| &nbsp;&nbsp; 3.50%, 03/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 03/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 22906 |
|  Allergan Funding SCS, 2.63%, 11/15/2028 (Callable 08/15/2028) | Allergan Funding SCS, 2.63%, 11/15/2028 (Callable 08/15/2028) | 100000 | 103726 |
|  Allied Universal Holdco LLC, 7.88%, 02/15/2031 (Callable 02/15/2027) <sup>(a)</sup> | Allied Universal Holdco LLC, 7.88%, 02/15/2031 (Callable 02/15/2027) <sup>(a)</sup> | 40000 | 40400 |
|  Alta Equipment Group, Inc., 9.00%, 06/01/2029 (Callable 06/01/2026) <sup>(a)</sup> | Alta Equipment Group, Inc., 9.00%, 06/01/2029 (Callable 06/01/2026) <sup>(a)</sup> | 25000 | 21813 |
|  Amgen, Inc., 5.75%, 03/02/2063 (Callable 09/02/2062) | Amgen, Inc., 5.75%, 03/02/2063 (Callable 09/02/2062) | 66000 | 63910 |
|  APi Group DE, Inc., 4.75%, 10/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | APi Group DE, Inc., 4.75%, 10/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23125 |
|  BAT Capital Corp., 4.54%, 08/15/2047 (Callable 02/15/2047) | BAT Capital Corp., 4.54%, 08/15/2047 (Callable 02/15/2047) | 32000 | 25515 |
|  Bausch + Lomb Corp., 8.38%, 10/01/2028 (Callable 10/01/2025) <sup>(a)</sup> | Bausch + Lomb Corp., 8.38%, 10/01/2028 (Callable 10/01/2025) <sup>(a)</sup> | 40000 | 41200 |
| Bausch Health Cos., Inc. | Bausch Health Cos., Inc. | Bausch Health Cos., Inc. |  |
| &nbsp;&nbsp; 6.13%, 02/01/2027 (Callable 04/08/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.13%, 02/01/2027 (Callable 04/08/2025) <sup>(a)</sup> | 15000 | 15206 |
| &nbsp;&nbsp; 5.25%, 01/30/2030 (Callable 04/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 01/30/2030 (Callable 04/17/2025) <sup>(a)</sup> | 10000 | 5875 |
| &nbsp;&nbsp; 14.00%, 10/15/2030 (Callable 10/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 14.00%, 10/15/2030 (Callable 10/15/2025) <sup>(a)</sup> | 1000 | 952 |
|  Becle SAB de CV, 2.50%, 10/14/2031 (Callable 07/14/2031) <sup>(a)</sup> | Becle SAB de CV, 2.50%, 10/14/2031 (Callable 07/14/2031) <sup>(a)</sup> | 205000 | 165789 |
|  Bimbo Bakeries USA, Inc., 5.38%, 01/09/2036 (Callable 10/09/2035) <sup>(a)</sup> | Bimbo Bakeries USA, Inc., 5.38%, 01/09/2036 (Callable 10/09/2035) <sup>(a)</sup> | 200000 | 197547 |
| Brink's Co. | Brink's Co. | Brink's Co. |  |
| &nbsp;&nbsp; 6.50%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | 20000 | 20275 |
| &nbsp;&nbsp; 6.75%, 06/15/2032 (Callable 06/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 06/15/2032 (Callable 06/15/2027) <sup>(a)</sup> | 20000 | 20225 |
|  Bunge Ltd. Finance Corp., 4.65%, 09/17/2034 (Callable 06/17/2034) | Bunge Ltd. Finance Corp., 4.65%, 09/17/2034 (Callable 06/17/2034) | 44000 | 42521 |
| Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |  |
| &nbsp;&nbsp; 4.60%, 03/15/2043 | &nbsp;&nbsp; 4.60%, 03/15/2043 | 35000 | 30071 |
| &nbsp;&nbsp; 4.50%, 11/15/2044 (Callable 05/15/2044) | &nbsp;&nbsp; 4.50%, 11/15/2044 (Callable 05/15/2044) | 5000 | 4189 |
| Centene Corp. | Centene Corp. | Centene Corp. |  |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/02/2025) | &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/02/2025) | 45000 | 42919 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/17/2025) | &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/17/2025) | 230000 | 207000 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | 210000 | 183225 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 260000 | 218818 |
| CHS/Community Health Systems, Inc. | CHS/Community Health Systems, Inc. | CHS/Community Health Systems, Inc. |  |
| &nbsp;&nbsp; 6.00%, 01/15/2029 (Callable 04/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 01/15/2029 (Callable 04/17/2025) <sup>(a)</sup> | 25000 | 22000 |
| &nbsp;&nbsp; 5.25%, 05/15/2030 (Callable 05/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 05/15/2030 (Callable 05/15/2025) <sup>(a)</sup> | 25000 | 20469 |
|  Coca-Cola Co., 5.20%, 01/14/2055 (Callable 07/14/2054) | Coca-Cola Co., 5.20%, 01/14/2055 (Callable 07/14/2054) | 80000 | 77104 |
|  CPI CG, Inc., 10.00%, 07/15/2029 (Callable 07/15/2026) <sup>(a)</sup> | CPI CG, Inc., 10.00%, 07/15/2029 (Callable 07/15/2026) <sup>(a)</sup> | 25000 | 26563 |
|  Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 06/15/2025) <sup>(a)</sup> | Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 06/15/2025) <sup>(a)</sup> | 255000 | 253087 |
|  DaVita, Inc., 4.63%, 06/01/2030 (Callable 06/01/2025) <sup>(a)</sup> | DaVita, Inc., 4.63%, 06/01/2030 (Callable 06/01/2025) <sup>(a)</sup> | 25000 | 22938 |
|  Dcli Bidco LLC, 7.75%, 11/15/2029 (Callable 11/15/2026) <sup>(a)</sup> | Dcli Bidco LLC, 7.75%, 11/15/2029 (Callable 11/15/2026) <sup>(a)</sup> | 15000 | 15450 |
|  Element Fleet Management Corp., 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | Element Fleet Management Corp., 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | 30000 | 30113 |
|  Elevance Health, Inc., 4.55%, 05/15/2052 (Callable 11/15/2051) | Elevance Health, Inc., 4.55%, 05/15/2052 (Callable 11/15/2051) | 25000 | 20500 |
|  Encompass Health Corp., 4.75%, 02/01/2030 (Callable 05/02/2025) | Encompass Health Corp., 4.75%, 02/01/2030 (Callable 05/02/2025) | 25000 | 24031 |
|  Fiesta Purchaser, Inc., 7.88%, 03/01/2031 (Callable 03/01/2027) <sup>(a)</sup> | Fiesta Purchaser, Inc., 7.88%, 03/01/2031 (Callable 03/01/2027) <sup>(a)</sup> | 25000 | 25750 |
|  Flowers Foods, Inc., 5.75%, 03/15/2035 (Callable 12/15/2034) | Flowers Foods, Inc., 5.75%, 03/15/2035 (Callable 12/15/2034) | 36000 | 36213 |
| Garda World Security Corp. | Garda World Security Corp. | Garda World Security Corp. |  |
| &nbsp;&nbsp; 4.63%, 02/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 02/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 82769 |
| &nbsp;&nbsp; 6.00%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 35000 | 32725 |
|  Graham Holdings Co., 5.75%, 06/01/2026 (Callable 04/12/2025) <sup>(a)</sup> | Graham Holdings Co., 5.75%, 06/01/2026 (Callable 04/12/2025) <sup>(a)</sup> | 25000 | 24875 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |  |
| &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | 666000 | 616151 |
| &nbsp;&nbsp; 5.60%, 04/01/2034 (Callable 01/01/2034) | &nbsp;&nbsp; 5.60%, 04/01/2034 (Callable 01/01/2034) | 285000 | 285901 |
|  IQVIA, Inc., 6.25%, 02/01/2029 (Callable 01/01/2029) | IQVIA, Inc., 6.25%, 02/01/2029 (Callable 01/01/2029) | 41000 | 42537 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |  |
| &nbsp;&nbsp; 3.75%, 12/01/2031 (Callable 12/01/2026) | &nbsp;&nbsp; 3.75%, 12/01/2031 (Callable 12/01/2026) | 55000 | 50298 |
| &nbsp;&nbsp; 3.63%, 01/15/2032 (Callable 01/15/2027) | &nbsp;&nbsp; 3.63%, 01/15/2032 (Callable 01/15/2027) | 90000 | 80991 |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 66000 | 66972 |
|  JSW Infrastructure Ltd., 4.95%, 01/21/2029 (Callable 10/21/2028) | JSW Infrastructure Ltd., 4.95%, 01/21/2029 (Callable 10/21/2028) | 200000 | 192750 |
|  Keurig Dr Pepper, Inc., 5.20%, 03/15/2031 (Callable 01/15/2031) | Keurig Dr Pepper, Inc., 5.20%, 03/15/2031 (Callable 01/15/2031) | 65000 | 66303 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |
| &nbsp;&nbsp; 6.88%, 01/26/2039 | &nbsp;&nbsp; 6.88%, 01/26/2039 | 90000 | 99926 |
| &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(a)</sup> | &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(a)</sup> | 95000 | 108152 |
| &nbsp;&nbsp; 4.38%, 06/01/2046 (Callable 12/01/2045) | &nbsp;&nbsp; 4.38%, 06/01/2046 (Callable 12/01/2045) | 250000 | 204373 |
|  Kronos Acquisition Holdings, Inc., 8.25%, 06/30/2031 (Callable 06/30/2027) <sup>(a)</sup> | Kronos Acquisition Holdings, Inc., 8.25%, 06/30/2031 (Callable 06/30/2027) <sup>(a)</sup> | 15000 | 13313 |
|  Laboratory Corp. of America Holdings, 4.55%, 04/01/2032 (Callable 02/01/2032) | Laboratory Corp. of America Holdings, 4.55%, 04/01/2032 (Callable 02/01/2032) | 69000 | 66598 |
|  LifePoint Health, Inc., 10.00%, 06/01/2032 (Callable 06/01/2027) <sup>(a)</sup> | LifePoint Health, Inc., 10.00%, 06/01/2032 (Callable 06/01/2027) <sup>(a)</sup> | 55000 | 52250 |
|  MARB BondCo PLC, 3.95%, 01/29/2031 (Callable 01/29/2026) <sup>(a)</sup> | MARB BondCo PLC, 3.95%, 01/29/2031 (Callable 01/29/2026) <sup>(a)</sup> | 200000 | 173596 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |  |
| &nbsp;&nbsp; 5.20%, 03/01/2035 (Callable 12/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 03/01/2035 (Callable 12/01/2034) <sup>(a)</sup> | 185000 | 185914 |
| &nbsp;&nbsp; 5.70%, 05/01/2055 (Callable 11/01/2054) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 05/01/2055 (Callable 11/01/2054) <sup>(a)</sup> | 36000 | 35962 |
|  Mavis Tire Express Services Topco Corp., 6.50%, 05/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | Mavis Tire Express Services Topco Corp., 6.50%, 05/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 30000 | 28200 |
| Medline Borrower LP | Medline Borrower LP | Medline Borrower LP |  |
| &nbsp;&nbsp; 3.88%, 04/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 04/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23250 |
| &nbsp;&nbsp; 5.25%, 10/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 10/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 30000 | 28688 |
|  NESCO Holdings II, Inc., 5.50%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | NESCO Holdings II, Inc., 5.50%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23062 |
|  Performance Food Group, Inc., 4.25%, 08/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Performance Food Group, Inc., 4.25%, 08/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 90000 | 84038 |
|  Philip Morris International, Inc., 5.25%, 02/13/2034 (Callable 11/13/2033) | Philip Morris International, Inc., 5.25%, 02/13/2034 (Callable 11/13/2033) | 33000 | 33220 |
| Post Holdings, Inc. | Post Holdings, Inc. | Post Holdings, Inc. |  |
| &nbsp;&nbsp; 5.50%, 12/15/2029 (Callable 04/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 12/15/2029 (Callable 04/17/2025) <sup>(a)</sup> | 85000 | 82662 |
| &nbsp;&nbsp; 4.63%, 04/15/2030 (Callable 04/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 04/15/2030 (Callable 04/17/2025) <sup>(a)</sup> | 25000 | 23313 |
| &nbsp;&nbsp; 4.50%, 09/15/2031 (Callable 09/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 09/15/2031 (Callable 09/15/2026) <sup>(a)</sup> | 5000 | 4500 |
| &nbsp;&nbsp; 6.38%, 03/01/2033 (Callable 09/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 03/01/2033 (Callable 09/01/2027) <sup>(a)</sup> | 270000 | 265275 |
|  Prime Security Services Borrower LLC / Prime Finance, Inc., 5.75%, 04/15/2026 <sup>(a)</sup> | Prime Security Services Borrower LLC / Prime Finance, Inc., 5.75%, 04/15/2026 <sup>(a)</sup> | 5000 | 4981 |
|  Prumo Participacoes e Investimentos S/A, 7.50%, 12/31/2031 (Callable 05/01/2025) | Prumo Participacoes e Investimentos S/A, 7.50%, 12/31/2031 (Callable 05/01/2025) | 143944 | 143584 |
|  Quanta Services, Inc., 5.25%, 08/09/2034 (Callable 05/09/2034) | Quanta Services, Inc., 5.25%, 08/09/2034 (Callable 05/09/2034) | 71000 | 70113 |
|  Quest Diagnostics, Inc., 5.00%, 12/15/2034 (Callable 09/15/2034) | Quest Diagnostics, Inc., 5.00%, 12/15/2034 (Callable 09/15/2034) | 72000 | 70408 |
|  Radiology Partners, Inc., 7.78% (including 3.50% PIK), 01/31/2029 (Callable 05/02/2025) <sup>(a)</sup> | Radiology Partners, Inc., 7.78% (including 3.50% PIK), 01/31/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25438 | 24929 |
|  Rede D'or Finance Sarl, 4.95%, 01/17/2028 (Callable 10/17/2027) <sup>(a)</sup> | Rede D'or Finance Sarl, 4.95%, 01/17/2028 (Callable 10/17/2027) <sup>(a)</sup> | 100000 | 98000 |
|  Rollins, Inc., 5.25%, 02/24/2035 (Callable 11/24/2034) <sup>(a)</sup> | Rollins, Inc., 5.25%, 02/24/2035 (Callable 11/24/2034) <sup>(a)</sup> | 16000 | 15906 |
|  Royalty Pharma PLC, 5.15%, 09/02/2029 (Callable 08/02/2029) | Royalty Pharma PLC, 5.15%, 09/02/2029 (Callable 08/02/2029) | 33000 | 33160 |
|  Rutas 2 & 7 Finance Ltd., 0.00%, 09/30/2036 <sup>(d)</sup> | Rutas 2 & 7 Finance Ltd., 0.00%, 09/30/2036 <sup>(d)</sup> | 306667 | 218500 |
|  Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23031 |
|  Sotera Health Holdings LLC, 7.38%, 06/01/2031 (Callable 06/01/2027) <sup>(a)</sup> | Sotera Health Holdings LLC, 7.38%, 06/01/2031 (Callable 06/01/2027) <sup>(a)</sup> | 40000 | 40650 |
|  Star Parent, Inc., 9.00%, 10/01/2030 (Callable 10/01/2026) <sup>(a)</sup> | Star Parent, Inc., 9.00%, 10/01/2030 (Callable 10/01/2026) <sup>(a)</sup> | 25000 | 24594 |
|  Teleflex, Inc., 4.25%, 06/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | Teleflex, Inc., 4.25%, 06/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23750 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |  |
| &nbsp;&nbsp; 6.13%, 10/01/2028 (Callable 05/02/2025) | &nbsp;&nbsp; 6.13%, 10/01/2028 (Callable 05/02/2025) | 25000 | 24812 |
| &nbsp;&nbsp; 6.13%, 06/15/2030 (Callable 06/15/2025) | &nbsp;&nbsp; 6.13%, 06/15/2030 (Callable 06/15/2025) | 35000 | 34825 |
|  The Campbell's Co., 5.40%, 03/21/2034 (Callable 12/21/2033) | The Campbell's Co., 5.40%, 03/21/2034 (Callable 12/21/2033) | 36000 | 36113 |
|  Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | 75000 | 64192 |
|  United Natural Foods, Inc., 6.75%, 10/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | United Natural Foods, Inc., 6.75%, 10/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 70000 | 68600 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |  |
| &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 07/15/2025) | &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 07/15/2025) | 110000 | 101063 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 08/15/2025) | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 08/15/2025) | 195000 | 176963 |
| &nbsp;&nbsp; 3.75%, 01/15/2032 (Callable 07/15/2026) | &nbsp;&nbsp; 3.75%, 01/15/2032 (Callable 07/15/2026) | 25000 | 22062 |
|  US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | 40000 | 38900 |
|  Verisk Analytics, Inc., 5.25%, 06/05/2034 (Callable 03/05/2034) | Verisk Analytics, Inc., 5.25%, 06/05/2034 (Callable 03/05/2034) | 37000 | 37217 |
|  Veritiv Operating Co., 10.50%, 11/30/2030 (Callable 11/30/2026) <sup>(a)</sup> | Veritiv Operating Co., 10.50%, 11/30/2030 (Callable 11/30/2026) <sup>(a)</sup> | 15000 | 15844 |
|  VT Topco, Inc., 8.50%, 08/15/2030 (Callable 08/15/2026) <sup>(a)</sup> | VT Topco, Inc., 8.50%, 08/15/2030 (Callable 08/15/2026) <sup>(a)</sup> | 20000 | 20975 |
|  Wand NewCo 3, Inc., 7.63%, 01/30/2032 (Callable 01/30/2027) <sup>(a)</sup> | Wand NewCo 3, Inc., 7.63%, 01/30/2032 (Callable 01/30/2027) <sup>(a)</sup> | 20000 | 20450 |
|  Zimmer Biomet Holdings, Inc., 5.20%, 09/15/2034 (Callable 06/15/2034) | Zimmer Biomet Holdings, Inc., 5.20%, 09/15/2034 (Callable 06/15/2034) | 70000 | 69529 |
|  |  |  | 7183881 |
| **Energy - 4.7%** | **Energy - 4.7%** | **Energy - 4.7%** |  |
|  Aethon United BR LP / Aethon United Finance Corp., 7.50%, 10/01/2029 (Callable 10/01/2026) <sup>(a)</sup> | Aethon United BR LP / Aethon United Finance Corp., 7.50%, 10/01/2029 (Callable 10/01/2026) <sup>(a)</sup> | 30000 | 30413 |
|  AI Candelaria Spain SA, 7.50%, 12/15/2028 (Callable 09/15/2028) | AI Candelaria Spain SA, 7.50%, 12/15/2028 (Callable 09/15/2028) | 177083 | 177083 |
|  Aker BP ASA, 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | Aker BP ASA, 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | 150000 | 142749 |
|  Antero Midstream Partners LP / Antero Midstream Finance Corp., 5.75%, 03/01/2027 (Callable 04/17/2025) <sup>(a)</sup> | Antero Midstream Partners LP / Antero Midstream Finance Corp., 5.75%, 03/01/2027 (Callable 04/17/2025) <sup>(a)</sup> | 110000 | 109587 |
|  APA Corp., 6.10%, 02/15/2035 (Callable 11/15/2034) <sup>(a)</sup> | APA Corp., 6.10%, 02/15/2035 (Callable 11/15/2034) <sup>(a)</sup> | 19000 | 18967 |
| Archrock Partners LP / Archrock Partners Finance Corp. | Archrock Partners LP / Archrock Partners Finance Corp. | Archrock Partners LP / Archrock Partners Finance Corp. |  |
| &nbsp;&nbsp; 6.25%, 04/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 04/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 25000 |
| &nbsp;&nbsp; 6.63%, 09/01/2032 (Callable 09/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.63%, 09/01/2032 (Callable 09/01/2027) <sup>(a)</sup> | 30000 | 29962 |
|  Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.88%, 06/30/2029 (Callable 05/02/2025) <sup>(a)</sup> | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.88%, 06/30/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24375 |
|  Baytex Energy Corp., 8.50%, 04/30/2030 (Callable 04/30/2026) <sup>(a)</sup> | Baytex Energy Corp., 8.50%, 04/30/2030 (Callable 04/30/2026) <sup>(a)</sup> | 25000 | 25375 |
|  Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.25%, 07/15/2032 (Callable 07/15/2027) <sup>(a)</sup> | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.25%, 07/15/2032 (Callable 07/15/2027) <sup>(a)</sup> | 15000 | 15469 |
|  Buckeye Partners LP, 6.88%, 07/01/2029 (Callable 07/01/2026) <sup>(a)</sup> | Buckeye Partners LP, 6.88%, 07/01/2029 (Callable 07/01/2026) <sup>(a)</sup> | 35000 | 35438 |
|  Canacol Energy Ltd., 5.75%, 11/24/2028 (Callable 05/01/2025) | Canacol Energy Ltd., 5.75%, 11/24/2028 (Callable 05/01/2025) | 200000 | 106000 |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |  |
| &nbsp;&nbsp; 3.50%, 02/07/2028 (Callable 12/07/2027) | &nbsp;&nbsp; 3.50%, 02/07/2028 (Callable 12/07/2027) | 100000 | 69483 |
| &nbsp;&nbsp; 6.75%, 11/15/2039 | &nbsp;&nbsp; 6.75%, 11/15/2039 | 394000 | 424344 |
| &nbsp;&nbsp; 5.40%, 06/15/2047 (Callable 12/15/2046) | &nbsp;&nbsp; 5.40%, 06/15/2047 (Callable 12/15/2046) | 107000 | 95370 |
|  Cheniere Energy Partners LP, 4.00%, 03/01/2031 (Callable 03/01/2026) | Cheniere Energy Partners LP, 4.00%, 03/01/2031 (Callable 03/01/2026) | 395000 | 370534 |
|  Cheniere Energy, Inc., 4.63%, 10/15/2028 (Callable 04/12/2025) | Cheniere Energy, Inc., 4.63%, 10/15/2028 (Callable 04/12/2025) | 67000 | 66298 |
|  Chord Energy Corp., 6.75%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | Chord Energy Corp., 6.75%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 30000 | 29775 |
| Civitas Resources, Inc. | Civitas Resources, Inc. | Civitas Resources, Inc. |  |
| &nbsp;&nbsp; 8.38%, 07/01/2028 (Callable 07/01/2025) <sup>(a)</sup> | &nbsp;&nbsp; 8.38%, 07/01/2028 (Callable 07/01/2025) <sup>(a)</sup> | 15000 | 15450 |
| &nbsp;&nbsp; 8.75%, 07/01/2031 (Callable 07/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 8.75%, 07/01/2031 (Callable 07/01/2026) <sup>(a)</sup> | 190000 | 194988 |
|  CNX Resources Corp., 6.00%, 01/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | CNX Resources Corp., 6.00%, 01/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 19700 |
|  Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(a)</sup> | Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(a)</sup> | 115000 | 118381 |
| Continental Resources, Inc./OK | Continental Resources, Inc./OK | Continental Resources, Inc./OK |  |
| &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 07/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 07/15/2030) <sup>(a)</sup> | 162000 | 163319 |
| &nbsp;&nbsp; 2.88%, 04/01/2032 (Callable 01/01/2032) <sup>(a)</sup> | &nbsp;&nbsp; 2.88%, 04/01/2032 (Callable 01/01/2032) <sup>(a)</sup> | 376000 | 313987 |
|  Cosan Overseas Ltd., 8.25%, Perpetual (Callable 05/05/2025) | Cosan Overseas Ltd., 8.25%, Perpetual (Callable 05/05/2025) | 200000 | 199250 |
|  Crescent Energy Finance LLC, 7.63%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | Crescent Energy Finance LLC, 7.63%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | 20000 | 19600 |
|  Delek Logistics Partners LP / Delek Logistics Finance Corp., 8.63%, 03/15/2029 (Callable 03/15/2026) <sup>(a)</sup> | Delek Logistics Partners LP / Delek Logistics Finance Corp., 8.63%, 03/15/2029 (Callable 03/15/2026) <sup>(a)</sup> | 25000 | 25812 |
| Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. |  |
| &nbsp;&nbsp; 5.25%, 10/15/2027 (Callable 04/12/2025) | &nbsp;&nbsp; 5.25%, 10/15/2027 (Callable 04/12/2025) | 17000 | 17002 |
| &nbsp;&nbsp; 5.75%, 09/15/2054 (Callable 03/15/2054) | &nbsp;&nbsp; 5.75%, 09/15/2054 (Callable 03/15/2054) | 37000 | 33791 |
|  DT Midstream, Inc., 4.13%, 06/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | DT Midstream, Inc., 4.13%, 06/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 18825 |
|  Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | 36000 | 34606 |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |  |
| &nbsp;&nbsp; 4.63%, 11/02/2031 (Callable 08/02/2031) | &nbsp;&nbsp; 4.63%, 11/02/2031 (Callable 08/02/2031) | 50000 | 41625 |
| &nbsp;&nbsp; 5.88%, 11/02/2051 (Callable 05/02/2051) | &nbsp;&nbsp; 5.88%, 11/02/2051 (Callable 05/02/2051) | 300000 | 202500 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |  |
| &nbsp;&nbsp; 7.20% to 06/27/2034 then 5 yr. CMT Rate + 2.97%, 06/27/2054 (Callable 03/27/2034) | &nbsp;&nbsp; 7.20% to 06/27/2034 then 5 yr. CMT Rate + 2.97%, 06/27/2054 (Callable 03/27/2034) | 140000 | 141750 |
| &nbsp;&nbsp; 8.50% to 01/15/2034 then 5 yr. CMT Rate + 4.43%, 01/15/2084 (Callable 10/15/2033) | &nbsp;&nbsp; 8.50% to 01/15/2034 then 5 yr. CMT Rate + 4.43%, 01/15/2084 (Callable 10/15/2033) | 165000 | 182533 |
|  Encino Acquisition Partners Holdings LLC, 8.50%, 05/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | Encino Acquisition Partners Holdings LLC, 8.50%, 05/01/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 25406 |
|  Enerflex Ltd., 9.00%, 10/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | Enerflex Ltd., 9.00%, 10/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 23000 | 23575 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |  |
| &nbsp;&nbsp; 7.13% to 05/15/2030 then 5 yr. CMT Rate + 5.31%, Perpetual (Callable 05/15/2030) | &nbsp;&nbsp; 7.13% to 05/15/2030 then 5 yr. CMT Rate + 5.31%, Perpetual (Callable 05/15/2030) | 380000 | 384522 |
| &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) | &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) | 40000 | 38324 |
| &nbsp;&nbsp; 8.00% to 05/15/2029 then 5 yr. CMT Rate + 4.02%, 05/15/2054 (Callable 02/15/2029) | &nbsp;&nbsp; 8.00% to 05/15/2029 then 5 yr. CMT Rate + 4.02%, 05/15/2054 (Callable 02/15/2029) | 185000 | 195314 |
| &nbsp;&nbsp; 7.13% to 10/01/2029 then 5 yr. CMT Rate + 2.83%, 10/01/2054 (Callable 07/01/2029) | &nbsp;&nbsp; 7.13% to 10/01/2029 then 5 yr. CMT Rate + 2.83%, 10/01/2054 (Callable 07/01/2029) | 38000 | 38570 |
| EnLink Midstream LLC | EnLink Midstream LLC | EnLink Midstream LLC |  |
| &nbsp;&nbsp; 5.38%, 06/01/2029 (Callable 03/01/2029) | &nbsp;&nbsp; 5.38%, 06/01/2029 (Callable 03/01/2029) | 61000 | 61910 |
| &nbsp;&nbsp; 5.65%, 09/01/2034 (Callable 06/01/2034) | &nbsp;&nbsp; 5.65%, 09/01/2034 (Callable 06/01/2034) | 69000 | 69699 |
| EQT Corp. | EQT Corp. | EQT Corp. |  |
| &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | 350000 | 316723 |
| &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | 80000 | 81754 |
| Expand Energy Corp. | Expand Energy Corp. | Expand Energy Corp. |  |
| &nbsp;&nbsp; 5.38%, 02/01/2029 (Callable 04/17/2025) | &nbsp;&nbsp; 5.38%, 02/01/2029 (Callable 04/17/2025) | 25000 | 24942 |
| &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 22000 | 22263 |
|  Fermaca Enterprises S de RL de CV, 6.38%, 03/30/2038 (Callable 09/30/2037) | Fermaca Enterprises S de RL de CV, 6.38%, 03/30/2038 (Callable 09/30/2037) | 174337 | 167463 |
|  Galaxy Pipeline Assets Bidco Ltd., 2.94%, 09/30/2040 | Galaxy Pipeline Assets Bidco Ltd., 2.94%, 09/30/2040 | 176648 | 144105 |
|  Global Partners LP / GLP Finance Corp., 8.25%, 01/15/2032 (Callable 01/15/2027) <sup>(a)</sup> | Global Partners LP / GLP Finance Corp., 8.25%, 01/15/2032 (Callable 01/15/2027) <sup>(a)</sup> | 25000 | 25594 |
|  Gulfport Energy Operating Corp., 6.75%, 09/01/2029 (Callable 09/01/2026) <sup>(a)</sup> | Gulfport Energy Operating Corp., 6.75%, 09/01/2029 (Callable 09/01/2026) <sup>(a)</sup> | 30000 | 30413 |
|  Harvest Midstream I LP, 7.50%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | Harvest Midstream I LP, 7.50%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | 30000 | 30787 |
| Hess Midstream Operations LP | Hess Midstream Operations LP | Hess Midstream Operations LP |  |
| &nbsp;&nbsp; 5.88%, 03/01/2028 (Callable 03/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 03/01/2028 (Callable 03/01/2026) <sup>(a)</sup> | 19000 | 19024 |
| &nbsp;&nbsp; 5.50%, 10/15/2030 (Callable 10/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 10/15/2030 (Callable 10/15/2025) <sup>(a)</sup> | 38000 | 37145 |
|  HF Sinclair Corp., 5.75%, 01/15/2031 (Callable 10/15/2030) | HF Sinclair Corp., 5.75%, 01/15/2031 (Callable 10/15/2030) | 24000 | 24267 |
| Hilcorp Energy I LP / Hilcorp Finance Co. | Hilcorp Energy I LP / Hilcorp Finance Co. | Hilcorp Energy I LP / Hilcorp Finance Co. |  |
| &nbsp;&nbsp; 5.75%, 02/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 02/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24062 |
| &nbsp;&nbsp; 7.25%, 02/15/2035 (Callable 02/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 7.25%, 02/15/2035 (Callable 02/15/2030) <sup>(a)</sup> | 15000 | 14287 |
|  Kinder Morgan Energy Partners LP, 6.95%, 01/15/2038 | Kinder Morgan Energy Partners LP, 6.95%, 01/15/2038 | 58000 | 64089 |
|  Kinetik Holdings LP, 5.88%, 06/15/2030 (Callable 06/15/2025) <sup>(a)</sup> | Kinetik Holdings LP, 5.88%, 06/15/2030 (Callable 06/15/2025) <sup>(a)</sup> | 63000 | 62055 |
|  Kodiak Gas Services LLC, 7.25%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | Kodiak Gas Services LLC, 7.25%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | 55000 | 55962 |
|  Long Ridge Energy LLC, 8.75%, 02/15/2032 (Callable 02/15/2028) <sup>(a)</sup> | Long Ridge Energy LLC, 8.75%, 02/15/2032 (Callable 02/15/2028) <sup>(a)</sup> | 75000 | 72281 |
|  Matador Resources Co., 6.50%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | Matador Resources Co., 6.50%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 20000 | 19750 |
|  MC Brazil Downstream Trading SARL, 7.25%, 06/30/2031 <sup>(a)</sup> | MC Brazil Downstream Trading SARL, 7.25%, 06/30/2031 <sup>(a)</sup> | 184129 | 151676 |
|  Moss Creek Resources Holdings, Inc., 8.25%, 09/01/2031 (Callable 09/01/2027) <sup>(a)</sup> | Moss Creek Resources Holdings, Inc., 8.25%, 09/01/2031 (Callable 09/01/2027) <sup>(a)</sup> | 20000 | 19525 |
|  MPLX LP, 5.50%, 06/01/2034 (Callable 03/01/2034) | MPLX LP, 5.50%, 06/01/2034 (Callable 03/01/2034) | 33000 | 32772 |
|  Nabors Industries, Inc., 9.13%, 01/31/2030 (Callable 05/31/2026) <sup>(a)</sup> | Nabors Industries, Inc., 9.13%, 01/31/2030 (Callable 05/31/2026) <sup>(a)</sup> | 10000 | 10000 |
|  NGL Energy Operating LLC / NGL Energy Finance Corp., 8.13%, 02/15/2029 (Callable 02/15/2026) <sup>(a)(b)</sup> | NGL Energy Operating LLC / NGL Energy Finance Corp., 8.13%, 02/15/2029 (Callable 02/15/2026) <sup>(a)(b)</sup> | 25000 | 25188 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |  |
| &nbsp;&nbsp; 6.63%, 09/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 6.63%, 09/01/2030 (Callable 03/01/2030) | 245000 | 257556 |
| &nbsp;&nbsp; 6.13%, 01/01/2031 (Callable 07/01/2030) | &nbsp;&nbsp; 6.13%, 01/01/2031 (Callable 07/01/2030) | 105000 | 107625 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | &nbsp;&nbsp; 7.50%, 05/01/2031 | 70000 | 76912 |
| &nbsp;&nbsp; 5.38%, 01/01/2032 (Callable 11/01/2031) | &nbsp;&nbsp; 5.38%, 01/01/2032 (Callable 11/01/2031) | 18000 | 17748 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | &nbsp;&nbsp; 6.45%, 09/15/2036 | 30000 | 30862 |
|  ONEOK, Inc., 6.63%, 09/01/2053 (Callable 03/01/2053) | ONEOK, Inc., 6.63%, 09/01/2053 (Callable 03/01/2053) | 35000 | 36632 |
| Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. |  |
| &nbsp;&nbsp; 6.50%, 08/15/2034 | &nbsp;&nbsp; 6.50%, 08/15/2034 | 190000 | 198410 |
| &nbsp;&nbsp; 6.50%, 02/01/2038 | &nbsp;&nbsp; 6.50%, 02/01/2038 | 115000 | 118544 |
| Permian Resources Operating LLC | Permian Resources Operating LLC | Permian Resources Operating LLC |  |
| &nbsp;&nbsp; 5.38%, 01/15/2026 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 01/15/2026 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 84469 |
| &nbsp;&nbsp; 5.88%, 07/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 07/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24625 |
| &nbsp;&nbsp; 7.00%, 01/15/2032 (Callable 01/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.00%, 01/15/2032 (Callable 01/15/2027) <sup>(a)</sup> | 15000 | 15319 |
| &nbsp;&nbsp; 6.25%, 02/01/2033 (Callable 08/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 02/01/2033 (Callable 08/01/2027) <sup>(a)</sup> | 35000 | 34781 |
|  Petroleos Mexicanos, 6.75%, 09/21/2047 | Petroleos Mexicanos, 6.75%, 09/21/2047 | 200000 | 136750 |
|  Petrorio Luxembourg Holding Sarl, 6.13%, 06/09/2026 (Callable 05/02/2025) <sup>(a)</sup> | Petrorio Luxembourg Holding Sarl, 6.13%, 06/09/2026 (Callable 05/02/2025) <sup>(a)</sup> | 100000 | 100457 |
|  QatarEnergy, 2.25%, 07/12/2031 (Callable 04/12/2031) <sup>(a)</sup> | QatarEnergy, 2.25%, 07/12/2031 (Callable 04/12/2031) <sup>(a)</sup> | 235000 | 203259 |
|  Sitio Royalties Operating Partnership LP / Sitio Finance Corp., 7.88%, 11/01/2028 (Callable 11/01/2025) <sup>(a)</sup> | Sitio Royalties Operating Partnership LP / Sitio Finance Corp., 7.88%, 11/01/2028 (Callable 11/01/2025) <sup>(a)</sup> | 15000 | 15375 |
|  SM Energy Co., 7.00%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | SM Energy Co., 7.00%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | 30000 | 29400 |
|  South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 03/01/2035 then 5 yr. CMT Rate + 3.67%, 03/01/2055 (Callable 12/01/2034) <sup>(a)</sup> | South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 03/01/2035 then 5 yr. CMT Rate + 3.67%, 03/01/2055 (Callable 12/01/2034) <sup>(a)</sup> | 90000 | 90562 |
| Sunoco LP / Sunoco Finance Corp. | Sunoco LP / Sunoco Finance Corp. | Sunoco LP / Sunoco Finance Corp. |  |
| &nbsp;&nbsp; 6.00%, 04/15/2027 (Callable 05/02/2025) | &nbsp;&nbsp; 6.00%, 04/15/2027 (Callable 05/02/2025) | 35000 | 34913 |
| &nbsp;&nbsp; 4.50%, 05/15/2029 (Callable 04/17/2025) | &nbsp;&nbsp; 4.50%, 05/15/2029 (Callable 04/17/2025) | 25000 | 23594 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp., 7.38%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp., 7.38%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | 15000 | 15019 |
|  Talos Production, Inc., 9.00%, 02/01/2029 (Callable 02/01/2026) <sup>(a)</sup> | Talos Production, Inc., 9.00%, 02/01/2029 (Callable 02/01/2026) <sup>(a)</sup> | 25000 | 25625 |
|  Targa Resources Corp., 5.50%, 02/15/2035 (Callable 11/15/2034) | Targa Resources Corp., 5.50%, 02/15/2035 (Callable 11/15/2034) | 17000 | 16887 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |  |
| &nbsp;&nbsp; 4.10%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 4.10%, 04/15/2030 (Callable 01/15/2030) | 190000 | 183087 |
| &nbsp;&nbsp; 7.00% to 06/01/2030 then 5 yr. CMT Rate + 2.61%, 06/01/2065 (Callable 03/01/2030) | &nbsp;&nbsp; 7.00% to 06/01/2030 then 5 yr. CMT Rate + 2.61%, 06/01/2065 (Callable 03/01/2030) | 115000 | 113275 |
|  Transcanada Trust, 5.60% to 03/07/2032 then 5 yr. CMT Rate + 3.99%, 03/07/2082 (Callable 12/07/2031) | Transcanada Trust, 5.60% to 03/07/2032 then 5 yr. CMT Rate + 3.99%, 03/07/2082 (Callable 12/07/2031) | 140000 | 130900 |
|  Transcontinental Gas Pipe Line Co. LLC, 3.25%, 05/15/2030 (Callable 02/15/2030) | Transcontinental Gas Pipe Line Co. LLC, 3.25%, 05/15/2030 (Callable 02/15/2030) | 30000 | 27785 |
|  Transocean Poseidon Ltd., 6.88%, 02/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | Transocean Poseidon Ltd., 6.88%, 02/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | 23625 | 23448 |
|  Transocean, Inc., 8.00%, 02/01/2027 (Callable 04/12/2025) <sup>(a)</sup> | Transocean, Inc., 8.00%, 02/01/2027 (Callable 04/12/2025) <sup>(a)</sup> | 13000 | 12951 |
|  Var Energi ASA, 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | Var Energi ASA, 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 100000 | 106040 |
| Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. |  |
| &nbsp;&nbsp; 8.13%, 06/01/2028 (Callable 06/01/2025) <sup>(a)</sup> | &nbsp;&nbsp; 8.13%, 06/01/2028 (Callable 06/01/2025) <sup>(a)</sup> | 35000 | 35656 |
| &nbsp;&nbsp; 9.00% to 09/30/2029 then 5 yr. CMT Rate + 5.44%, Perpetual (Callable 09/30/2029) <sup>(a)</sup> | &nbsp;&nbsp; 9.00% to 09/30/2029 then 5 yr. CMT Rate + 5.44%, Perpetual (Callable 09/30/2029) <sup>(a)</sup> | 155000 | 146669 |
| &nbsp;&nbsp; 8.38%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 8.38%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | 10000 | 10125 |
| &nbsp;&nbsp; 9.88%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 9.88%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | 10000 | 10550 |
|  Vital Energy, Inc., 7.88%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | Vital Energy, Inc., 7.88%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 20000 | 18550 |
|  Weatherford International Ltd., 8.63%, 04/30/2030 (Callable 05/02/2025) <sup>(a)</sup> | Weatherford International Ltd., 8.63%, 04/30/2030 (Callable 05/02/2025) <sup>(a)</sup> | 10000 | 10150 |
|  Western Midstream Operating LP, 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(f)</sup> | Western Midstream Operating LP, 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(f)</sup> | 100000 | 95689 |
|  |  |  | 8472987 |
| **Financial - 7.5%** | **Financial - 7.5%** | **Financial - 7.5%** |  |
|  Acrisure LLC / Acrisure Finance, Inc., 7.50%, 11/06/2030 (Callable 05/15/2026) <sup>(a)</sup> | Acrisure LLC / Acrisure Finance, Inc., 7.50%, 11/06/2030 (Callable 05/15/2026) <sup>(a)</sup> | 20000 | 20325 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |
| &nbsp;&nbsp; 6.95% to 03/10/2030 then 5 yr. CMT Rate + 2.72%, 03/10/2055 (Callable 12/10/2029) | &nbsp;&nbsp; 6.95% to 03/10/2030 then 5 yr. CMT Rate + 2.72%, 03/10/2055 (Callable 12/10/2029) | 300000 | 305633 |
| &nbsp;&nbsp; 6.50% to 01/31/2031 then 5 yr. CMT Rate + 2.44%, 01/31/2056 (Callable 10/31/2030) | &nbsp;&nbsp; 6.50% to 01/31/2031 then 5 yr. CMT Rate + 2.44%, 01/31/2056 (Callable 10/31/2030) | 150000 | 148775 |
|  Agree LP, 5.63%, 06/15/2034 (Callable 03/15/2034) | Agree LP, 5.63%, 06/15/2034 (Callable 03/15/2034) | 50000 | 50550 |
|  Air Lease Corp., 4.13% to 12/15/2026 then 5 yr. CMT Rate + 3.15%, Perpetual (Callable 12/15/2026) | Air Lease Corp., 4.13% to 12/15/2026 then 5 yr. CMT Rate + 3.15%, Perpetual (Callable 12/15/2026) | 130000 | 123825 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer |  |
| &nbsp;&nbsp; 6.75%, 10/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 10/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24875 |
| &nbsp;&nbsp; 6.50%, 10/01/2031 (Callable 10/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 10/01/2031 (Callable 10/01/2027) <sup>(a)</sup> | 15000 | 14719 |
| Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |  |
| &nbsp;&nbsp; 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | &nbsp;&nbsp; 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | 19000 | 18867 |
| &nbsp;&nbsp; 6.70%, 02/14/2033 (Callable 11/16/2032) | &nbsp;&nbsp; 6.70%, 02/14/2033 (Callable 11/16/2032) | 25000 | 24969 |
|  American Homes 4 Rent LP, 5.50%, 02/01/2034 (Callable 11/01/2033) | American Homes 4 Rent LP, 5.50%, 02/01/2034 (Callable 11/01/2033) | 53000 | 53021 |
|  American National Group, Inc., 5.75%, 10/01/2029 (Callable 09/01/2029) | American National Group, Inc., 5.75%, 10/01/2029 (Callable 09/01/2029) | 30000 | 30267 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. |  |
| &nbsp;&nbsp; 4.63%, 05/16/2031 (Callable 02/16/2031) | &nbsp;&nbsp; 4.63%, 05/16/2031 (Callable 02/16/2031) | 100000 | 114153 |
| &nbsp;&nbsp; 5.55%, 07/15/2033 (Callable 04/15/2033) | &nbsp;&nbsp; 5.55%, 07/15/2033 (Callable 04/15/2033) | 65000 | 66301 |
|  Americold Realty Operating Partnership LP, 5.60%, 05/15/2032 (Callable 03/15/2032) | Americold Realty Operating Partnership LP, 5.60%, 05/15/2032 (Callable 03/15/2032) | 15000 | 15065 |
|  AmWINS Group, Inc., 4.88%, 06/30/2029 (Callable 05/02/2025) <sup>(a)</sup> | AmWINS Group, Inc., 4.88%, 06/30/2029 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 18750 |
|  Anywhere Real Estate Group LLC / Anywhere Co.-Issuer Corp., 7.00%, 04/15/2030 (Callable 04/17/2025) <sup>(a)</sup> | Anywhere Real Estate Group LLC / Anywhere Co.-Issuer Corp., 7.00%, 04/15/2030 (Callable 04/17/2025) <sup>(a)</sup> | 15000 | 13331 |
|  APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Investor 2 LLC, 7.88%, 11/01/2029 (Callable 11/01/2026) <sup>(a)</sup> | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Investor 2 LLC, 7.88%, 11/01/2029 (Callable 11/01/2026) <sup>(a)</sup> | 10000 | 9837 |
|  Ares Capital Corp., 5.95%, 07/15/2029 (Callable 06/15/2029) | Ares Capital Corp., 5.95%, 07/15/2029 (Callable 06/15/2029) | 18000 | 18265 |
| Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund |  |
| &nbsp;&nbsp; 6.35%, 08/15/2029 (Callable 07/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 6.35%, 08/15/2029 (Callable 07/15/2029) <sup>(a)</sup> | 15000 | 15221 |
| &nbsp;&nbsp; 5.60%, 02/15/2030 (Callable 01/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.60%, 02/15/2030 (Callable 01/15/2030) <sup>(a)</sup> | 15000 | 14775 |
|  Aretec Group, Inc., 7.50%, 04/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Aretec Group, Inc., 7.50%, 04/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24406 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |  |
| &nbsp;&nbsp; 4.85%, 12/15/2029 (Callable 11/15/2029) | &nbsp;&nbsp; 4.85%, 12/15/2029 (Callable 11/15/2029) | 20000 | 20131 |
| &nbsp;&nbsp; 5.15%, 02/15/2035 (Callable 11/15/2034) | &nbsp;&nbsp; 5.15%, 02/15/2035 (Callable 11/15/2034) | 43000 | 42693 |
|  Athene Global Funding, 4.72%, 10/08/2029 <sup>(a)</sup> | Athene Global Funding, 4.72%, 10/08/2029 <sup>(a)</sup> | 76000 | 75016 |
|  Athene Holding Ltd., 6.63% to 10/15/2034 then 5 yr. CMT Rate + 2.61%, 10/15/2054 (Callable 07/15/2034) | Athene Holding Ltd., 6.63% to 10/15/2034 then 5 yr. CMT Rate + 2.61%, 10/15/2054 (Callable 07/15/2034) | 70000 | 69338 |
|  Aviation Capital Group LLC, 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | Aviation Capital Group LLC, 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 50000 | 50381 |
|  Avolon Holdings Funding Ltd., 5.75%, 03/01/2029 (Callable 02/01/2029) <sup>(a)</sup> | Avolon Holdings Funding Ltd., 5.75%, 03/01/2029 (Callable 02/01/2029) <sup>(a)</sup> | 109000 | 110733 |
|  Azorra Finance Ltd., 7.75%, 04/15/2030 (Callable 10/15/2026) <sup>(a)</sup> | Azorra Finance Ltd., 7.75%, 04/15/2030 (Callable 10/15/2026) <sup>(a)</sup> | 15000 | 14831 |
| Banco de Credito del Peru SA | Banco de Credito del Peru SA | Banco de Credito del Peru SA |  |
| &nbsp;&nbsp; 3.13% to 07/01/2025 then 5 yr. CMT Rate + 3.00%, 07/01/2030 (Callable 07/01/2025) | &nbsp;&nbsp; 3.13% to 07/01/2025 then 5 yr. CMT Rate + 3.00%, 07/01/2030 (Callable 07/01/2025) | 100000 | 98782 |
| &nbsp;&nbsp; 3.25% to 09/30/2026 then 5 yr. CMT Rate + 2.45%, 09/30/2031 (Callable 09/30/2026) | &nbsp;&nbsp; 3.25% to 09/30/2026 then 5 yr. CMT Rate + 2.45%, 09/30/2031 (Callable 09/30/2026) | 90000 | 86498 |
|  Banco do Brasil SA/Cayman, 8.75% to 04/15/2034 then 10 yr. CMT Rate + 4.40%, Perpetual (Callable 10/15/2025) | Banco do Brasil SA/Cayman, 8.75% to 04/15/2034 then 10 yr. CMT Rate + 4.40%, Perpetual (Callable 10/15/2025) | 200000 | 203250 |
| Banco Internacional del Peru SAA Interbank | Banco Internacional del Peru SAA Interbank | Banco Internacional del Peru SAA Interbank |  |
| &nbsp;&nbsp; 4.00% to 07/08/2025 then 5 yr. CMT Rate + 3.71%, 07/08/2030 (Callable 07/08/2025) | &nbsp;&nbsp; 4.00% to 07/08/2025 then 5 yr. CMT Rate + 3.71%, 07/08/2030 (Callable 07/08/2025) | 200000 | 197511 |
| &nbsp;&nbsp; 6.40% to 04/30/2030 then 5 yr. CMT Rate + 2.07%, 04/30/2035 (Callable 04/30/2030) <sup>(a)</sup> | &nbsp;&nbsp; 6.40% to 04/30/2030 then 5 yr. CMT Rate + 2.07%, 04/30/2035 (Callable 04/30/2030) <sup>(a)</sup> | 150000 | 152795 |
|  Banco Mercantil del Norte SA/Grand Cayman, 8.38% to 05/20/2031 then 5 yr. CMT Rate + 4.07%, Perpetual (Callable 05/20/2031) <sup>(a)</sup> | Banco Mercantil del Norte SA/Grand Cayman, 8.38% to 05/20/2031 then 5 yr. CMT Rate + 4.07%, Perpetual (Callable 05/20/2031) <sup>(a)</sup> | 200000 | 198500 |
|  Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/2026 | Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/2026 | 200000 | 195500 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |  |
| &nbsp;&nbsp; 3.38% to 04/02/2025 then SOFR + 1.33%, 04/02/2026 (Callable 04/02/2025) | &nbsp;&nbsp; 3.38% to 04/02/2025 then SOFR + 1.33%, 04/02/2026 (Callable 04/02/2025) | 250000 | 250000 |
| &nbsp;&nbsp; 2.69% to 04/22/2031 then SOFR + 1.32%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.69% to 04/22/2031 then SOFR + 1.32%, 04/22/2032 (Callable 04/22/2031) | 10000 | 8808 |
| &nbsp;&nbsp; 2.30% to 07/21/2031 then SOFR + 1.22%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.30% to 07/21/2031 then SOFR + 1.22%, 07/21/2032 (Callable 07/21/2031) | 2000 | 1709 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 2000 | 1754 |
| &nbsp;&nbsp; 4.57% to 04/27/2032 then SOFR + 1.83%, 04/27/2033 (Callable 04/27/2032) | &nbsp;&nbsp; 4.57% to 04/27/2032 then SOFR + 1.83%, 04/27/2033 (Callable 04/27/2032) | 5000 | 4834 |
| &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | 26000 | 26301 |
| &nbsp;&nbsp; 5.74% to 02/12/2035 then SOFR + 1.70%, 02/12/2036 (Callable 02/12/2035) | &nbsp;&nbsp; 5.74% to 02/12/2035 then SOFR + 1.70%, 02/12/2036 (Callable 02/12/2035) | 32000 | 31828 |
| &nbsp;&nbsp; 2.48% to 09/21/2031 then 5 yr. CMT Rate + 1.20%, 09/21/2036 (Callable 09/21/2031) | &nbsp;&nbsp; 2.48% to 09/21/2031 then 5 yr. CMT Rate + 1.20%, 09/21/2036 (Callable 09/21/2031) | 129000 | 107467 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |  |
| &nbsp;&nbsp; 3.80% to 12/15/2027 then 5 yr. Swap Rate USD + 1.43%, 12/15/2032 (Callable 12/15/2027) | &nbsp;&nbsp; 3.80% to 12/15/2027 then 5 yr. Swap Rate USD + 1.43%, 12/15/2032 (Callable 12/15/2027) | 73000 | 70549 |
| &nbsp;&nbsp; 7.33% to 11/26/2027 then Government of Canada 5 Year Bond Yield + 4.10%, 11/26/2082 (Callable 11/26/2027) | &nbsp;&nbsp; 7.33% to 11/26/2027 then Government of Canada 5 Year Bond Yield + 4.10%, 11/26/2082 (Callable 11/26/2027) | 270000 | 197249 |
| &nbsp;&nbsp; 7.30% to 11/26/2034 then 5 yr. CMT Rate + 3.01%, 11/26/2084 (Callable 11/26/2034) | &nbsp;&nbsp; 7.30% to 11/26/2034 then 5 yr. CMT Rate + 3.01%, 11/26/2084 (Callable 11/26/2034) | 270000 | 268494 |
| Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | Bank of New York Mellon Corp. |  |
| &nbsp;&nbsp; 6.30% to 03/20/2030 then 5 yr. CMT Rate + 2.30%, Perpetual (Callable 03/20/2030) <sup>(b)</sup> | &nbsp;&nbsp; 6.30% to 03/20/2030 then 5 yr. CMT Rate + 2.30%, Perpetual (Callable 03/20/2030) <sup>(b)</sup> | 31000 | 31620 |
| &nbsp;&nbsp; 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 (Callable 07/22/2031) | &nbsp;&nbsp; 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 (Callable 07/22/2031) | 58000 | 58504 |
|  Bank of Nova Scotia, 8.63% to 10/27/2027 then 5 yr. CMT Rate + 4.39%, 10/27/2082 (Callable 10/27/2027) | Bank of Nova Scotia, 8.63% to 10/27/2027 then 5 yr. CMT Rate + 4.39%, 10/27/2082 (Callable 10/27/2027) | 200000 | 208854 |
|  Barclays PLC, 7.63% to 09/15/2035 then USISSO05 + 3.69%, Perpetual (Callable 03/15/2035) | Barclays PLC, 7.63% to 09/15/2035 then USISSO05 + 3.69%, Perpetual (Callable 03/15/2035) | 200000 | 195500 |
|  BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX, 8.13% to 01/08/2034 then 5 yr. CMT Rate + 4.21%, 01/08/2039 (Callable 01/08/2034) | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX, 8.13% to 01/08/2034 then 5 yr. CMT Rate + 4.21%, 01/08/2039 (Callable 01/08/2034) | 200000 | 205976 |
|  Berkshire Hathaway Finance Corp., 2.38%, 06/19/2039 (Callable 03/19/2039) | Berkshire Hathaway Finance Corp., 2.38%, 06/19/2039 (Callable 03/19/2039) | 120000 | 104642 |
|  BNG Bank NV, 3.30%, 07/17/2028 | BNG Bank NV, 3.30%, 07/17/2028 | 240000 | 146250 |
|  BroadStreet Partners, Inc., 5.88%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | BroadStreet Partners, Inc., 5.88%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23875 |
|  Brookfield Finance, Inc., 5.81%, 03/03/2055 (Callable 09/03/2054) | Brookfield Finance, Inc., 5.81%, 03/03/2055 (Callable 09/03/2054) | 36000 | 35302 |
|  Brown & Brown, Inc., 2.38%, 03/15/2031 (Callable 12/15/2030) | Brown & Brown, Inc., 2.38%, 03/15/2031 (Callable 12/15/2030) | 83000 | 71304 |
|  Canadian Imperial Bank of Commerce, 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | Canadian Imperial Bank of Commerce, 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 36000 | 36414 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |  |
| &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | 80000 | 70042 |
| &nbsp;&nbsp; 5.41% to 09/19/2034 then 5 yr. CMT Rate + 1.73%, 09/19/2039 (Callable 09/19/2034) | &nbsp;&nbsp; 5.41% to 09/19/2034 then 5 yr. CMT Rate + 1.73%, 09/19/2039 (Callable 09/19/2034) | 38000 | 36371 |
|  Comerica, Inc., 5.98% to 01/30/2029 then SOFR + 2.16%, 01/30/2030 (Callable 01/30/2029) | Comerica, Inc., 5.98% to 01/30/2029 then SOFR + 2.16%, 01/30/2030 (Callable 01/30/2029) | 17000 | 17271 |
| Equinix, Inc. | Equinix, Inc. | Equinix, Inc. |  |
| &nbsp;&nbsp; 3.90%, 04/15/2032 (Callable 01/15/2032) | &nbsp;&nbsp; 3.90%, 04/15/2032 (Callable 01/15/2032) | 37000 | 34500 |
| &nbsp;&nbsp; 2.95%, 09/15/2051 (Callable 03/15/2051) | &nbsp;&nbsp; 2.95%, 09/15/2051 (Callable 03/15/2051) | 60000 | 36876 |
|  Extra Space Storage LP, 5.40%, 06/15/2035 (Callable 03/15/2035) | Extra Space Storage LP, 5.40%, 06/15/2035 (Callable 03/15/2035) | 36000 | 35768 |
|  First Citizens BancShares, Inc./NC, 6.25% to 03/12/2035 then 5 yr. CMT Rate + 1.97%, 03/12/2040 (Callable 12/12/2034) | First Citizens BancShares, Inc./NC, 6.25% to 03/12/2035 then 5 yr. CMT Rate + 1.97%, 03/12/2040 (Callable 12/12/2034) | 170000 | 167356 |
|  First Horizon Corp., 5.51% to 03/07/2030 then SOFR + 1.77%, 03/07/2031 (Callable 03/07/2030) | First Horizon Corp., 5.51% to 03/07/2030 then SOFR + 1.77%, 03/07/2031 (Callable 03/07/2030) | 145000 | 145645 |
|  Five Star Bancorp, 6.00% to 09/01/2027 then SOFR + 3.29%, 09/01/2032 (Callable 08/18/2027) <sup>(a)</sup> | Five Star Bancorp, 6.00% to 09/01/2027 then SOFR + 3.29%, 09/01/2032 (Callable 08/18/2027) <sup>(a)</sup> | 50000 | 47911 |
|  Freedom Mortgage Corp., 7.63%, 05/01/2026 (Callable 04/17/2025) <sup>(a)</sup> | Freedom Mortgage Corp., 7.63%, 05/01/2026 (Callable 04/17/2025) <sup>(a)</sup> | 85000 | 84575 |
|  GGAM Finance Ltd., 6.88%, 04/15/2029 (Callable 04/15/2026) <sup>(a)</sup> | GGAM Finance Ltd., 6.88%, 04/15/2029 (Callable 04/15/2026) <sup>(a)</sup> | 30000 | 30375 |
|  Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/2027 (Callable 03/01/2026) <sup>(a)</sup> | Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/2027 (Callable 03/01/2026) <sup>(a)</sup> | 65000 | 65975 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |  |
| &nbsp;&nbsp; 6.85% to 02/10/2030 then 5 yr. CMT Rate + 2.46%, Perpetual (Callable 02/10/2030) | &nbsp;&nbsp; 6.85% to 02/10/2030 then 5 yr. CMT Rate + 2.46%, Perpetual (Callable 02/10/2030) | 38000 | 38523 |
| &nbsp;&nbsp; 5.02% to 10/23/2034 then SOFR + 1.42%, 10/23/2035 (Callable 10/23/2034) | &nbsp;&nbsp; 5.02% to 10/23/2034 then SOFR + 1.42%, 10/23/2035 (Callable 10/23/2034) | 1000 | 972 |
|  Golub Capital BDC, Inc., 2.05%, 02/15/2027 (Callable 01/15/2027) | Golub Capital BDC, Inc., 2.05%, 02/15/2027 (Callable 01/15/2027) | 19000 | 17875 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |
| &nbsp;&nbsp; 3.38%, 12/15/2029 (Callable 09/15/2029) | &nbsp;&nbsp; 3.38%, 12/15/2029 (Callable 09/15/2029) | 85000 | 78993 |
| &nbsp;&nbsp; 3.50%, 09/15/2030 (Callable 06/15/2030) | &nbsp;&nbsp; 3.50%, 09/15/2030 (Callable 06/15/2030) | 65000 | 59575 |
| &nbsp;&nbsp; 5.70%, 07/01/2034 (Callable 04/01/2034) | &nbsp;&nbsp; 5.70%, 07/01/2034 (Callable 04/01/2034) | 68000 | 67981 |
|  HSBC Holdings PLC, 6.95% to 02/27/2032 then 5 yr. CMT Rate + 2.64%, Perpetual (Callable 08/27/2031) | HSBC Holdings PLC, 6.95% to 02/27/2032 then 5 yr. CMT Rate + 2.64%, Perpetual (Callable 08/27/2031) | 200000 | 199000 |
|  HUB International Ltd., 7.25%, 06/15/2030 (Callable 06/15/2026) <sup>(a)</sup> | HUB International Ltd., 7.25%, 06/15/2030 (Callable 06/15/2026) <sup>(a)</sup> | 15000 | 15394 |
| Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH |  |
| &nbsp;&nbsp; 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | &nbsp;&nbsp; 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | 20000 | 20208 |
| &nbsp;&nbsp; 5.71% to 02/02/2034 then SOFR + 1.87%, 02/02/2035 (Callable 02/02/2034) | &nbsp;&nbsp; 5.71% to 02/02/2034 then SOFR + 1.87%, 02/02/2035 (Callable 02/02/2034) | 19000 | 19202 |
|  Independent Bank Group, Inc., 8.38% to 08/15/2029 then 3 mo. Term SOFR + 4.61%, 08/15/2034 (Callable 08/15/2029) | Independent Bank Group, Inc., 8.38% to 08/15/2029 then 3 mo. Term SOFR + 4.61%, 08/15/2034 (Callable 08/15/2029) | 70000 | 71860 |
|  InRetail Shopping Malls, 5.75%, 04/03/2028 (Callable 04/11/2025) | InRetail Shopping Malls, 5.75%, 04/03/2028 (Callable 04/11/2025) | 250000 | 247500 |
|  Iron Mountain, Inc., 6.25%, 01/15/2033 (Callable 12/06/2027) <sup>(a)</sup> | Iron Mountain, Inc., 6.25%, 01/15/2033 (Callable 12/06/2027) <sup>(a)</sup> | 5000 | 4950 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |
| &nbsp;&nbsp; 2.08% to 04/22/2025 then SOFR + 1.85%, 04/22/2026 (Callable 04/22/2025) | &nbsp;&nbsp; 2.08% to 04/22/2025 then SOFR + 1.85%, 04/22/2026 (Callable 04/22/2025) | 500000 | 499431 |
| &nbsp;&nbsp; 4.45% to 12/05/2028 then 3 mo. Term SOFR + 1.59%, 12/05/2029 (Callable 12/05/2028) | &nbsp;&nbsp; 4.45% to 12/05/2028 then 3 mo. Term SOFR + 1.59%, 12/05/2029 (Callable 12/05/2028) | 11000 | 10921 |
| &nbsp;&nbsp; 5.14% to 01/24/2030 then SOFR + 0.90%, 01/24/2031 (Callable 01/24/2030) | &nbsp;&nbsp; 5.14% to 01/24/2030 then SOFR + 0.90%, 01/24/2031 (Callable 01/24/2030) | 31000 | 31407 |
|  KeyCorp, 4.79% to 06/01/2032 then SOFR + 2.06%, 06/01/2033 (Callable 06/01/2032) | KeyCorp, 4.79% to 06/01/2032 then SOFR + 2.06%, 06/01/2033 (Callable 06/01/2032) | 19000 | 18207 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. |  |
| &nbsp;&nbsp; 4.25%, 02/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 02/01/2027 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 82450 |
| &nbsp;&nbsp; 4.75%, 06/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 06/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23687 |
|  M&T Bank Corp., 6.08% to 03/13/2031 then SOFR + 2.26%, 03/13/2032 (Callable 03/13/2031) | M&T Bank Corp., 6.08% to 03/13/2031 then SOFR + 2.26%, 03/13/2032 (Callable 03/13/2031) | 33000 | 34121 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |  |
| &nbsp;&nbsp; 5.20%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | 37000 | 37110 |
| &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | 37000 | 36396 |
| &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | 4000 | 4155 |
|  Markel Group, Inc., 6.00%, 05/16/2054 (Callable 11/16/2053) | Markel Group, Inc., 6.00%, 05/16/2054 (Callable 11/16/2053) | 15000 | 15133 |
|  MetLife, Inc., 6.35% to 03/15/2035 then 5 yr. CMT Rate + 2.08%, 03/15/2055 (Callable 03/15/2035) | MetLife, Inc., 6.35% to 03/15/2035 then 5 yr. CMT Rate + 2.08%, 03/15/2055 (Callable 03/15/2035) | 30000 | 30143 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |  |
| &nbsp;&nbsp; 2.19% to 04/28/2025 then SOFR + 1.99%, 04/28/2026 (Callable 04/28/2025) | &nbsp;&nbsp; 2.19% to 04/28/2025 then SOFR + 1.99%, 04/28/2026 (Callable 04/28/2025) | 611000 | 609471 |
| &nbsp;&nbsp; 0.99% to 12/10/2025 then SOFR + 0.72%, 12/10/2026 (Callable 12/10/2025) | &nbsp;&nbsp; 0.99% to 12/10/2025 then SOFR + 0.72%, 12/10/2026 (Callable 12/10/2025) | 499000 | 486579 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | 3000 | 3043 |
| &nbsp;&nbsp; 5.95% to 01/19/2033 then 5 yr. CMT Rate + 2.43%, 01/19/2038 (Callable 01/19/2033) | &nbsp;&nbsp; 5.95% to 01/19/2033 then 5 yr. CMT Rate + 2.43%, 01/19/2038 (Callable 01/19/2033) | 18000 | 18193 |
| &nbsp;&nbsp; 5.94% to 02/07/2034 then 5 yr. CMT Rate + 1.80%, 02/07/2039 (Callable 02/07/2034) | &nbsp;&nbsp; 5.94% to 02/07/2034 then 5 yr. CMT Rate + 1.80%, 02/07/2039 (Callable 02/07/2034) | 35000 | 35457 |
|  MPT Operating Partnership LP / MPT Finance Corp., 3.50%, 03/15/2031 (Callable 03/15/2026) | MPT Operating Partnership LP / MPT Finance Corp., 3.50%, 03/15/2031 (Callable 03/15/2026) | 25000 | 16687 |
| Nationstar Mortgage Holdings, Inc. | Nationstar Mortgage Holdings, Inc. | Nationstar Mortgage Holdings, Inc. |  |
| &nbsp;&nbsp; 5.00%, 02/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 02/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 84363 |
| &nbsp;&nbsp; 5.13%, 12/15/2030 (Callable 12/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 12/15/2030 (Callable 12/15/2025) <sup>(a)</sup> | 25000 | 24938 |
| &nbsp;&nbsp; 5.75%, 11/15/2031 (Callable 11/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 11/15/2031 (Callable 11/15/2026) <sup>(a)</sup> | 40000 | 39850 |
|  Omega Healthcare Investors, Inc., 4.75%, 01/15/2028 (Callable 10/15/2027) | Omega Healthcare Investors, Inc., 4.75%, 01/15/2028 (Callable 10/15/2027) | 35000 | 34879 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |  |
| &nbsp;&nbsp; 3.50%, 01/15/2027 (Callable 05/02/2025) | &nbsp;&nbsp; 3.50%, 01/15/2027 (Callable 05/02/2025) | 85000 | 81387 |
| &nbsp;&nbsp; 6.63%, 01/15/2028 (Callable 07/15/2027) | &nbsp;&nbsp; 6.63%, 01/15/2028 (Callable 07/15/2027) | 25000 | 25156 |
| &nbsp;&nbsp; 7.50%, 05/15/2031 (Callable 05/15/2027) | &nbsp;&nbsp; 7.50%, 05/15/2031 (Callable 05/15/2027) | 35000 | 35438 |
|  Ontario Teachers' Finance Trust, 2.00%, 04/16/2031 <sup>(a)</sup> | Ontario Teachers' Finance Trust, 2.00%, 04/16/2031 <sup>(a)</sup> | 250000 | 218123 |
|  Panther Escrow Issuer LLC, 7.13%, 06/01/2031 (Callable 06/01/2027) <sup>(a)</sup> | Panther Escrow Issuer LLC, 7.13%, 06/01/2031 (Callable 06/01/2027) <sup>(a)</sup> | 50000 | 50812 |
|  Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer, 7.00%, 02/01/2030 (Callable 08/01/2026) <sup>(a)</sup> | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer, 7.00%, 02/01/2030 (Callable 08/01/2026) <sup>(a)</sup> | 75000 | 75562 |
|  PennyMac Financial Services, Inc., 7.88%, 12/15/2029 (Callable 12/15/2026) <sup>(a)</sup> | PennyMac Financial Services, Inc., 7.88%, 12/15/2029 (Callable 12/15/2026) <sup>(a)</sup> | 20000 | 20800 |
|  Popular, Inc., 7.25%, 03/13/2028 (Callable 02/13/2028) | Popular, Inc., 7.25%, 03/13/2028 (Callable 02/13/2028) | 160000 | 166640 |
|  PRA Group, Inc., 5.00%, 10/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | PRA Group, Inc., 5.00%, 10/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 22938 |
|  Provident Financial Services, Inc., 9.00% to 05/15/2029 then 3 mo. Term SOFR + 4.77%, 05/15/2034 (Callable 05/15/2029) | Provident Financial Services, Inc., 9.00% to 05/15/2029 then 3 mo. Term SOFR + 4.77%, 05/15/2034 (Callable 05/15/2029) | 110000 | 112935 |
|  Prudential Financial, Inc., 5.20%, 03/14/2035 (Callable 12/14/2034) | Prudential Financial, Inc., 5.20%, 03/14/2035 (Callable 12/14/2034) | 44000 | 43985 |
|  RHP Hotel Properties LP / RHP Finance Corp., 7.25%, 07/15/2028 (Callable 07/15/2025) <sup>(a)</sup> | RHP Hotel Properties LP / RHP Finance Corp., 7.25%, 07/15/2028 (Callable 07/15/2025) <sup>(a)</sup> | 25000 | 25500 |
|  RLJ Lodging Trust LP, 3.75%, 07/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | RLJ Lodging Trust LP, 3.75%, 07/01/2026 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 82875 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |  |
| &nbsp;&nbsp; 4.20% to 02/24/2027 then Government of Canada 5 Year Bond Yield + 2.71%, Perpetual (Callable 02/24/2027) | &nbsp;&nbsp; 4.20% to 02/24/2027 then Government of Canada 5 Year Bond Yield + 2.71%, Perpetual (Callable 02/24/2027) | 400000 | 250885 |
| &nbsp;&nbsp; 7.50% to 05/02/2029 then 5 yr. CMT Rate + 2.89%, 05/02/2084 (Callable 05/02/2029) | &nbsp;&nbsp; 7.50% to 05/02/2029 then 5 yr. CMT Rate + 2.89%, 05/02/2084 (Callable 05/02/2029) | 315000 | 322238 |
| &nbsp;&nbsp; 6.35% to 11/24/2034 then 5 yr. CMT Rate + 2.26%, 11/24/2084 (Callable 11/24/2034) | &nbsp;&nbsp; 6.35% to 11/24/2034 then 5 yr. CMT Rate + 2.26%, 11/24/2084 (Callable 11/24/2034) | 200000 | 189750 |
|  Santander Holdings USA, Inc., 5.47% to 03/20/2028 then SOFR + 1.61%, 03/20/2029 (Callable 03/20/2028) | Santander Holdings USA, Inc., 5.47% to 03/20/2028 then SOFR + 1.61%, 03/20/2029 (Callable 03/20/2028) | 23000 | 23116 |
| SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. |  |
| &nbsp;&nbsp; 3.88%, 02/15/2027 (Callable 04/12/2025) | &nbsp;&nbsp; 3.88%, 02/15/2027 (Callable 04/12/2025) | 250000 | 243125 |
| &nbsp;&nbsp; 3.13%, 02/01/2029 (Callable 05/02/2025) | &nbsp;&nbsp; 3.13%, 02/01/2029 (Callable 05/02/2025) | 205000 | 187095 |
|  Societe Generale SA, 8.13% to 05/21/2030 then 5 yr. CMT Rate + 3.79%, Perpetual (Callable 11/21/2029) <sup>(a)</sup> | Societe Generale SA, 8.13% to 05/21/2030 then 5 yr. CMT Rate + 3.79%, Perpetual (Callable 11/21/2029) <sup>(a)</sup> | 200000 | 199000 |
|  Sun Communities Operating LP, 2.70%, 07/15/2031 (Callable 04/15/2031) | Sun Communities Operating LP, 2.70%, 07/15/2031 (Callable 04/15/2031) | 43000 | 37393 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |  |
| &nbsp;&nbsp; 2.67%, 09/09/2025 | &nbsp;&nbsp; 2.67%, 09/09/2025 | 214000 | 148477 |
| &nbsp;&nbsp; 8.13% to 10/31/2027 then 5 yr. CMT Rate + 4.08%, 10/31/2082 (Callable 10/31/2027) | &nbsp;&nbsp; 8.13% to 10/31/2027 then 5 yr. CMT Rate + 4.08%, 10/31/2082 (Callable 10/31/2027) | 205000 | 213072 |
|  Truist Financial Corp., 5.15% to 08/05/2031 then SOFR + 1.57%, 08/05/2032 (Callable 08/05/2031) | Truist Financial Corp., 5.15% to 08/05/2031 then SOFR + 1.57%, 08/05/2032 (Callable 08/05/2031) | 69000 | 69041 |
| UBS Group AG | UBS Group AG | UBS Group AG |  |
| &nbsp;&nbsp; 7.00% to 08/10/2030 then USISSO05 + 3.08%, Perpetual (Callable 02/10/2030) <sup>(a)</sup> | &nbsp;&nbsp; 7.00% to 08/10/2030 then USISSO05 + 3.08%, Perpetual (Callable 02/10/2030) <sup>(a)</sup> | 200000 | 197500 |
| &nbsp;&nbsp; 7.13% to 02/10/2035 then USISSO05 + 3.18%, Perpetual (Callable 08/10/2034) <sup>(a)</sup> | &nbsp;&nbsp; 7.13% to 02/10/2035 then USISSO05 + 3.18%, Perpetual (Callable 08/10/2034) <sup>(a)</sup> | 200000 | 197000 |
|  United Wholesale Mortgage LLC, 5.50%, 11/15/2025 (Callable 05/02/2025) <sup>(a)</sup> | United Wholesale Mortgage LLC, 5.50%, 11/15/2025 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 84469 |
|  US Bancorp, 3.70% to 01/15/2027 then 5 yr. CMT Rate + 2.54%, Perpetual (Callable 01/15/2027) | US Bancorp, 3.70% to 01/15/2027 then 5 yr. CMT Rate + 2.54%, Perpetual (Callable 01/15/2027) | 120000 | 113400 |
|  VFH Parent LLC / Valor Co.-Issuer, Inc., 7.50%, 06/15/2031 (Callable 06/15/2027) <sup>(a)</sup> | VFH Parent LLC / Valor Co.-Issuer, Inc., 7.50%, 06/15/2031 (Callable 06/15/2027) <sup>(a)</sup> | 25000 | 25531 |
| VICI Properties LP | VICI Properties LP | VICI Properties LP |  |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 02/15/2032) | &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 02/15/2032) | 145000 | 141702 |
| &nbsp;&nbsp; 5.63%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.63%, 04/01/2035 (Callable 01/01/2035) | 110000 | 109088 |
| VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. |  |
| &nbsp;&nbsp; 4.63%, 12/01/2029 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 12/01/2029 (Callable 04/12/2025) <sup>(a)</sup> | 179000 | 173404 |
| &nbsp;&nbsp; 4.13%, 08/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.13%, 08/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | 165000 | 155184 |
|  Webster Financial Corp., 3.88% to 11/01/2025 then 3 mo. Term SOFR + 3.69%, 11/01/2030 (Callable 11/01/2025) | Webster Financial Corp., 3.88% to 11/01/2025 then 3 mo. Term SOFR + 3.69%, 11/01/2030 (Callable 11/01/2025) | 125000 | 122363 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |  |
| &nbsp;&nbsp; 4.54% (SOFR + 1.56%), 08/15/2026 (Callable 08/15/2025) | &nbsp;&nbsp; 4.54% (SOFR + 1.56%), 08/15/2026 (Callable 08/15/2025) | 519000 | 518711 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 25000 | 25083 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 72000 | 73993 |
| &nbsp;&nbsp; 3.90% to 07/22/2031 then 3 mo. EURIBOR + 1.22%, 07/22/2032 (Callable 07/22/2031) | &nbsp;&nbsp; 3.90% to 07/22/2031 then 3 mo. EURIBOR + 1.22%, 07/22/2032 (Callable 07/22/2031) | 100000 | 109617 |
|  Western Alliance Bancorp, 3.00% to 06/15/2026 then 3 mo. Term SOFR + 2.25%, 06/15/2031 (Callable 06/15/2026) | Western Alliance Bancorp, 3.00% to 06/15/2026 then 3 mo. Term SOFR + 2.25%, 06/15/2031 (Callable 06/15/2026) | 195000 | 183110 |
|  Westpac Banking Corp., 5.62% to 11/20/2034 then 1 yr. CMT Rate + 1.20%, 11/20/2035 (Callable 11/20/2034) | Westpac Banking Corp., 5.62% to 11/20/2034 then 1 yr. CMT Rate + 1.20%, 11/20/2035 (Callable 11/20/2034) | 36000 | 35886 |
|  |  |  | 13631826 |
| **Government - 1.7%** | **Government - 1.7%** | **Government - 1.7%** |  |
|  Asian Development Bank, 3.63%, 01/22/2029 | Asian Development Bank, 3.63%, 01/22/2029 | 1000000 | 92761 |
| Asian Infrastructure Investment Bank | Asian Infrastructure Investment Bank | Asian Infrastructure Investment Bank |  |
| &nbsp;&nbsp; 0.20%, 12/15/2025 | &nbsp;&nbsp; 0.20%, 12/15/2025 | 125000 | 156726 |
| &nbsp;&nbsp; 7.00%, 03/01/2029 | &nbsp;&nbsp; 7.00%, 03/01/2029 | 14400000 | 169444 |
| European Bank for Reconstruction & Development | European Bank for Reconstruction & Development | European Bank for Reconstruction & Development |  |
| &nbsp;&nbsp; 5.00%, 01/15/2026 | &nbsp;&nbsp; 5.00%, 01/15/2026 | 19600000 | 225690 |
| &nbsp;&nbsp; 6.30%, 10/26/2027 | &nbsp;&nbsp; 6.30%, 10/26/2027 | 11300000 | 131011 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |
| &nbsp;&nbsp; 1.25%, 02/17/2027 | &nbsp;&nbsp; 1.25%, 02/17/2027 | 360000 | 32435 |
| &nbsp;&nbsp; 0.25%, 01/20/2032 | &nbsp;&nbsp; 0.25%, 01/20/2032 | 150000 | 136851 |
|  Indonesia Government International Bond, 1.10%, 03/12/2033 | Indonesia Government International Bond, 1.10%, 03/12/2033 | 100000 | 86656 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |  |
| &nbsp;&nbsp; 2.75%, 10/30/2025 | &nbsp;&nbsp; 2.75%, 10/30/2025 | 115000 | 71278 |
| &nbsp;&nbsp; 2.70%, 01/29/2026 | &nbsp;&nbsp; 2.70%, 01/29/2026 | 90000 | 55607 |
| &nbsp;&nbsp; 7.00%, 01/25/2029 | &nbsp;&nbsp; 7.00%, 01/25/2029 | 11000000 | 129574 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |  |
| &nbsp;&nbsp; 1.25%, 03/16/2026 | &nbsp;&nbsp; 1.25%, 03/16/2026 | 620000 | 57196 |
| &nbsp;&nbsp; 1.20%, 08/08/2034 | &nbsp;&nbsp; 1.20%, 08/08/2034 | 260000 | 238372 |
|  International Development Association, 1.75%, 02/17/2027 | International Development Association, 1.75%, 02/17/2027 | 540000 | 48875 |
|  International Finance Corp., 0.38%, 09/10/2025 | International Finance Corp., 0.38%, 09/10/2025 | 250000 | 139938 |
|  Kommunalbanken AS, 4.25%, 07/16/2025 | Kommunalbanken AS, 4.25%, 07/16/2025 | 84000 | 52477 |
| New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond |  |
| &nbsp;&nbsp; 2.75%, 04/15/2025 | &nbsp;&nbsp; 2.75%, 04/15/2025 | 470000 | 266742 |
| &nbsp;&nbsp; 3.50%, 04/14/2033 | &nbsp;&nbsp; 3.50%, 04/14/2033 | 310000 | 165022 |
| New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond |  |
| &nbsp;&nbsp; 2.75%, 04/15/2025 | &nbsp;&nbsp; 2.75%, 04/15/2025 | 160000 | 90804 |
| &nbsp;&nbsp; 4.70%, 08/01/2028 | &nbsp;&nbsp; 4.70%, 08/01/2028 | 95000 | 60174 |
| Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond |  |
| &nbsp;&nbsp; 0.88%, 05/17/2027 | &nbsp;&nbsp; 0.88%, 05/17/2027 | 285000 | 294818 |
| &nbsp;&nbsp; 6.25%, 01/14/2036 | &nbsp;&nbsp; 6.25%, 01/14/2036 | 5000000 | 86149 |
|  Province of Ontario Canada, 3.10%, 01/31/2034 | Province of Ontario Canada, 3.10%, 01/31/2034 | 100000 | 106972 |
|  Province of Quebec Canada, 0.20%, 04/07/2025 | Province of Quebec Canada, 0.20%, 04/07/2025 | 100000 | 108089 |
|  Treasury Corp. of Victoria, 4.25%, 12/20/2032 | Treasury Corp. of Victoria, 4.25%, 12/20/2032 | 205000 | 123669 |
|  |  |  | 3127330 |
| **Industrial - 2.5%** | **Industrial - 2.5%** | **Industrial - 2.5%** |  |
|  AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 03/15/2026) <sup>(a)</sup> | AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 03/15/2026) <sup>(a)</sup> | 45000 | 45675 |
|  Advanced Drainage Systems, Inc., 6.38%, 06/15/2030 (Callable 07/15/2025) <sup>(a)</sup> | Advanced Drainage Systems, Inc., 6.38%, 06/15/2030 (Callable 07/15/2025) <sup>(a)</sup> | 35000 | 35000 |
|  AGCO Corp., 5.80%, 03/21/2034 (Callable 12/21/2033) | AGCO Corp., 5.80%, 03/21/2034 (Callable 12/21/2033) | 70000 | 70944 |
|  Airbus SE, 1.63%, 06/09/2030 (Callable 03/09/2030) | Airbus SE, 1.63%, 06/09/2030 (Callable 03/09/2030) | 100000 | 101409 |
|  Amcor Flexibles North America, Inc., 5.10%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | Amcor Flexibles North America, Inc., 5.10%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | 9000 | 9070 |
|  Amphenol Corp., 5.38%, 11/15/2054 (Callable 05/15/2054) | Amphenol Corp., 5.38%, 11/15/2054 (Callable 05/15/2054) | 31000 | 30511 |
|  Arcosa, Inc., 6.88%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | Arcosa, Inc., 6.88%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 25000 | 25313 |
|  Arrow Electronics, Inc., 5.88%, 04/10/2034 (Callable 01/10/2034) | Arrow Electronics, Inc., 5.88%, 04/10/2034 (Callable 01/10/2034) | 36000 | 36409 |
| Ball Corp. | Ball Corp. | Ball Corp. |  |
| &nbsp;&nbsp; 6.88%, 03/15/2028 (Callable 04/17/2025) | &nbsp;&nbsp; 6.88%, 03/15/2028 (Callable 04/17/2025) | 175000 | 178281 |
| &nbsp;&nbsp; 2.88%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.88%, 08/15/2030 (Callable 05/15/2030) | 380000 | 330600 |
|  Berry Global, Inc., 5.63%, 07/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | Berry Global, Inc., 5.63%, 07/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 50000 | 49875 |
|  Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/2034 <sup>(d)</sup> | Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/2034 <sup>(d)</sup> | 237536 | 184388 |
| Boeing Co. | Boeing Co. | Boeing Co. |  |
| &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | 380000 | 381894 |
| &nbsp;&nbsp; 5.81%, 05/01/2050 (Callable 11/01/2049) | &nbsp;&nbsp; 5.81%, 05/01/2050 (Callable 11/01/2049) | 145000 | 137678 |
| Bombardier, Inc. | Bombardier, Inc. | Bombardier, Inc. |  |
| &nbsp;&nbsp; 7.88%, 04/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 7.88%, 04/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 29000 | 29000 |
| &nbsp;&nbsp; 7.50%, 02/01/2029 (Callable 02/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 7.50%, 02/01/2029 (Callable 02/01/2026) <sup>(a)</sup> | 15000 | 15263 |
| &nbsp;&nbsp; 7.25%, 07/01/2031 (Callable 07/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.25%, 07/01/2031 (Callable 07/01/2027) <sup>(a)</sup> | 5000 | 5012 |
|  Brand Industrial Services, Inc., 10.38%, 08/01/2030 (Callable 08/01/2026) <sup>(a)</sup> | Brand Industrial Services, Inc., 10.38%, 08/01/2030 (Callable 08/01/2026) <sup>(a)</sup> | 15000 | 14287 |
|  Builders FirstSource, Inc., 6.38%, 03/01/2034 (Callable 03/01/2029) <sup>(a)</sup> | Builders FirstSource, Inc., 6.38%, 03/01/2034 (Callable 03/01/2029) <sup>(a)</sup> | 35000 | 34650 |
|  Burlington Northern Santa Fe LLC, 5.50%, 03/15/2055 (Callable 09/15/2054) | Burlington Northern Santa Fe LLC, 5.50%, 03/15/2055 (Callable 09/15/2054) | 34000 | 33741 |
|  Cascades, Inc./Cascades USA, Inc., 5.38%, 01/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | Cascades, Inc./Cascades USA, Inc., 5.38%, 01/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24156 |
|  Cellnex Finance Co. SA, 2.00%, 09/15/2032 (Callable 06/15/2032) | Cellnex Finance Co. SA, 2.00%, 09/15/2032 (Callable 06/15/2032) | 100000 | 95606 |
|  Clean Harbors, Inc., 6.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | Clean Harbors, Inc., 6.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | 25000 | 25156 |
|  Clydesdale Acquisition Holdings, Inc., 6.75%, 04/15/2032 (Callable 04/15/2028) <sup>(a)</sup> | Clydesdale Acquisition Holdings, Inc., 6.75%, 04/15/2032 (Callable 04/15/2028) <sup>(a)</sup> | 5000 | 5038 |
|  Cornerstone Building Brands, Inc., 9.50%, 08/15/2029 (Callable 08/15/2026) <sup>(a)</sup> | Cornerstone Building Brands, Inc., 9.50%, 08/15/2029 (Callable 08/15/2026) <sup>(a)</sup> | 20000 | 16625 |
| CSX Corp. | CSX Corp. | CSX Corp. |  |
| &nbsp;&nbsp; 5.05%, 06/15/2035 (Callable 03/15/2035) | &nbsp;&nbsp; 5.05%, 06/15/2035 (Callable 03/15/2035) | 7000 | 6976 |
| &nbsp;&nbsp; 3.80%, 11/01/2046 (Callable 05/01/2046) | &nbsp;&nbsp; 3.80%, 11/01/2046 (Callable 05/01/2046) | 80000 | 62742 |
|  EMRLD Borrower LP / Emerald Co.-Issuer, Inc., 6.63%, 12/15/2030 (Callable 06/15/2026) <sup>(a)</sup> | EMRLD Borrower LP / Emerald Co.-Issuer, Inc., 6.63%, 12/15/2030 (Callable 06/15/2026) <sup>(a)</sup> | 55000 | 54931 |
|  Fortress Transportation and Infrastructure Investors LLC, 5.88%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | Fortress Transportation and Infrastructure Investors LLC, 5.88%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | 30000 | 28762 |
|  GATX Corp., 5.50%, 06/15/2035 (Callable 03/15/2035) | GATX Corp., 5.50%, 06/15/2035 (Callable 03/15/2035) | 21000 | 21010 |
|  Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 35000 | 34781 |
|  GFL Environmental, Inc., 4.00%, 08/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | GFL Environmental, Inc., 4.00%, 08/01/2028 (Callable 04/12/2025) <sup>(a)</sup> | 25000 | 23750 |
|  Global Infrastructure Solutions, Inc., 5.63%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Global Infrastructure Solutions, Inc., 5.63%, 06/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24000 |
|  Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | 20000 | 19650 |
|  Graham Packaging Co., Inc., 7.13%, 08/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | Graham Packaging Co., Inc., 7.13%, 08/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24344 |
|  Griffon Corp., 5.75%, 03/01/2028 (Callable 05/02/2025) | Griffon Corp., 5.75%, 03/01/2028 (Callable 05/02/2025) | 30000 | 29250 |
|  Hexcel Corp., 5.88%, 02/26/2035 (Callable 11/26/2034) | Hexcel Corp., 5.88%, 02/26/2035 (Callable 11/26/2034) | 22000 | 22467 |
|  Husky Injection Molding Systems Ltd. / Titan Co.-Borrower LLC, 9.00%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | Husky Injection Molding Systems Ltd. / Titan Co.-Borrower LLC, 9.00%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | 45000 | 45000 |
|  Imola Merger Corp., 4.75%, 05/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | Imola Merger Corp., 4.75%, 05/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23656 |
|  Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co.-Issuer LLC, 6.00%, 09/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co.-Issuer LLC, 6.00%, 09/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 24313 |
|  Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/2034 | Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/2034 | 162283 | 164228 |
|  Madison IAQ LLC, 5.88%, 06/30/2029 (Callable 05/02/2025) <sup>(a)</sup> | Madison IAQ LLC, 5.88%, 06/30/2029 (Callable 05/02/2025) <sup>(a)</sup> | 40000 | 37600 |
|  MasTec, Inc., 5.90%, 06/15/2029 (Callable 05/15/2029) | MasTec, Inc., 5.90%, 06/15/2029 (Callable 05/15/2029) | 37000 | 37557 |
|  Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC, 6.75%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC, 6.75%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | 30000 | 29663 |
|  MV24 Capital BV, 6.75%, 06/01/2034 | MV24 Capital BV, 6.75%, 06/01/2034 | 150420 | 144779 |
|  Northrop Grumman Corp., 5.20%, 06/01/2054 (Callable 12/01/2053) | Northrop Grumman Corp., 5.20%, 06/01/2054 (Callable 12/01/2053) | 66000 | 61880 |
|  Owens Corning, 5.70%, 06/15/2034 (Callable 03/15/2034) | Owens Corning, 5.70%, 06/15/2034 (Callable 03/15/2034) | 32000 | 32779 |
|  Owens-Brockway Glass Container, Inc., 7.25%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | Owens-Brockway Glass Container, Inc., 7.25%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 25000 | 24313 |
|  Penske Truck Leasing Co. Lp / PTL Finance Corp., 5.25%, 02/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | Penske Truck Leasing Co. Lp / PTL Finance Corp., 5.25%, 02/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | 71000 | 71892 |
|  Quikrete Holdings, Inc., 6.75%, 03/01/2033 (Callable 03/01/2028) <sup>(a)</sup> | Quikrete Holdings, Inc., 6.75%, 03/01/2033 (Callable 03/01/2028) <sup>(a)</sup> | 85000 | 84469 |
|  Regal Rexnord Corp., 6.05%, 04/15/2028 (Callable 03/15/2028) | Regal Rexnord Corp., 6.05%, 04/15/2028 (Callable 03/15/2028) | 68000 | 69674 |
|  Republic Services, Inc., 5.15%, 03/15/2035 (Callable 12/15/2034) | Republic Services, Inc., 5.15%, 03/15/2035 (Callable 12/15/2034) | 44000 | 44265 |
| Sealed Air Corp. | Sealed Air Corp. | Sealed Air Corp. |  |
| &nbsp;&nbsp; 4.00%, 12/01/2027 (Callable 09/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 12/01/2027 (Callable 09/01/2027) <sup>(a)</sup> | 25000 | 24031 |
| &nbsp;&nbsp; 5.00%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 04/15/2029 (Callable 05/02/2025) <sup>(a)</sup> | 65000 | 63131 |
|  Sealed Air Corp./Sealed Air Corp. US, 7.25%, 02/15/2031 (Callable 11/15/2026) <sup>(a)</sup> | Sealed Air Corp./Sealed Air Corp. US, 7.25%, 02/15/2031 (Callable 11/15/2026) <sup>(a)</sup> | 20000 | 20650 |
|  Sensata Technologies, Inc., 3.75%, 02/15/2031 (Callable 02/15/2026) <sup>(a)</sup> | Sensata Technologies, Inc., 3.75%, 02/15/2031 (Callable 02/15/2026) <sup>(a)</sup> | 25000 | 21625 |
|  Simpar Europe SA, 5.20%, 01/26/2031 (Callable 01/26/2026) | Simpar Europe SA, 5.20%, 01/26/2031 (Callable 01/26/2026) | 200000 | 157000 |
|  Smyrna Ready Mix Concrete LLC, 8.88%, 11/15/2031 (Callable 11/15/2026) <sup>(a)</sup> | Smyrna Ready Mix Concrete LLC, 8.88%, 11/15/2031 (Callable 11/15/2026) <sup>(a)</sup> | 25000 | 25813 |
|  Sonoco Products Co., 4.60%, 09/01/2029 (Callable 08/01/2029) | Sonoco Products Co., 4.60%, 09/01/2029 (Callable 08/01/2029) | 34000 | 33623 |
|  Standard Building Solutions, Inc., 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | Standard Building Solutions, Inc., 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 15000 | 15000 |
| Standard Industries, Inc./NY | Standard Industries, Inc./NY | Standard Industries, Inc./NY |  |
| &nbsp;&nbsp; 5.00%, 02/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 02/15/2027 (Callable 05/02/2025) <sup>(a)</sup> | 85000 | 83406 |
| &nbsp;&nbsp; 3.38%, 01/15/2031 (Callable 07/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.38%, 01/15/2031 (Callable 07/15/2025) <sup>(a)</sup> | 25000 | 21656 |
|  Stanley Black & Decker, Inc., 6.71% to 03/15/2030 then 5 yr. CMT Rate + 2.66%, 03/15/2060 (Callable 03/15/2030) | Stanley Black & Decker, Inc., 6.71% to 03/15/2030 then 5 yr. CMT Rate + 2.66%, 03/15/2060 (Callable 03/15/2030) | 355000 | 352939 |
|  Star Leasing Co. LLC, 7.63%, 02/15/2030 (Callable 02/15/2027) <sup>(a)</sup> | Star Leasing Co. LLC, 7.63%, 02/15/2030 (Callable 02/15/2027) <sup>(a)</sup> | 20000 | 19200 |
|  TransDigm, Inc., 7.13%, 12/01/2031 (Callable 12/01/2026) <sup>(a)</sup> | TransDigm, Inc., 7.13%, 12/01/2031 (Callable 12/01/2026) <sup>(a)</sup> | 320000 | 329200 |
|  Trident TPI Holdings, Inc., 12.75%, 12/31/2028 (Callable 12/31/2025) <sup>(a)</sup> | Trident TPI Holdings, Inc., 12.75%, 12/31/2028 (Callable 12/31/2025) <sup>(a)</sup> | 45000 | 48094 |
|  Watco Cos. LLC / Watco Finance Corp., 7.13%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | Watco Cos. LLC / Watco Finance Corp., 7.13%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | 30000 | 30113 |
|  Weekley Homes LLC / Weekley Finance Corp., 4.88%, 09/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | Weekley Homes LLC / Weekley Finance Corp., 4.88%, 09/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23625 |
|  WESCO Distribution, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | WESCO Distribution, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 10000 | 10038 |
|  Wilsonart LLC, 11.00%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | Wilsonart LLC, 11.00%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 30000 | 27525 |
|  XPO, Inc., 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | XPO, Inc., 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | 30000 | 30675 |
|  |  |  | 4501656 |
| **Technology - 0.9%** | **Technology - 0.9%** | **Technology - 0.9%** |  |
|  Amentum Holdings, Inc., 7.25%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | Amentum Holdings, Inc., 7.25%, 08/01/2032 (Callable 08/01/2027) <sup>(a)</sup> | 45000 | 44212 |
|  AppLovin Corp., 5.38%, 12/01/2031 (Callable 10/01/2031) | AppLovin Corp., 5.38%, 12/01/2031 (Callable 10/01/2031) | 32000 | 32207 |
|  AthenaHealth Group, Inc., 6.50%, 02/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | AthenaHealth Group, Inc., 6.50%, 02/15/2030 (Callable 05/02/2025) <sup>(a)</sup> | 20000 | 18700 |
|  Atlassian Corp., 5.25%, 05/15/2029 (Callable 04/15/2029) | Atlassian Corp., 5.25%, 05/15/2029 (Callable 04/15/2029) | 26000 | 26469 |
|  Broadcom, Inc., 3.50%, 02/15/2041 (Callable 08/15/2040) <sup>(a)</sup> | Broadcom, Inc., 3.50%, 02/15/2041 (Callable 08/15/2040) <sup>(a)</sup> | 84000 | 65768 |
|  CDW LLC / CDW Finance Corp., 3.57%, 12/01/2031 (Callable 09/01/2031) | CDW LLC / CDW Finance Corp., 3.57%, 12/01/2031 (Callable 09/01/2031) | 40000 | 36069 |
|  Central Parent LLC / CDK Global II LLC / CDK Financing Co., Inc., 8.00%, 06/15/2029 (Callable 06/15/2025) <sup>(a)</sup> | Central Parent LLC / CDK Global II LLC / CDK Financing Co., Inc., 8.00%, 06/15/2029 (Callable 06/15/2025) <sup>(a)</sup> | 10000 | 8763 |
|  Cloud Software Group, Inc., 6.50%, 03/31/2029 (Callable 09/30/2025) <sup>(a)</sup> | Cloud Software Group, Inc., 6.50%, 03/31/2029 (Callable 09/30/2025) <sup>(a)</sup> | 10000 | 9700 |
|  Dell International LLC / EMC Corp., 8.35%, 07/15/2046 (Callable 01/15/2046) | Dell International LLC / EMC Corp., 8.35%, 07/15/2046 (Callable 01/15/2046) | 110000 | 137663 |
|  Dell, Inc., 6.50%, 04/15/2038 | Dell, Inc., 6.50%, 04/15/2038 | 36000 | 37924 |
|  Ellucian Holdings, Inc., 6.50%, 12/01/2029 (Callable 12/01/2026) <sup>(a)</sup> | Ellucian Holdings, Inc., 6.50%, 12/01/2029 (Callable 12/01/2026) <sup>(a)</sup> | 25000 | 24563 |
|  Entegris, Inc., 3.63%, 05/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | Entegris, Inc., 3.63%, 05/01/2029 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 22875 |
|  Fiserv, Inc., 5.45%, 03/15/2034 (Callable 12/15/2033) | Fiserv, Inc., 5.45%, 03/15/2034 (Callable 12/15/2033) | 66000 | 66666 |
|  Fortress Intermediate 3, Inc., 7.50%, 06/01/2031 (Callable 06/01/2027) <sup>(a)</sup> | Fortress Intermediate 3, Inc., 7.50%, 06/01/2031 (Callable 06/01/2027) <sup>(a)</sup> | 25000 | 25187 |
|  Gartner, Inc., 3.75%, 10/01/2030 (Callable 10/01/2025) <sup>(a)</sup> | Gartner, Inc., 3.75%, 10/01/2030 (Callable 10/01/2025) <sup>(a)</sup> | 125000 | 115505 |
|  Hewlett Packard Enterprise Co., 5.00%, 10/15/2034 (Callable 07/15/2034) | Hewlett Packard Enterprise Co., 5.00%, 10/15/2034 (Callable 07/15/2034) | 83000 | 80634 |
|  Kyndryl Holdings, Inc., 4.10%, 10/15/2041 (Callable 04/15/2041) | Kyndryl Holdings, Inc., 4.10%, 10/15/2041 (Callable 04/15/2041) | 90000 | 69543 |
|  Marvell Technology, Inc., 5.95%, 09/15/2033 (Callable 06/15/2033) | Marvell Technology, Inc., 5.95%, 09/15/2033 (Callable 06/15/2033) | 69000 | 71615 |
|  Micron Technology, Inc., 5.80%, 01/15/2035 (Callable 11/15/2034) | Micron Technology, Inc., 5.80%, 01/15/2035 (Callable 11/15/2034) | 50000 | 51168 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |  |
| &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 05/02/2025) <sup>(a)</sup> | 250000 | 230517 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 06/01/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 06/01/2025) <sup>(a)</sup> | 105000 | 97797 |
| &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(a)</sup> | 161000 | 145733 |
| &nbsp;&nbsp; 3.25%, 08/15/2033 (Callable 08/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 08/15/2033 (Callable 08/15/2027) <sup>(a)</sup> | 45000 | 38738 |
|  Open Text Corp., 3.88%, 02/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | Open Text Corp., 3.88%, 02/15/2028 (Callable 05/02/2025) <sup>(a)</sup> | 25000 | 23469 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |  |
| &nbsp;&nbsp; 3.80%, 11/15/2037 (Callable 05/15/2037) | &nbsp;&nbsp; 3.80%, 11/15/2037 (Callable 05/15/2037) | 21000 | 17685 |
| &nbsp;&nbsp; 5.38%, 09/27/2054 (Callable 03/27/2054) | &nbsp;&nbsp; 5.38%, 09/27/2054 (Callable 03/27/2054) | 37000 | 33738 |
|  Qorvo, Inc., 3.38%, 04/01/2031 (Callable 04/01/2026) <sup>(a)</sup> | Qorvo, Inc., 3.38%, 04/01/2031 (Callable 04/01/2026) <sup>(a)</sup> | 32000 | 28040 |
|  UKG, Inc., 6.88%, 02/01/2031 (Callable 02/01/2027) <sup>(a)</sup> | UKG, Inc., 6.88%, 02/01/2031 (Callable 02/01/2027) <sup>(a)</sup> | 40000 | 40450 |
|  Workday, Inc., 3.80%, 04/01/2032 (Callable 01/01/2032) | Workday, Inc., 3.80%, 04/01/2032 (Callable 01/01/2032) | 36000 | 33217 |
|  |  |  | 1634615 |
| **Utilities - 2.9%** | **Utilities - 2.9%** | **Utilities - 2.9%** |  |
|  Adani Electricity Mumbai Ltd., 3.87%, 07/22/2031 (Callable 01/22/2031) | Adani Electricity Mumbai Ltd., 3.87%, 07/22/2031 (Callable 01/22/2031) | 200000 | 161205 |
|  Adani Transmission Step-One Ltd., 4.25%, 05/21/2036 | Adani Transmission Step-One Ltd., 4.25%, 05/21/2036 | 145000 | 119411 |
|  AEP Texas, Inc., 5.45%, 05/15/2029 (Callable 04/15/2029) | AEP Texas, Inc., 5.45%, 05/15/2029 (Callable 04/15/2029) | 20000 | 20470 |
|  AES Corp., 7.60% to 01/15/2030 then 5 yr. CMT Rate + 3.20%, 01/15/2055 (Callable 10/15/2029) | AES Corp., 7.60% to 01/15/2030 then 5 yr. CMT Rate + 3.20%, 01/15/2055 (Callable 10/15/2029) | 530000 | 536625 |
|  American Electric Power Co., Inc., 6.95% to 12/15/2034 then 5 yr. CMT Rate + 2.68%, 12/15/2054 (Callable 09/15/2034) | American Electric Power Co., Inc., 6.95% to 12/15/2034 then 5 yr. CMT Rate + 2.68%, 12/15/2054 (Callable 09/15/2034) | 290000 | 294968 |
|  Arizona Public Service Co., 5.70%, 08/15/2034 (Callable 05/15/2034) | Arizona Public Service Co., 5.70%, 08/15/2034 (Callable 05/15/2034) | 32000 | 32537 |
|  Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | 65000 | 67145 |
|  Calpine Corp., 5.00%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | Calpine Corp., 5.00%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | 25000 | 23812 |
|  Chile Electricity Lux MPC Sarl, 6.01%, 01/20/2033 | Chile Electricity Lux MPC Sarl, 6.01%, 01/20/2033 | 186000 | 189377 |
|  Chile Electricity PEC SpA, 0.00%, 01/25/2028 <sup>(a)(d)</sup> | Chile Electricity PEC SpA, 0.00%, 01/25/2028 <sup>(a)(d)</sup> | 194834 | 168773 |
|  CMS Energy Corp., 6.50% to 06/01/2035 then 5 yr. CMT Rate + 1.96%, 06/01/2055 (Callable 03/01/2035) | CMS Energy Corp., 6.50% to 06/01/2035 then 5 yr. CMT Rate + 1.96%, 06/01/2055 (Callable 03/01/2035) | 65000 | 63538 |
|  Comision Federal de Electricidad, 6.45%, 01/24/2035 (Callable 10/24/2034) <sup>(a)</sup> | Comision Federal de Electricidad, 6.45%, 01/24/2035 (Callable 10/24/2034) <sup>(a)</sup> | 200000 | 192696 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. |  |
| &nbsp;&nbsp; 7.00% to 06/01/2034 then 5 yr. CMT Rate + 2.51%, 06/01/2054 (Callable 03/03/2034) | &nbsp;&nbsp; 7.00% to 06/01/2034 then 5 yr. CMT Rate + 2.51%, 06/01/2054 (Callable 03/03/2034) | 155000 | 163331 |
| &nbsp;&nbsp; 6.88% to 02/01/2030 then 5 yr. CMT Rate + 2.39%, 02/01/2055 (Callable 11/03/2029) | &nbsp;&nbsp; 6.88% to 02/01/2030 then 5 yr. CMT Rate + 2.39%, 02/01/2055 (Callable 11/03/2029) | 125000 | 128437 |
| &nbsp;&nbsp; 6.63% to 05/15/2035 then 5 yr. CMT Rate + 2.21%, 05/15/2055 (Callable 02/15/2035) | &nbsp;&nbsp; 6.63% to 05/15/2035 then 5 yr. CMT Rate + 2.21%, 05/15/2055 (Callable 02/15/2035) | 162000 | 160988 |
|  DPL, Inc., 4.13%, 07/01/2025 (Callable 05/02/2025) | DPL, Inc., 4.13%, 07/01/2025 (Callable 05/02/2025) | 160000 | 159200 |
|  DTE Energy Co., 5.85%, 06/01/2034 (Callable 03/01/2034) | DTE Energy Co., 5.85%, 06/01/2034 (Callable 03/01/2034) | 52000 | 53806 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |  |
| &nbsp;&nbsp; 5.00%, 08/15/2052 (Callable 02/15/2052) | &nbsp;&nbsp; 5.00%, 08/15/2052 (Callable 02/15/2052) | 25000 | 21810 |
| &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | 51000 | 49845 |
| &nbsp;&nbsp; 6.45% to 09/01/2034 then 5 yr. CMT Rate + 2.59%, 09/01/2054 (Callable 06/03/2034) | &nbsp;&nbsp; 6.45% to 09/01/2034 then 5 yr. CMT Rate + 2.59%, 09/01/2054 (Callable 06/03/2034) | 35000 | 34936 |
|  E.ON SE, 0.63%, 11/07/2031 (Callable 08/07/2031) | E.ON SE, 0.63%, 11/07/2031 (Callable 08/07/2031) | 75000 | 68738 |
|  Emera, Inc., 6.75% to 06/15/2026 then 3 mo. LIBOR US + 5.44%, 06/15/2076 (Callable 06/15/2026) <sup>(e)</sup> | Emera, Inc., 6.75% to 06/15/2026 then 3 mo. LIBOR US + 5.44%, 06/15/2076 (Callable 06/15/2026) <sup>(e)</sup> | 230000 | 230863 |
|  Empresa Electrica Cochrane SpA, 5.50%, 05/14/2027 | Empresa Electrica Cochrane SpA, 5.50%, 05/14/2027 | 76900 | 75170 |
|  Entergy Louisiana LLC, 5.80%, 03/15/2055 (Callable 09/15/2054) | Entergy Louisiana LLC, 5.80%, 03/15/2055 (Callable 09/15/2054) | 74000 | 74163 |
|  EUSHI Finance, Inc., 7.63% to 12/15/2029 then 5 yr. CMT Rate + 3.14%, 12/15/2054 (Callable 09/15/2029) | EUSHI Finance, Inc., 7.63% to 12/15/2029 then 5 yr. CMT Rate + 3.14%, 12/15/2054 (Callable 09/15/2029) | 80000 | 83458 |
|  Eversource Energy, 5.50%, 01/01/2034 (Callable 10/01/2033) | Eversource Energy, 5.50%, 01/01/2034 (Callable 10/01/2033) | 36000 | 36122 |
|  Exelon Corp., 6.50% to 03/15/2035 then 5 yr. CMT Rate + 1.98%, 03/15/2055 (Callable 12/15/2034) | Exelon Corp., 6.50% to 03/15/2035 then 5 yr. CMT Rate + 1.98%, 03/15/2055 (Callable 12/15/2034) | 165000 | 164959 |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, 01/31/2041 (Callable 07/31/2040) <sup>(a)</sup> | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, 01/31/2041 (Callable 07/31/2040) <sup>(a)</sup> | 198850 | 196678 |
|  JSW Hydro Energy Ltd., 4.13%, 05/18/2031 (Callable 05/18/2026) | JSW Hydro Energy Ltd., 4.13%, 05/18/2031 (Callable 05/18/2026) | 295000 | 264763 |
|  Lightning Power LLC, 7.25%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | Lightning Power LLC, 7.25%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 45000 | 46237 |
|  Mong Duong Finance Holdings BV, 5.13%, 05/07/2029 (Callable 05/01/2025) | Mong Duong Finance Holdings BV, 5.13%, 05/07/2029 (Callable 05/01/2025) | 190613 | 184418 |
|  National Fuel Gas Co., 5.95%, 03/15/2035 (Callable 12/15/2034) | National Fuel Gas Co., 5.95%, 03/15/2035 (Callable 12/15/2034) | 15000 | 15286 |
|  National Rural Utilities Cooperative Finance Corp., 7.46% (3 mo. Term SOFR + 3.17%), 04/30/2043 (Callable 05/02/2025) | National Rural Utilities Cooperative Finance Corp., 7.46% (3 mo. Term SOFR + 3.17%), 04/30/2043 (Callable 05/02/2025) | 125000 | 125064 |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |  |
| &nbsp;&nbsp; 6.75% to 06/15/2034 then 5 yr. CMT Rate + 2.46%, 06/15/2054 (Callable 03/15/2034) | &nbsp;&nbsp; 6.75% to 06/15/2034 then 5 yr. CMT Rate + 2.46%, 06/15/2054 (Callable 03/15/2034) | 18000 | 18583 |
| &nbsp;&nbsp; 6.50% to 08/15/2035 then 5 yr. CMT Rate + 1.98%, 08/15/2055 (Callable 05/15/2035) | &nbsp;&nbsp; 6.50% to 08/15/2035 then 5 yr. CMT Rate + 1.98%, 08/15/2055 (Callable 05/15/2035) | 90000 | 91012 |
| &nbsp;&nbsp; 5.65% to 05/01/2029 then 3 mo. LIBOR US + 3.16%, 05/01/2079 (Callable 05/01/2029) <sup>(e)</sup> | &nbsp;&nbsp; 5.65% to 05/01/2029 then 3 mo. LIBOR US + 3.16%, 05/01/2079 (Callable 05/01/2029) <sup>(e)</sup> | 110000 | 108075 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |  |
| &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | 66000 | 66136 |
| &nbsp;&nbsp; 6.95% to 11/30/2029 then 5 yr. CMT Rate + 2.45%, 11/30/2054 (Callable 08/30/2029) | &nbsp;&nbsp; 6.95% to 11/30/2029 then 5 yr. CMT Rate + 2.45%, 11/30/2054 (Callable 08/30/2029) | 18000 | 18298 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | 30000 | 29814 |
|  NRG Energy, Inc., 6.00%, 02/01/2033 (Callable 11/01/2027) <sup>(a)</sup> | NRG Energy, Inc., 6.00%, 02/01/2033 (Callable 11/01/2027) <sup>(a)</sup> | 15000 | 14588 |
|  Oklahoma Gas and Electric Co., 5.80%, 04/01/2055 (Callable 10/01/2054) | Oklahoma Gas and Electric Co., 5.80%, 04/01/2055 (Callable 10/01/2054) | 36000 | 36091 |
|  Pike Corp., 8.63%, 01/31/2031 (Callable 01/31/2027) <sup>(a)</sup> | Pike Corp., 8.63%, 01/31/2031 (Callable 01/31/2027) <sup>(a)</sup> | 15000 | 15750 |
|  San Diego Gas & Electric Co., 5.55%, 04/15/2054 (Callable 10/15/2053) | San Diego Gas & Electric Co., 5.55%, 04/15/2054 (Callable 10/15/2053) | 22000 | 21138 |
|  Sempra, 6.55% to 04/01/2035 then 5 yr. CMT Rate + 2.14%, 04/01/2055 (Callable 01/01/2035) | Sempra, 6.55% to 04/01/2035 then 5 yr. CMT Rate + 2.14%, 04/01/2055 (Callable 01/01/2035) | 110000 | 104665 |
|  South Jersey Industries, Inc., 5.02%, 04/15/2031 <sup>(f)</sup> | South Jersey Industries, Inc., 5.02%, 04/15/2031 <sup>(f)</sup> | 109000 | 92692 |
|  Southern Co., 6.38% to 03/15/2035 then 5 yr. CMT Rate + 2.07%, 03/15/2055 (Callable 12/15/2034) | Southern Co., 6.38% to 03/15/2035 then 5 yr. CMT Rate + 2.07%, 03/15/2055 (Callable 12/15/2034) | 167000 | 170911 |
|  Tierra Mojada Luxembourg II Sarl, 5.75%, 12/01/2040 (Callable 12/01/2037) | Tierra Mojada Luxembourg II Sarl, 5.75%, 12/01/2040 (Callable 12/01/2037) | 173454 | 161766 |
|  Virginia Electric and Power Co., 5.55%, 08/15/2054 (Callable 02/15/2054) | Virginia Electric and Power Co., 5.55%, 08/15/2054 (Callable 02/15/2054) | 25000 | 24420 |
| Vistra Operations Co. LLC | Vistra Operations Co. LLC | Vistra Operations Co. LLC |  |
| &nbsp;&nbsp; 5.63%, 02/15/2027 (Callable 04/12/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 02/15/2027 (Callable 04/12/2025) <sup>(a)</sup> | 110000 | 109588 |
| &nbsp;&nbsp; 7.75%, 10/15/2031 (Callable 10/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 7.75%, 10/15/2031 (Callable 10/15/2026) <sup>(a)</sup> | 20000 | 20875 |
| &nbsp;&nbsp; 6.88%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.88%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 20000 | 20325 |
|  |  |  | 5333556 |
| **TOTAL CORPORATE BONDS** (Cost $59,076,517) | **TOTAL CORPORATE BONDS** (Cost $59,076,517) | **TOTAL CORPORATE BONDS** (Cost $59,076,517) | 57274397 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 23.2%** | **COLLATERALIZED MORTGAGE OBLIGATIONS - 23.2%** | **Par** | **Value** |
|  American Tower Depositor Sub LLC, 5.49%, 03/15/2028 (Callable 03/15/2027) <sup>(a)</sup> | American Tower Depositor Sub LLC, 5.49%, 03/15/2028 (Callable 03/15/2027) <sup>(a)</sup> | 155000 | 157543 |
|  Angel Oak Mortgage Trust LLC, Series 2019-2, Class B2, 6.29%, 03/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | Angel Oak Mortgage Trust LLC, Series 2019-2, Class B2, 6.29%, 03/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | 1300000 | 1302457 |
|  AREIT Trust, Series 2025-CRE10, Class D, 7.11% (1 mo. Term SOFR + 2.79%), 01/17/2030, (2.79% Floor) (Callable 07/17/2027) <sup>(a)</sup> | AREIT Trust, Series 2025-CRE10, Class D, 7.11% (1 mo. Term SOFR + 2.79%), 01/17/2030, (2.79% Floor) (Callable 07/17/2027) <sup>(a)</sup> | 100000 | 99753 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.81%, 01/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.81%, 01/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | 33164 | 32135 |
| &nbsp;&nbsp; Series 2019-2, Class A3, 3.80%, 04/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-2, Class A3, 3.80%, 04/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | 66688 | 64402 |
|  ARZ Trust, Series 2024-BILT, Class C, 6.36%, 06/11/2029 <sup>(a)</sup> | ARZ Trust, Series 2024-BILT, Class C, 6.36%, 06/11/2029 <sup>(a)</sup> | 250000 | 252859 |
|  Banc of America Merrill Lynch Commercial Mortgage, Inc., Series 2017-BNK3, Class B, 3.88%, 02/15/2050 (Callable 02/15/2027) <sup>(g)</sup> | Banc of America Merrill Lynch Commercial Mortgage, Inc., Series 2017-BNK3, Class B, 3.88%, 02/15/2050 (Callable 02/15/2027) <sup>(g)</sup> | 350000 | 333429 |
|  BANK-2017, Series 2017-BNK8, Class XE, 1.29%, 11/15/2050 (Callable 08/15/2027) <sup>(a)(g)(h)</sup> | BANK-2017, Series 2017-BNK8, Class XE, 1.29%, 11/15/2050 (Callable 08/15/2027) <sup>(a)(g)(h)</sup> | 7050000 | 210870 |
|  BANK-2018, Series 2018-BN11, Class XA, 0.44%, 03/15/2061 (Callable 01/15/2028) <sup>(g)(h)</sup> | BANK-2018, Series 2018-BN11, Class XA, 0.44%, 03/15/2061 (Callable 01/15/2028) <sup>(g)(h)</sup> | 10933997 | 142071 |
| BANK-2019 | BANK-2019 | BANK-2019 |  |
| &nbsp;&nbsp; Series 2019-BN18, Class B, 3.98%, 05/15/2062 (Callable 05/15/2029) | &nbsp;&nbsp; Series 2019-BN18, Class B, 3.98%, 05/15/2062 (Callable 05/15/2029) | 125000 | 108526 |
| &nbsp;&nbsp; Series 2019-BN21, Class XA, 0.83%, 10/17/2052 (Callable 07/15/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2019-BN21, Class XA, 0.83%, 10/17/2052 (Callable 07/15/2029) <sup>(g)(h)</sup> | 3928985 | 115900 |
|  BANK-2020, Series 2020-BN30, Class XA, 1.27%, 12/15/2053 <sup>(g)(h)</sup> | BANK-2020, Series 2020-BN30, Class XA, 1.27%, 12/15/2053 <sup>(g)(h)</sup> | 1232208 | 66114 |
|  Bayview Asset Management LLC/Private Equity, Series 2022-2, Class AF, 5.00% (30 day avg SOFR US + 0.85%), 12/25/2051, (0.00% Floor), (5.00% Cap) (Callable 03/25/2044) <sup>(a)</sup> | Bayview Asset Management LLC/Private Equity, Series 2022-2, Class AF, 5.00% (30 day avg SOFR US + 0.85%), 12/25/2051, (0.00% Floor), (5.00% Cap) (Callable 03/25/2044) <sup>(a)</sup> | 399952 | 370194 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |  |
| &nbsp;&nbsp; Series 2019-BWAY, Class E, 7.28% (1 mo. Term SOFR + 2.96%), 11/15/2034, (2.85% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-BWAY, Class E, 7.28% (1 mo. Term SOFR + 2.96%), 11/15/2034, (2.85% Floor) <sup>(a)</sup> | 100000 | 1120 |
| &nbsp;&nbsp; Series 2021-C11, Class XD, 1.52%, 09/15/2054 <sup>(a)(g)(h)</sup> | &nbsp;&nbsp; Series 2021-C11, Class XD, 1.52%, 09/15/2054 <sup>(a)(g)(h)</sup> | 1255000 | 98398 |
| &nbsp;&nbsp; Series 2024-5C29, Class C, 5.51%, 09/15/2057 (Callable 09/15/2029) | &nbsp;&nbsp; Series 2024-5C29, Class C, 5.51%, 09/15/2057 (Callable 09/15/2029) | 100000 | 95397 |
|  BCRR Trust, Series 2016-FRR3, Class E, 6.22% (30 day avg SOFR US + 18.46%), 05/26/2026, (18.35% Floor) <sup>(a)</sup> | BCRR Trust, Series 2016-FRR3, Class E, 6.22% (30 day avg SOFR US + 18.46%), 05/26/2026, (18.35% Floor) <sup>(a)</sup> | 797720 | 782360 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |
| &nbsp;&nbsp; Series 2018-B2, Class C, 4.30%, 02/15/2051 (Callable 02/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-B2, Class C, 4.30%, 02/15/2051 (Callable 02/15/2028) <sup>(g)</sup> | 150000 | 114750 |
| &nbsp;&nbsp; Series 2018-B4, Class XD, 1.75%, 07/15/2051 (Callable 04/15/2028) <sup>(a)(g)(h)</sup> | &nbsp;&nbsp; Series 2018-B4, Class XD, 1.75%, 07/15/2051 (Callable 04/15/2028) <sup>(a)(g)(h)</sup> | 7000000 | 326246 |
| &nbsp;&nbsp; Series 2019-B10, Class XB, 0.91%, 03/15/2062 (Callable 01/15/2029) <sup>(a)(g)(h)</sup> | &nbsp;&nbsp; Series 2019-B10, Class XB, 0.91%, 03/15/2062 (Callable 01/15/2029) <sup>(a)(g)(h)</sup> | 2820000 | 90550 |
| &nbsp;&nbsp; Series 2020-B18, Class XA, 1.81%, 07/15/2053 (Callable 05/15/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2020-B18, Class XA, 1.81%, 07/15/2053 (Callable 05/15/2030) <sup>(g)(h)</sup> | 1424816 | 74213 |
| &nbsp;&nbsp; Series 2021-B25, Class XA, 1.08%, 04/15/2054 (Callable 02/15/2031) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2021-B25, Class XA, 1.08%, 04/15/2054 (Callable 02/15/2031) <sup>(g)(h)</sup> | 2198747 | 99015 |
| &nbsp;&nbsp; Series 2023-V2, Class XA, 0.99%, 05/15/2055 (Callable 03/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2023-V2, Class XA, 0.99%, 05/15/2055 (Callable 03/15/2028) <sup>(g)(h)</sup> | 1796913 | 47154 |
|  BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 6.01% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(a)</sup> | BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 6.01% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(a)</sup> | 332090 | 331260 |
|  BMO Mortgage Trust, Series 2024-5C6, Class C, 5.88%, 09/15/2057 (Callable 09/15/2029) <sup>(g)</sup> | BMO Mortgage Trust, Series 2024-5C6, Class C, 5.88%, 09/15/2057 (Callable 09/15/2029) <sup>(g)</sup> | 60000 | 59436 |
| BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2024-BOCA, Class A, 6.24% (1 mo. Term SOFR + 1.92%), 08/15/2041, (1.92% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-BOCA, Class A, 6.24% (1 mo. Term SOFR + 1.92%), 08/15/2041, (1.92% Floor) <sup>(a)</sup> | 100000 | 99875 |
| &nbsp;&nbsp; Series 2024-BOCA, Class B, 6.66% (1 mo. Term SOFR + 2.34%), 08/15/2041, (2.34% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-BOCA, Class B, 6.66% (1 mo. Term SOFR + 2.34%), 08/15/2041, (2.34% Floor) <sup>(a)</sup> | 350000 | 349672 |
|  BPR Trust, Series 2021-TY, Class D, 6.78% (1 mo. Term SOFR + 2.46%), 09/15/2038, (2.35% Floor) <sup>(a)</sup> | BPR Trust, Series 2021-TY, Class D, 6.78% (1 mo. Term SOFR + 2.46%), 09/15/2038, (2.35% Floor) <sup>(a)</sup> | 100000 | 99272 |
| BSPRT 2017-FL1 Co.-Issuer LLC | BSPRT 2017-FL1 Co.-Issuer LLC | BSPRT 2017-FL1 Co.-Issuer LLC |  |
| &nbsp;&nbsp; Series 2023-FL10, Class A, 6.58% (1 mo. Term SOFR + 2.26%), 09/15/2035, (2.26% Floor) (Callable 04/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-FL10, Class A, 6.58% (1 mo. Term SOFR + 2.26%), 09/15/2035, (2.26% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 100293 |
| &nbsp;&nbsp; Series 2023-FL10, Class B, 7.58% (1 mo. Term SOFR + 3.27%), 09/15/2035, (3.27% Floor) (Callable 04/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-FL10, Class B, 7.58% (1 mo. Term SOFR + 3.27%), 09/15/2035, (3.27% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 100729 |
| &nbsp;&nbsp; Series 2024-FL11, Class B, 6.61% (1 mo. Term SOFR + 2.29%), 07/15/2039, (2.29% Floor) (Callable 09/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-FL11, Class B, 6.61% (1 mo. Term SOFR + 2.29%), 07/15/2039, (2.29% Floor) (Callable 09/15/2027) <sup>(a)</sup> | 100000 | 99844 |
| BX Trust | BX Trust | BX Trust |  |
| &nbsp;&nbsp; Series 2021-21M, Class A, 5.16% (1 mo. Term SOFR + 0.84%), 10/15/2036, (0.73% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-21M, Class A, 5.16% (1 mo. Term SOFR + 0.84%), 10/15/2036, (0.73% Floor) <sup>(a)</sup> | 67491 | 66943 |
| &nbsp;&nbsp; Series 2021-21M, Class E, 6.60% (1 mo. Term SOFR + 2.29%), 10/15/2036, (2.17% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-21M, Class E, 6.60% (1 mo. Term SOFR + 2.29%), 10/15/2036, (2.17% Floor) <sup>(a)</sup> | 175000 | 171392 |
| &nbsp;&nbsp; Series 2021-ARIA, Class C, 6.08% (1 mo. Term SOFR + 1.76%), 10/15/2036, (1.65% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-ARIA, Class C, 6.08% (1 mo. Term SOFR + 1.76%), 10/15/2036, (1.65% Floor) <sup>(a)</sup> | 450000 | 448883 |
| &nbsp;&nbsp; Series 2021-CIP, Class A, 5.35% (1 mo. Term SOFR + 1.04%), 12/15/2038, (0.92% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-CIP, Class A, 5.35% (1 mo. Term SOFR + 1.04%), 12/15/2038, (0.92% Floor) <sup>(a)</sup> | 100775 | 100618 |
| &nbsp;&nbsp; Series 2021-LBA, Class EV, 6.43% (1 mo. Term SOFR + 2.11%), 02/15/2036, (2.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-LBA, Class EV, 6.43% (1 mo. Term SOFR + 2.11%), 02/15/2036, (2.00% Floor) <sup>(a)</sup> | 197702 | 194739 |
| &nbsp;&nbsp; Series 2021-RISE, Class A, 5.18% (1 mo. Term SOFR + 0.86%), 11/15/2036, (0.75% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-RISE, Class A, 5.18% (1 mo. Term SOFR + 0.86%), 11/15/2036, (0.75% Floor) <sup>(a)</sup> | 380398 | 377546 |
| &nbsp;&nbsp; Series 2021-RISE, Class B, 5.68% (1 mo. Term SOFR + 1.36%), 11/15/2036, (1.25% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-RISE, Class B, 5.68% (1 mo. Term SOFR + 1.36%), 11/15/2036, (1.25% Floor) <sup>(a)</sup> | 84533 | 83952 |
| &nbsp;&nbsp; Series 2021-SDMF, Class D, 5.82% (1 mo. Term SOFR + 1.50%), 09/15/2034, (1.39% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SDMF, Class D, 5.82% (1 mo. Term SOFR + 1.50%), 09/15/2034, (1.39% Floor) <sup>(a)</sup> | 329672 | 324729 |
| &nbsp;&nbsp; Series 2021-VOLT, Class A, 5.13% (1 mo. Term SOFR + 0.81%), 09/15/2036, (0.70% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-VOLT, Class A, 5.13% (1 mo. Term SOFR + 0.81%), 09/15/2036, (0.70% Floor) <sup>(a)</sup> | 115000 | 113544 |
| &nbsp;&nbsp; Series 2021-VOLT, Class E, 6.43% (1 mo. Term SOFR + 2.11%), 09/15/2036, (2.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-VOLT, Class E, 6.43% (1 mo. Term SOFR + 2.11%), 09/15/2036, (2.00% Floor) <sup>(a)</sup> | 100000 | 98251 |
| &nbsp;&nbsp; Series 2021-XL2, Class A, 5.12% (1 mo. Term SOFR + 0.80%), 10/15/2038, (0.69% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-XL2, Class A, 5.12% (1 mo. Term SOFR + 0.80%), 10/15/2038, (0.69% Floor) <sup>(a)</sup> | 56869 | 56656 |
| &nbsp;&nbsp; Series 2022-CLS, Class A, 5.76%, 10/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-CLS, Class A, 5.76%, 10/13/2027 <sup>(a)</sup> | 65000 | 65701 |
| &nbsp;&nbsp; Series 2022-LBA6, Class C, 5.92% (1 mo. Term SOFR + 1.60%), 01/15/2039, (1.60% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-LBA6, Class C, 5.92% (1 mo. Term SOFR + 1.60%), 01/15/2039, (1.60% Floor) <sup>(a)</sup> | 350000 | 348907 |
| &nbsp;&nbsp; Series 2023-VLT3, Class A, 6.26% (1 mo. Term SOFR + 1.94%), 11/15/2028, (1.94% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-VLT3, Class A, 6.26% (1 mo. Term SOFR + 1.94%), 11/15/2028, (1.94% Floor) <sup>(a)</sup> | 375000 | 373756 |
| &nbsp;&nbsp; Series 2023-XL3, Class A, 6.08% (1 mo. Term SOFR + 1.76%), 12/09/2040, (1.76% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-XL3, Class A, 6.08% (1 mo. Term SOFR + 1.76%), 12/09/2040, (1.76% Floor) <sup>(a)</sup> | 322204 | 322204 |
| &nbsp;&nbsp; Series 2024-BIO, Class D, 7.96% (1 mo. Term SOFR + 3.64%), 02/15/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-BIO, Class D, 7.96% (1 mo. Term SOFR + 3.64%), 02/15/2041 <sup>(a)</sup> | 100000 | 97727 |
| &nbsp;&nbsp; Series 2024-CNYN, Class C, 6.26% (1 mo. Term SOFR + 1.94%), 04/15/2041, (1.94% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-CNYN, Class C, 6.26% (1 mo. Term SOFR + 1.94%), 04/15/2041, (1.94% Floor) <sup>(a)</sup> | 253585 | 253109 |
| &nbsp;&nbsp; Series 2024-KING, Class B, 6.06% (1 mo. Term SOFR + 1.74%), 05/15/2034, (1.74% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-KING, Class B, 6.06% (1 mo. Term SOFR + 1.74%), 05/15/2034, (1.74% Floor) <sup>(a)</sup> | 378023 | 376607 |
| &nbsp;&nbsp; Series 2024-XL5, Class A, 5.71% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-XL5, Class A, 5.71% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(a)</sup> | 134029 | 134076 |
|  BX Trust 2024-VLT4, Series 2024-AIRC, Class C, 6.91% (1 mo. Term SOFR + 2.59%), 08/15/2039, (2.59% Floor) <sup>(a)</sup> | BX Trust 2024-VLT4, Series 2024-AIRC, Class C, 6.91% (1 mo. Term SOFR + 2.59%), 08/15/2039, (2.59% Floor) <sup>(a)</sup> | 100000 | 99938 |
|  CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class A, 5.69% (1 mo. Term SOFR + 1.37%), 12/15/2037, (1.07% Floor) <sup>(a)</sup> | CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class A, 5.69% (1 mo. Term SOFR + 1.37%), 12/15/2037, (1.07% Floor) <sup>(a)</sup> | 100000 | 99813 |
|  Century Plaza Towers, Series 2019-CPT, Class E, 3.00%, 11/13/2039 (Callable 11/13/2029) <sup>(a)(g)</sup> | Century Plaza Towers, Series 2019-CPT, Class E, 3.00%, 11/13/2039 (Callable 11/13/2029) <sup>(a)(g)</sup> | 130000 | 104048 |
|  CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA, 1.57%, 05/10/2058 (Callable 11/10/2026) <sup>(g)(h)</sup> | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA, 1.57%, 05/10/2058 (Callable 11/10/2026) <sup>(g)(h)</sup> | 528723 | 5551 |
|  Chase Mortgage Finance Corp., Series 2024-6, Class A9A, 6.00%, 05/25/2055 (Callable 11/25/2034) <sup>(a)(g)</sup> | Chase Mortgage Finance Corp., Series 2024-6, Class A9A, 6.00%, 05/25/2055 (Callable 11/25/2034) <sup>(a)(g)</sup> | 392620 | 392620 |
| CIM Trust | CIM Trust | CIM Trust |  |
| &nbsp;&nbsp; Series 2018-INV1, Class A10, 4.00%, 08/25/2048 (Callable 09/25/2029) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-INV1, Class A10, 4.00%, 08/25/2048 (Callable 09/25/2029) <sup>(a)(g)</sup> | 170684 | 157368 |
| &nbsp;&nbsp; Series 2019-INV2, Class A3, 4.00%, 05/25/2049 (Callable 08/25/2030) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-INV2, Class A3, 4.00%, 05/25/2049 (Callable 08/25/2030) <sup>(a)(g)</sup> | 12290 | 11374 |
| &nbsp;&nbsp; Series 2019-J1, Class B2, 3.94%, 08/25/2049 (Callable 07/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-J1, Class B2, 3.94%, 08/25/2049 (Callable 07/25/2025) <sup>(a)(g)</sup> | 155699 | 143672 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2016-C1, Class XA, 1.82%, 05/10/2049 (Callable 06/10/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2016-C1, Class XA, 1.82%, 05/10/2049 (Callable 06/10/2026) <sup>(g)(h)</sup> | 682637 | 8428 |
| &nbsp;&nbsp; Series 2017-P8, Class XA, 0.86%, 09/15/2050 (Callable 07/15/2027) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2017-P8, Class XA, 0.86%, 09/15/2050 (Callable 07/15/2027) <sup>(g)(h)</sup> | 941545 | 14650 |
| &nbsp;&nbsp; Series 2019-C7, Class XA, 0.82%, 12/15/2072 (Callable 10/15/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2019-C7, Class XA, 0.82%, 12/15/2072 (Callable 10/15/2029) <sup>(g)(h)</sup> | 3605529 | 120295 |
| &nbsp;&nbsp; Series 2023-SMRT, Class A, 5.82%, 10/12/2040 <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2023-SMRT, Class A, 5.82%, 10/12/2040 <sup>(a)(g)</sup> | 100000 | 102480 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD4, Class XA, 1.22%, 05/10/2050 (Callable 05/10/2027) <sup>(g)(h)</sup> | Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD4, Class XA, 1.22%, 05/10/2050 (Callable 05/10/2027) <sup>(g)(h)</sup> | 1328318 | 24770 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |  |
| &nbsp;&nbsp; Series 2013-CR12, Class XA, 0.30%, 10/10/2046 (Callable 04/10/2025) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2013-CR12, Class XA, 0.30%, 10/10/2046 (Callable 04/10/2025) <sup>(g)(h)</sup> | 224258 | 2 |
| &nbsp;&nbsp; Series 2015-LC21, Class XA, 0.57%, 07/10/2048 (Callable 07/10/2025) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2015-LC21, Class XA, 0.57%, 07/10/2048 (Callable 07/10/2025) <sup>(g)(h)</sup> | 846490 | 355 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |  |
| &nbsp;&nbsp; Series 2015-SG1, Class A4, 3.79%, 09/15/2048 (Callable 08/15/2025) | &nbsp;&nbsp; Series 2015-SG1, Class A4, 3.79%, 09/15/2048 (Callable 08/15/2025) | 252979 | 250160 |
| &nbsp;&nbsp; Series 2018-C45, Class XA, 0.76%, 06/15/2051 (Callable 04/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2018-C45, Class XA, 0.76%, 06/15/2051 (Callable 04/15/2028) <sup>(g)(h)</sup> | 4640030 | 94970 |
| &nbsp;&nbsp; Series 2019-JWDR, Class F, 4.56%, 09/15/2031 <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-JWDR, Class F, 4.56%, 09/15/2031 <sup>(a)(g)</sup> | 100000 | 97509 |
| &nbsp;&nbsp; Series 2021-C59, Class E, 2.50%, 04/15/2054 (Callable 04/15/2031) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-C59, Class E, 2.50%, 04/15/2054 (Callable 04/15/2031) <sup>(a)</sup> | 400000 | 210472 |
|  Connecticut Avenue Securities Trust 2025-R02, Series 2025-R02, Class 1M2, 5.94% (30 day avg SOFR US + 1.60%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(a)</sup> | Connecticut Avenue Securities Trust 2025-R02, Series 2025-R02, Class 1M2, 5.94% (30 day avg SOFR US + 1.60%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(a)</sup> | 140000 | 139887 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |  |
| &nbsp;&nbsp; Series 2007-16CB, Class 5A4, 6.25%, 08/25/2037 (Callable 04/25/2025) | &nbsp;&nbsp; Series 2007-16CB, Class 5A4, 6.25%, 08/25/2037 (Callable 04/25/2025) | 454575 | 213855 |
| &nbsp;&nbsp; Series 2007-OA4, Class A1, 4.77% (1 mo. Term SOFR + 0.45%), 05/25/2047, (0.34% Floor) (Callable 04/25/2025) | &nbsp;&nbsp; Series 2007-OA4, Class A1, 4.77% (1 mo. Term SOFR + 0.45%), 05/25/2047, (0.34% Floor) (Callable 04/25/2025) | 209382 | 191415 |
|  Credit Suisse Mortgage Capital Certificates, Series 2019-NQM1, Class A1, 3.66%, 10/25/2059 (Callable 04/25/2025) <sup>(a)(f)</sup> | Credit Suisse Mortgage Capital Certificates, Series 2019-NQM1, Class A1, 3.66%, 10/25/2059 (Callable 04/25/2025) <sup>(a)(f)</sup> | 6398 | 6317 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2016-C6, Class XA, 1.85%, 01/15/2049 (Callable 02/15/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2016-C6, Class XA, 1.85%, 01/15/2049 (Callable 02/15/2026) <sup>(g)(h)</sup> | 577046 | 5755 |
| &nbsp;&nbsp; Series 2017-CX10, Class XA, 0.84%, 11/15/2050 (Callable 09/15/2027) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2017-CX10, Class XA, 0.84%, 11/15/2050 (Callable 09/15/2027) <sup>(g)(h)</sup> | 4022380 | 58144 |
| &nbsp;&nbsp; Series 2018-CX12, Class XA, 0.54%, 08/15/2051 (Callable 06/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2018-CX12, Class XA, 0.54%, 08/15/2051 (Callable 06/15/2028) <sup>(g)(h)</sup> | 4024252 | 61754 |
|  DK Trust, Series 2024-SPBX, Class C, 6.27% (1 mo. Term SOFR + 1.95%), 03/15/2034, (1.50% Floor) <sup>(a)</sup> | DK Trust, Series 2024-SPBX, Class C, 6.27% (1 mo. Term SOFR + 1.95%), 03/15/2034, (1.50% Floor) <sup>(a)</sup> | 400000 | 399000 |
|  ELM Trust, Series 2024-ELM, Class C15, 5.78%, 06/10/2039 <sup>(a)(g)</sup> | ELM Trust, Series 2024-ELM, Class C15, 5.78%, 06/10/2039 <sup>(a)(g)</sup> | 300000 | 303529 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |  |
| &nbsp;&nbsp; Series 2022-R01, Class 1M1, 5.34% (30 day avg SOFR US + 1.00%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R01, Class 1M1, 5.34% (30 day avg SOFR US + 1.00%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(a)</sup> | 23351 | 23342 |
| &nbsp;&nbsp; Series 2022-R03, Class 1M1, 6.44% (30 day avg SOFR US + 2.10%), 03/25/2042, (0.00% Floor) (Callable 03/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R03, Class 1M1, 6.44% (30 day avg SOFR US + 2.10%), 03/25/2042, (0.00% Floor) (Callable 03/25/2027) <sup>(a)</sup> | 13832 | 14035 |
| &nbsp;&nbsp; Series 2022-R04, Class 1M1, 6.34% (30 day avg SOFR US + 2.00%), 03/25/2042, (0.00% Floor) (Callable 03/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R04, Class 1M1, 6.34% (30 day avg SOFR US + 2.00%), 03/25/2042, (0.00% Floor) (Callable 03/25/2027) <sup>(a)</sup> | 29136 | 29500 |
| &nbsp;&nbsp; Series 2022-R05, Class 2M2, 7.34% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R05, Class 2M2, 7.34% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(a)</sup> | 240000 | 245114 |
| &nbsp;&nbsp; Series 2022-R06, Class 1M1, 7.09% (30 day avg SOFR US + 2.75%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R06, Class 1M1, 7.09% (30 day avg SOFR US + 2.75%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(a)</sup> | 56616 | 57888 |
| &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.94% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) (Callable 07/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.94% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) (Callable 07/25/2027) <sup>(a)</sup> | 300000 | 312124 |
| &nbsp;&nbsp; Series 2022-R09, Class 2M1, 6.84% (30 day avg SOFR US + 2.50%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R09, Class 2M1, 6.84% (30 day avg SOFR US + 2.50%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(a)</sup> | 61280 | 62402 |
| &nbsp;&nbsp; Series 2023-R01, Class 1M1, 6.74% (30 day avg SOFR US + 2.40%), 12/25/2042, (0.00% Floor) (Callable 12/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R01, Class 1M1, 6.74% (30 day avg SOFR US + 2.40%), 12/25/2042, (0.00% Floor) (Callable 12/25/2027) <sup>(a)</sup> | 41492 | 42372 |
| &nbsp;&nbsp; Series 2023-R03, Class 2M2, 8.24% (30 day avg SOFR US + 3.90%), 04/25/2043, (0.00% Floor) (Callable 04/25/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R03, Class 2M2, 8.24% (30 day avg SOFR US + 3.90%), 04/25/2043, (0.00% Floor) (Callable 04/25/2028) <sup>(a)</sup> | 65000 | 68939 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 7.04% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) (Callable 07/25/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R06, Class 1M2, 7.04% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) (Callable 07/25/2028) <sup>(a)</sup> | 85000 | 87363 |
| &nbsp;&nbsp; Series 2024-R02, Class 1M1, 5.44% (30 day avg SOFR US + 1.10%), 02/25/2044, (0.00% Floor) (Callable 02/25/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-R02, Class 1M1, 5.44% (30 day avg SOFR US + 1.10%), 02/25/2044, (0.00% Floor) (Callable 02/25/2029) <sup>(a)</sup> | 157632 | 157448 |
| &nbsp;&nbsp; Series 2024-R03, Class 2M2, 6.29% (30 day avg SOFR US + 1.95%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-R03, Class 2M2, 6.29% (30 day avg SOFR US + 1.95%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(a)</sup> | 300000 | 301073 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp; Pool U69911, 4.00%, 04/01/2045 | &nbsp;&nbsp; Pool U69911, 4.00%, 04/01/2045 | 3597588 | 3459579 |
| &nbsp;&nbsp; Series 2021-P011, Class X1, 1.76%, 09/25/2045 <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2021-P011, Class X1, 1.76%, 09/25/2045 <sup>(g)(h)</sup> | 511524 | 56077 |
| &nbsp;&nbsp; Series 2980, Class SC, 2.24% (-1 x 30 day avg SOFR US + 6.59%), 05/15/2035, (0.00% Floor), (6.70% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2980, Class SC, 2.24% (-1 x 30 day avg SOFR US + 6.59%), 05/15/2035, (0.00% Floor), (6.70% Cap) <sup>(h)(i)</sup> | 177363 | 12801 |
| &nbsp;&nbsp; Series 2989, Class SG, 2.71% (-7 x 30 day avg SOFR US + 33.15%), 08/15/2034, (0.00% Floor), (33.95% Cap) <sup>(i)</sup> | &nbsp;&nbsp; Series 2989, Class SG, 2.71% (-7 x 30 day avg SOFR US + 33.15%), 08/15/2034, (0.00% Floor), (33.95% Cap) <sup>(i)</sup> | 105699 | 111821 |
| &nbsp;&nbsp; Series 3311, Class IA, 1.95% (-1 x 30 day avg SOFR US + 6.30%), 05/15/2037, (0.00% Floor), (6.41% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 3311, Class IA, 1.95% (-1 x 30 day avg SOFR US + 6.30%), 05/15/2037, (0.00% Floor), (6.41% Cap) <sup>(h)(i)</sup> | 865023 | 77056 |
| &nbsp;&nbsp; Series 3359, Class SC, 1.26% (-1 x 30 day avg SOFR US + 5.61%), 08/15/2037, (0.00% Floor), (5.72% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 3359, Class SC, 1.26% (-1 x 30 day avg SOFR US + 5.61%), 08/15/2037, (0.00% Floor), (5.72% Cap) <sup>(h)(i)</sup> | 290770 | 19745 |
| &nbsp;&nbsp; Series 3966, Class SA, 1.44% (-1 x 30 day avg SOFR US + 5.79%), 12/15/2041, (0.00% Floor), (5.90% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 3966, Class SA, 1.44% (-1 x 30 day avg SOFR US + 5.79%), 12/15/2041, (0.00% Floor), (5.90% Cap) <sup>(h)(i)</sup> | 419978 | 36687 |
| &nbsp;&nbsp; Series 4077, Class TS, 1.54% (-1 x 30 day avg SOFR US + 5.89%), 05/15/2041, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 4077, Class TS, 1.54% (-1 x 30 day avg SOFR US + 5.89%), 05/15/2041, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | 245757 | 22086 |
| &nbsp;&nbsp; Series 4089, Class SH, 1.54% (-1 x 30 day avg SOFR US + 5.89%), 08/15/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 4089, Class SH, 1.54% (-1 x 30 day avg SOFR US + 5.89%), 08/15/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | 342706 | 34199 |
| &nbsp;&nbsp; Series 4249, Class CS, 1.30% (-1 x 30 day avg SOFR US + 4.56%), 09/15/2043, (0.00% Floor), (4.65% Cap) <sup>(i)</sup> | &nbsp;&nbsp; Series 4249, Class CS, 1.30% (-1 x 30 day avg SOFR US + 4.56%), 09/15/2043, (0.00% Floor), (4.65% Cap) <sup>(i)</sup> | 531152 | 380758 |
| &nbsp;&nbsp; Series 4993, Class KS, 1.60% (-1 x 30 day avg SOFR US + 5.94%), 07/25/2050, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 4993, Class KS, 1.60% (-1 x 30 day avg SOFR US + 5.94%), 07/25/2050, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | 2243537 | 316114 |
| &nbsp;&nbsp; Series K109, Class X1, 1.57%, 04/25/2030 (Callable 04/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K109, Class X1, 1.57%, 04/25/2030 (Callable 04/25/2030) <sup>(g)(h)</sup> | 657432 | 41892 |
| &nbsp;&nbsp; Series K117, Class X1, 1.22%, 08/25/2030 (Callable 07/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K117, Class X1, 1.22%, 08/25/2030 (Callable 07/25/2030) <sup>(g)(h)</sup> | 1264532 | 66902 |
| &nbsp;&nbsp; Series K122, Class X1, 0.87%, 11/25/2030 (Callable 08/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K122, Class X1, 0.87%, 11/25/2030 (Callable 08/25/2030) <sup>(g)(h)</sup> | 1828287 | 71320 |
| &nbsp;&nbsp; Series K-1515, Class X1, 1.51%, 02/25/2035 (Callable 11/25/2034) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K-1515, Class X1, 1.51%, 02/25/2035 (Callable 11/25/2034) <sup>(g)(h)</sup> | 790632 | 80470 |
| &nbsp;&nbsp; Series K-1518, Class X1, 0.86%, 10/25/2035 (Callable 07/25/2035) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K-1518, Class X1, 0.86%, 10/25/2035 (Callable 07/25/2035) <sup>(g)(h)</sup> | 1461535 | 89168 |
| &nbsp;&nbsp; Series K-1521, Class X1, 0.98%, 08/25/2036 (Callable 06/25/2036) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K-1521, Class X1, 0.98%, 08/25/2036 (Callable 06/25/2036) <sup>(g)(h)</sup> | 810733 | 61598 |
| &nbsp;&nbsp; Series KG04, Class X1, 0.85%, 11/25/2030 (Callable 08/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series KG04, Class X1, 0.85%, 11/25/2030 (Callable 08/25/2030) <sup>(g)(h)</sup> | 1884428 | 69746 |
| &nbsp;&nbsp; Series KL06, Class XFX, 1.36%, 12/25/2029 (Callable 09/25/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series KL06, Class XFX, 1.36%, 12/25/2029 (Callable 09/25/2029) <sup>(g)(h)</sup> | 951486 | 40952 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp; Pool FS7738, 6.00%, 03/01/2054 | &nbsp;&nbsp; Pool FS7738, 6.00%, 03/01/2054 | 2857392 | 2948498 |
| &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | 3829 | 3835 |
| &nbsp;&nbsp; Series 2007-50, Class SX, 2.00% (-1 x 30 day avg SOFR US + 6.34%), 06/25/2037, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2007-50, Class SX, 2.00% (-1 x 30 day avg SOFR US + 6.34%), 06/25/2037, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | 1417723 | 133433 |
| &nbsp;&nbsp; Series 2008-22, Class SB, 1.71% (-1 x 30 day avg SOFR US + 6.05%), 04/25/2048, (0.00% Floor), (6.16% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2008-22, Class SB, 1.71% (-1 x 30 day avg SOFR US + 6.05%), 04/25/2048, (0.00% Floor), (6.16% Cap) <sup>(h)(i)</sup> | 1179644 | 134575 |
| &nbsp;&nbsp; Series 2009-52, Class PI, 5.00%, 07/25/2039 <sup>(h)</sup> | &nbsp;&nbsp; Series 2009-52, Class PI, 5.00%, 07/25/2039 <sup>(h)</sup> | 55273 | 7887 |
| &nbsp;&nbsp; Series 2009-78, Class XS, 2.29% (-1 x 30 day avg SOFR US + 6.63%), 10/25/2039, (0.00% Floor), (6.74% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2009-78, Class XS, 2.29% (-1 x 30 day avg SOFR US + 6.63%), 10/25/2039, (0.00% Floor), (6.74% Cap) <sup>(h)(i)</sup> | 1929567 | 199977 |
| &nbsp;&nbsp; Series 2009-86, Class IP, 5.50%, 10/25/2039 <sup>(h)</sup> | &nbsp;&nbsp; Series 2009-86, Class IP, 5.50%, 10/25/2039 <sup>(h)</sup> | 52283 | 10173 |
| &nbsp;&nbsp; Series 2010-19, Class SM, 1.80% (-1 x 30 day avg SOFR US + 6.14%), 03/25/2040, (0.00% Floor), (6.25% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2010-19, Class SM, 1.80% (-1 x 30 day avg SOFR US + 6.14%), 03/25/2040, (0.00% Floor), (6.25% Cap) <sup>(h)(i)</sup> | 3132702 | 272685 |
| &nbsp;&nbsp; Series 2011-124, Class NS, 2.05% (-1 x 30 day avg SOFR US + 6.39%), 12/25/2041, (0.00% Floor), (6.50% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2011-124, Class NS, 2.05% (-1 x 30 day avg SOFR US + 6.39%), 12/25/2041, (0.00% Floor), (6.50% Cap) <sup>(h)(i)</sup> | 301669 | 37720 |
| &nbsp;&nbsp; Series 2012-20, Class SA, 2.00% (-1 x 30 day avg SOFR US + 6.34%), 03/25/2042, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2012-20, Class SA, 2.00% (-1 x 30 day avg SOFR US + 6.34%), 03/25/2042, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | 280697 | 29770 |
| &nbsp;&nbsp; Series 2012-76, Class SC, 1.55% (-1 x 30 day avg SOFR US + 5.89%), 07/25/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2012-76, Class SC, 1.55% (-1 x 30 day avg SOFR US + 5.89%), 07/25/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | 134659 | 14451 |
| &nbsp;&nbsp; Series 2014-28, Class SD, 1.60% (-1 x 30 day avg SOFR US + 5.94%), 05/25/2044, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2014-28, Class SD, 1.60% (-1 x 30 day avg SOFR US + 5.94%), 05/25/2044, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | 588956 | 57452 |
| &nbsp;&nbsp; Series 2017-53, Class IE, 4.00%, 07/25/2047 <sup>(h)</sup> | &nbsp;&nbsp; Series 2017-53, Class IE, 4.00%, 07/25/2047 <sup>(h)</sup> | 129601 | 26769 |
| &nbsp;&nbsp; Series 2019-33, Class PS, 1.60% (-1 x 30 day avg SOFR US + 5.94%), 07/25/2049, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2019-33, Class PS, 1.60% (-1 x 30 day avg SOFR US + 5.94%), 07/25/2049, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | 3619721 | 414404 |
| &nbsp;&nbsp; Series 2019-83, Class QS, 1.50% (-1 x 30 day avg SOFR US + 5.84%), 01/25/2050, (0.00% Floor), (5.95% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2019-83, Class QS, 1.50% (-1 x 30 day avg SOFR US + 5.84%), 01/25/2050, (0.00% Floor), (5.95% Cap) <sup>(h)(i)</sup> | 4028500 | 510480 |
| &nbsp;&nbsp; Series 2020-53, Class DI, 3.00%, 08/25/2060 <sup>(h)</sup> | &nbsp;&nbsp; Series 2020-53, Class DI, 3.00%, 08/25/2060 <sup>(h)</sup> | 2542038 | 405838 |
| &nbsp;&nbsp; Series 2020-79, Class IT, 4.00%, 11/25/2050 <sup>(h)</sup> | &nbsp;&nbsp; Series 2020-79, Class IT, 4.00%, 11/25/2050 <sup>(h)</sup> | 5027685 | 1043399 |
| &nbsp;&nbsp; Series 2020-99, Class IC, 3.50%, 04/25/2050 <sup>(h)</sup> | &nbsp;&nbsp; Series 2020-99, Class IC, 3.50%, 04/25/2050 <sup>(h)</sup> | 3658763 | 679832 |
| &nbsp;&nbsp; Series 2021-R02, Class 2B2, 10.54% (30 day avg SOFR US + 6.20%), 11/25/2041, (0.00% Floor) (Callable 11/25/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-R02, Class 2B2, 10.54% (30 day avg SOFR US + 6.20%), 11/25/2041, (0.00% Floor) (Callable 11/25/2026) <sup>(a)</sup> | 55000 | 57766 |
| &nbsp;&nbsp; Series 419, Class C4, 3.50%, 04/25/2044 <sup>(h)</sup> | &nbsp;&nbsp; Series 419, Class C4, 3.50%, 04/25/2044 <sup>(h)</sup> | 1829921 | 289177 |
|  First Republic Mortgage Loan Trust, Series 2020-1, Class B1, 2.88%, 04/25/2050 <sup>(a)(g)</sup> | First Republic Mortgage Loan Trust, Series 2020-1, Class B1, 2.88%, 04/25/2050 <sup>(a)(g)</sup> | 690905 | 631191 |
|  Flagstar Mortgage Trust, Series 2018-6RR, Class B1, 4.91%, 10/25/2048 (Callable 11/25/2031) <sup>(a)(g)</sup> | Flagstar Mortgage Trust, Series 2018-6RR, Class B1, 4.91%, 10/25/2048 (Callable 11/25/2031) <sup>(a)(g)</sup> | 412707 | 396233 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |  |
| &nbsp;&nbsp; Series 2021-DNA5, Class M2, 5.99% (30 day avg SOFR US + 1.65%), 01/25/2034, (0.00% Floor) (Callable 01/25/2034) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-DNA5, Class M2, 5.99% (30 day avg SOFR US + 1.65%), 01/25/2034, (0.00% Floor) (Callable 01/25/2034) <sup>(a)</sup> | 155012 | 155618 |
| &nbsp;&nbsp; Series 2021-HQA4, Class B1, 8.09% (30 day avg SOFR US + 3.75%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-HQA4, Class B1, 8.09% (30 day avg SOFR US + 3.75%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(a)</sup> | 700000 | 718290 |
| &nbsp;&nbsp; Series 2021-HQA4, Class M2, 6.69% (30 day avg SOFR US + 2.35%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-HQA4, Class M2, 6.69% (30 day avg SOFR US + 2.35%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(a)</sup> | 400000 | 403673 |
| &nbsp;&nbsp; Series 2022-DNA2, Class M1B, 6.74% (30 day avg SOFR US + 2.40%), 02/25/2042, (0.00% Floor) (Callable 02/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA2, Class M1B, 6.74% (30 day avg SOFR US + 2.40%), 02/25/2042, (0.00% Floor) (Callable 02/25/2027) <sup>(a)</sup> | 300000 | 305191 |
| &nbsp;&nbsp; Series 2022-DNA3, Class M1A, 6.34% (30 day avg SOFR US + 2.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA3, Class M1A, 6.34% (30 day avg SOFR US + 2.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(a)</sup> | 83293 | 84258 |
| &nbsp;&nbsp; Series 2022-DNA4, Class M1A, 6.54% (30 day avg SOFR US + 2.20%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA4, Class M1A, 6.54% (30 day avg SOFR US + 2.20%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(a)</sup> | 94128 | 95185 |
| &nbsp;&nbsp; Series 2022-DNA4, Class M1B, 7.69% (30 day avg SOFR US + 3.35%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA4, Class M1B, 7.69% (30 day avg SOFR US + 3.35%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(a)</sup> | 110000 | 114159 |
| &nbsp;&nbsp; Series 2022-DNA6, Class M1A, 6.49% (30 day avg SOFR US + 2.15%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA6, Class M1A, 6.49% (30 day avg SOFR US + 2.15%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(a)</sup> | 72791 | 73436 |
| &nbsp;&nbsp; Series 2022-DNA7, Class M1A, 6.84% (30 day avg SOFR US + 2.50%), 03/25/2052, (0.00% Floor) (Callable 09/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA7, Class M1A, 6.84% (30 day avg SOFR US + 2.50%), 03/25/2052, (0.00% Floor) (Callable 09/25/2027) <sup>(a)</sup> | 62659 | 63710 |
| &nbsp;&nbsp; Series 2022-HQA1, Class M1B, 7.84% (30 day avg SOFR US + 3.50%), 03/25/2042, (0.00% Floor) (Callable 03/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-HQA1, Class M1B, 7.84% (30 day avg SOFR US + 3.50%), 03/25/2042, (0.00% Floor) (Callable 03/25/2027) <sup>(a)</sup> | 85000 | 88746 |
| &nbsp;&nbsp; Series 2022-HQA3, Class M1B, 7.89% (30 day avg SOFR US + 3.55%), 08/25/2042, (0.00% Floor) (Callable 08/25/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-HQA3, Class M1B, 7.89% (30 day avg SOFR US + 3.55%), 08/25/2042, (0.00% Floor) (Callable 08/25/2027) <sup>(a)</sup> | 125000 | 131061 |
| &nbsp;&nbsp; Series 2024-HQA1, Class M2, 6.34% (30 day avg SOFR US + 2.00%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-HQA1, Class M2, 6.34% (30 day avg SOFR US + 2.00%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(a)</sup> | 185000 | 185632 |
| &nbsp;&nbsp; Series 2025-HQA1, Class M1, 5.49% (30 day avg SOFR US + 1.15%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-HQA1, Class M1, 5.49% (30 day avg SOFR US + 1.15%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(a)</sup> | 151684 | 151574 |
| &nbsp;&nbsp; Series 2025-HQA1, Class M2, 5.99% (30 day avg SOFR US + 1.65%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-HQA1, Class M2, 5.99% (30 day avg SOFR US + 1.65%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(a)</sup> | 120000 | 119185 |
|  FREMF Mortgage Trust, Series 2019-KF71, Class C, 10.47% (30 day avg SOFR US + 6.11%), 10/25/2029, (6.00% Floor) (Callable 10/25/2029) <sup>(a)</sup> | FREMF Mortgage Trust, Series 2019-KF71, Class C, 10.47% (30 day avg SOFR US + 6.11%), 10/25/2029, (6.00% Floor) (Callable 10/25/2029) <sup>(a)</sup> | 149160 | 145274 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |
| &nbsp;&nbsp; Series 2010-133, Class SD, 1.64% (-1 x 1 mo. Term SOFR + 5.96%), 10/16/2040, (0.00% Floor), (6.07% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2010-133, Class SD, 1.64% (-1 x 1 mo. Term SOFR + 5.96%), 10/16/2040, (0.00% Floor), (6.07% Cap) <sup>(h)(i)</sup> | 1309211 | 59899 |
| &nbsp;&nbsp; Series 2014-102, Class SY, 1.22% (-1 x 1 mo. Term SOFR + 5.54%), 02/20/2044, (0.00% Floor), (5.65% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2014-102, Class SY, 1.22% (-1 x 1 mo. Term SOFR + 5.54%), 02/20/2044, (0.00% Floor), (5.65% Cap) <sup>(h)(i)</sup> | 1259271 | 73213 |
| &nbsp;&nbsp; Series 2018-83, Class HI, 5.00%, 01/20/2048 <sup>(h)</sup> | &nbsp;&nbsp; Series 2018-83, Class HI, 5.00%, 01/20/2048 <sup>(h)</sup> | 600682 | 113555 |
| &nbsp;&nbsp; Series 2022-192, Class IO, 0.67%, 09/16/2064 (Callable 05/16/2048) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2022-192, Class IO, 0.67%, 09/16/2064 (Callable 05/16/2048) <sup>(g)(h)</sup> | 3461326 | 200101 |
| &nbsp;&nbsp; Series 2024-15, Class BI, 0.74%, 10/16/2065 (Callable 09/16/2048) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2024-15, Class BI, 0.74%, 10/16/2065 (Callable 09/16/2048) <sup>(g)(h)</sup> | 3467876 | 198178 |
| &nbsp;&nbsp; Series 2024-35, Class IB, 0.80%, 07/16/2065 (Callable 08/16/2048) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2024-35, Class IB, 0.80%, 07/16/2065 (Callable 08/16/2048) <sup>(g)(h)</sup> | 3148538 | 195661 |
| Great Wolf Trust | Great Wolf Trust | Great Wolf Trust |  |
| &nbsp;&nbsp; Series 2024-WLF2, Class A, 6.01% (1 mo. Term SOFR + 1.69%), 05/15/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-WLF2, Class A, 6.01% (1 mo. Term SOFR + 1.69%), 05/15/2041 <sup>(a)</sup> | 250000 | 249922 |
| &nbsp;&nbsp; Series 2024-WOLF, Class A, 5.86% (1 mo. Term SOFR + 1.54%), 03/15/2039, (1.54% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-WOLF, Class A, 5.86% (1 mo. Term SOFR + 1.54%), 03/15/2039, (1.54% Floor) <sup>(a)</sup> | 350000 | 350218 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |  |
| &nbsp;&nbsp; Series 2018-GS9, Class A4, 3.99%, 03/10/2051 (Callable 03/10/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-GS9, Class A4, 3.99%, 03/10/2051 (Callable 03/10/2028) <sup>(g)</sup> | 250000 | 243094 |
| &nbsp;&nbsp; Series 2018-RIVR, Class C, 5.87% (1 mo. Term SOFR + 1.55%), 07/15/2035, (1.50% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2018-RIVR, Class C, 5.87% (1 mo. Term SOFR + 1.55%), 07/15/2035, (1.50% Floor) <sup>(a)</sup> | 122000 | 4575 |
| &nbsp;&nbsp; Series 2019-GC42, Class XA, 0.81%, 09/10/2052 (Callable 06/10/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2019-GC42, Class XA, 0.81%, 09/10/2052 (Callable 06/10/2029) <sup>(g)(h)</sup> | 2140766 | 61688 |
| &nbsp;&nbsp; Series 2020-GC47, Class XA, 1.12%, 05/12/2053 (Callable 02/12/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2020-GC47, Class XA, 1.12%, 05/12/2053 (Callable 02/12/2030) <sup>(g)(h)</sup> | 1457334 | 63770 |
| &nbsp;&nbsp; Series 2020-GSA2, Class XA, 1.69%, 12/12/2053 (Callable 10/10/2030) <sup>(a)(g)(h)</sup> | &nbsp;&nbsp; Series 2020-GSA2, Class XA, 1.69%, 12/12/2053 (Callable 10/10/2030) <sup>(a)(g)(h)</sup> | 1140747 | 80652 |
| &nbsp;&nbsp; Series 2021-ARDN, Class E, 7.78% (1 mo. Term SOFR + 3.46%), 11/15/2036, (3.35% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-ARDN, Class E, 7.78% (1 mo. Term SOFR + 3.46%), 11/15/2036, (3.35% Floor) <sup>(a)</sup> | 100000 | 98927 |
| &nbsp;&nbsp; Series 2024-FAIR, Class A, 5.48%, 07/15/2029 <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-FAIR, Class A, 5.48%, 07/15/2029 <sup>(a)(g)</sup> | 400000 | 407647 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |  |
| &nbsp;&nbsp; Series 2020-PJ6, Class A4, 2.50%, 05/25/2051 (Callable 06/25/2047) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2020-PJ6, Class A4, 2.50%, 05/25/2051 (Callable 06/25/2047) <sup>(a)(g)</sup> | 298505 | 242548 |
| &nbsp;&nbsp; Series 2022-PJ1, Class A4, 2.50%, 05/28/2052 (Callable 04/25/2047) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2022-PJ1, Class A4, 2.50%, 05/28/2052 (Callable 04/25/2047) <sup>(a)(g)</sup> | 247588 | 200044 |
| &nbsp;&nbsp; Series 2024-PJ4, Class B2, 6.20%, 08/25/2054 (Callable 08/25/2038) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-PJ4, Class B2, 6.20%, 08/25/2054 (Callable 08/25/2038) <sup>(a)(g)</sup> | 98255 | 97967 |
| GSAA Trust | GSAA Trust | GSAA Trust |  |
| &nbsp;&nbsp; Series 2006-4, Class 4A3, 4.26%, 03/25/2036 (Callable 04/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-4, Class 4A3, 4.26%, 03/25/2036 (Callable 04/25/2025) <sup>(g)</sup> | 368612 | 215419 |
| &nbsp;&nbsp; Series 2007-7, Class A4, 4.97% (1 mo. Term SOFR + 0.65%), 07/25/2037, (0.54% Floor) (Callable 04/25/2025) | &nbsp;&nbsp; Series 2007-7, Class A4, 4.97% (1 mo. Term SOFR + 0.65%), 07/25/2037, (0.54% Floor) (Callable 04/25/2025) | 63895 | 62330 |
|  GSCG Trust, Series 2019-600C, Class E, 3.85%, 09/06/2034 <sup>(a)(g)</sup> | GSCG Trust, Series 2019-600C, Class E, 3.85%, 09/06/2034 <sup>(a)(g)</sup> | 183000 | 7337 |
|  HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.88%, 05/10/2039 <sup>(a)(g)</sup> | HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.88%, 05/10/2039 <sup>(a)(g)</sup> | 500000 | 503078 |
|  Hundred Acre Wood Trust, Series 2021-INV1, Class A27, 2.50%, 07/25/2051 (Callable 04/25/2045) <sup>(a)(g)</sup> | Hundred Acre Wood Trust, Series 2021-INV1, Class A27, 2.50%, 07/25/2051 (Callable 04/25/2045) <sup>(a)(g)</sup> | 290496 | 234530 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |  |
| &nbsp;&nbsp; Series 2018-8, Class B1, 4.03%, 01/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-8, Class B1, 4.03%, 01/25/2049 (Callable 04/25/2025) <sup>(a)(g)</sup> | 421535 | 382356 |
| &nbsp;&nbsp; Series 2019-8, Class A15, 3.50%, 03/25/2050 (Callable 03/25/2026) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-8, Class A15, 3.50%, 03/25/2050 (Callable 03/25/2026) <sup>(a)(g)</sup> | 6916 | 6109 |
| &nbsp;&nbsp; Series 2019-8, Class B2A, 3.16%, 03/25/2050 (Callable 03/25/2026) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-8, Class B2A, 3.16%, 03/25/2050 (Callable 03/25/2026) <sup>(a)(g)</sup> | 174440 | 149899 |
| &nbsp;&nbsp; Series 2020-4, Class A5, 3.00%, 11/25/2050 (Callable 11/25/2028) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2020-4, Class A5, 3.00%, 11/25/2050 (Callable 11/25/2028) <sup>(a)(g)</sup> | 167951 | 143095 |
| &nbsp;&nbsp; Series 2022-5, Class A9, 2.80%, 09/25/2052 (Callable 11/25/2044) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2022-5, Class A9, 2.80%, 09/25/2052 (Callable 11/25/2044) <sup>(a)(g)</sup> | 425469 | 348910 |
| &nbsp;&nbsp; Series 2025-CCM1, Class A2, 5.50%, 06/25/2055 (Callable 07/25/2046) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2025-CCM1, Class A2, 5.50%, 06/25/2055 (Callable 07/25/2046) <sup>(a)(g)</sup> | 198243 | 196105 |
|  JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA, 1.47%, 06/15/2049 (Callable 03/15/2026) <sup>(g)(h)</sup> | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA, 1.47%, 06/15/2049 (Callable 03/15/2026) <sup>(g)(h)</sup> | 852783 | 6842 |
| Life Mortgage Trust US | Life Mortgage Trust US | Life Mortgage Trust US |  |
| &nbsp;&nbsp; Series 2022-BMR2, Class A1, 5.61% (1 mo. Term SOFR + 1.30%), 05/15/2039, (1.30% Floor) (Callable 05/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-BMR2, Class A1, 5.61% (1 mo. Term SOFR + 1.30%), 05/15/2039, (1.30% Floor) (Callable 05/15/2025) <sup>(a)</sup> | 170000 | 165115 |
| &nbsp;&nbsp; Series 2022-BMR2, Class B, 6.11% (1 mo. Term SOFR + 1.79%), 05/15/2039, (1.79% Floor) (Callable 05/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-BMR2, Class B, 6.11% (1 mo. Term SOFR + 1.79%), 05/15/2039, (1.79% Floor) (Callable 05/15/2025) <sup>(a)</sup> | 250000 | 230846 |
|  LoanCore, Series 2025-CRE8, Class D, 7.06% (1 mo. Term SOFR + 2.74%), 08/17/2042, (2.74% Floor) (Callable 08/17/2027) <sup>(a)</sup> | LoanCore, Series 2025-CRE8, Class D, 7.06% (1 mo. Term SOFR + 2.74%), 08/17/2042, (2.74% Floor) (Callable 08/17/2027) <sup>(a)</sup> | 100000 | 99783 |
| LSTAR Commercial Mortgage Trust | LSTAR Commercial Mortgage Trust | LSTAR Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2016-4, Class C, 4.57%, 03/10/2049 (Callable 03/10/2026) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2016-4, Class C, 4.57%, 03/10/2049 (Callable 03/10/2026) <sup>(a)(g)</sup> | 274000 | 256471 |
| &nbsp;&nbsp; Series 2016-4, Class XA, 1.63%, 03/10/2049 (Callable 03/10/2026) <sup>(a)(g)(h)</sup> | &nbsp;&nbsp; Series 2016-4, Class XA, 1.63%, 03/10/2049 (Callable 03/10/2026) <sup>(a)(g)(h)</sup> | 807281 | 3689 |
| &nbsp;&nbsp; Series 2017-5, Class X, 0.84%, 03/10/2050 (Callable 03/10/2027) <sup>(a)(g)(h)</sup> | &nbsp;&nbsp; Series 2017-5, Class X, 0.84%, 03/10/2050 (Callable 03/10/2027) <sup>(a)(g)(h)</sup> | 1753622 | 16068 |
| MF1 Multifamily Housing Mortgage Loan Trust | MF1 Multifamily Housing Mortgage Loan Trust | MF1 Multifamily Housing Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2023-FL12, Class C, 8.09% (1 mo. Term SOFR + 3.78%), 10/19/2038, (3.78% Floor) (Callable 04/19/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-FL12, Class C, 8.09% (1 mo. Term SOFR + 3.78%), 10/19/2038, (3.78% Floor) (Callable 04/19/2025) <sup>(a)</sup> | 100000 | 100182 |
| &nbsp;&nbsp; Series 2024-FL15, Class B, 6.81% (1 mo. Term SOFR + 2.49%), 08/18/2041, (2.49% Floor) (Callable 07/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-FL15, Class B, 6.81% (1 mo. Term SOFR + 2.49%), 08/18/2041, (2.49% Floor) (Callable 07/18/2026) <sup>(a)</sup> | 100000 | 99969 |
| &nbsp;&nbsp; Series 2024-FL16, Class D, 7.91% (1 mo. Term SOFR + 3.59%), 11/18/2039, (3.59% Floor) (Callable 10/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-FL16, Class D, 7.91% (1 mo. Term SOFR + 3.59%), 11/18/2039, (3.59% Floor) (Callable 10/18/2026) <sup>(a)</sup> | 100000 | 100492 |
| &nbsp;&nbsp; Series 2025-FL17, Class D, 7.05% (1 mo. Term SOFR + 2.74%), 02/18/2040, (2.74% Floor) (Callable 07/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-FL17, Class D, 7.05% (1 mo. Term SOFR + 2.74%), 02/18/2040, (2.74% Floor) (Callable 07/18/2026) <sup>(a)</sup> | 100000 | 99690 |
|  MFRA Trust, Series 2020-NQM3, Class A3, 1.63%, 01/26/2065 (Callable 04/25/2025) <sup>(a)(g)</sup> | MFRA Trust, Series 2020-NQM3, Class A3, 1.63%, 01/26/2065 (Callable 04/25/2025) <sup>(a)(g)</sup> | 69846 | 65234 |
|  MHC Commercial Mortgage Trust, Series 2021-MHC, Class F, 7.03% (1 mo. Term SOFR + 2.72%), 04/15/2038, (2.60% Floor) <sup>(a)</sup> | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F, 7.03% (1 mo. Term SOFR + 2.72%), 04/15/2038, (2.60% Floor) <sup>(a)</sup> | 240000 | 238096 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |  |
| &nbsp;&nbsp; Series 2013-C9, Class B, 3.71%, 05/15/2046 (Callable 06/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2013-C9, Class B, 3.71%, 05/15/2046 (Callable 06/15/2028) <sup>(g)</sup> | 93039 | 87676 |
| &nbsp;&nbsp; Series 2014-C17, Class E, 3.50%, 08/15/2047 (Callable 07/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2014-C17, Class E, 3.50%, 08/15/2047 (Callable 07/15/2025) <sup>(a)</sup> | 97504 | 96230 |
| Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. |  |
| &nbsp;&nbsp; Series 2016-UB12, Class XA, 0.63%, 12/15/2049 (Callable 09/15/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2016-UB12, Class XA, 0.63%, 12/15/2049 (Callable 09/15/2026) <sup>(g)(h)</sup> | 2459583 | 17508 |
| &nbsp;&nbsp; Series 2019-NUGS, Class E, 6.68% (1 mo. Term SOFR + 2.36%), 12/15/2036, (3.74% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-NUGS, Class E, 6.68% (1 mo. Term SOFR + 2.36%), 12/15/2036, (3.74% Floor) <sup>(a)</sup> | 147000 | 3675 |
| &nbsp;&nbsp; Series 2019-NUGS, Class F, 7.28% (1 mo. Term SOFR + 2.96%), 12/15/2036, (4.34% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-NUGS, Class F, 7.28% (1 mo. Term SOFR + 2.96%), 12/15/2036, (4.34% Floor) <sup>(a)</sup> | 125000 | 625 |
| &nbsp;&nbsp; Series 2019-PLND, Class E, 6.58% (1 mo. Term SOFR + 2.26%), 05/15/2036, (2.15% Floor) (Callable 04/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-PLND, Class E, 6.58% (1 mo. Term SOFR + 2.26%), 05/15/2036, (2.15% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 189000 | 3780 |
|  One New York Plaza Trust, Series 2020-1NYP, Class C, 6.63% (1 mo. Term SOFR + 2.31%), 01/15/2036, (2.20% Floor) <sup>(a)</sup> | One New York Plaza Trust, Series 2020-1NYP, Class C, 6.63% (1 mo. Term SOFR + 2.31%), 01/15/2036, (2.20% Floor) <sup>(a)</sup> | 160000 | 148940 |
|  ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(a)(g)</sup> | ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(a)(g)</sup> | 350000 | 353590 |
|  PFP III Ltd., Series 2024-11, Class B, 6.81% (1 mo. Term SOFR + 2.49%), 09/17/2039, (2.49% Floor) (Callable 09/17/2027) <sup>(a)</sup> | PFP III Ltd., Series 2024-11, Class B, 6.81% (1 mo. Term SOFR + 2.49%), 09/17/2039, (2.49% Floor) (Callable 09/17/2027) <sup>(a)</sup> | 99553 | 99367 |
|  PR Mortgage Loan Trust, Series 2014-1, Class APT, 5.86%, 10/25/2049 (Callable 04/25/2031) <sup>(a)(g)</sup> | PR Mortgage Loan Trust, Series 2014-1, Class APT, 5.86%, 10/25/2049 (Callable 04/25/2031) <sup>(a)(g)</sup> | 867902 | 810800 |
|  Provident Funding Mortgage Trust, Series 2021-J1, Class A10, 2.00%, 10/25/2051 (Callable 11/25/2047) <sup>(a)(g)</sup> | Provident Funding Mortgage Trust, Series 2021-J1, Class A10, 2.00%, 10/25/2051 (Callable 11/25/2047) <sup>(a)(g)</sup> | 200000 | 122578 |
|  Rate Mortgage Trust, Series 2021-HB1, Class A31, 2.50%, 12/25/2051 (Callable 05/25/2045) <sup>(a)(g)</sup> | Rate Mortgage Trust, Series 2021-HB1, Class A31, 2.50%, 12/25/2051 (Callable 05/25/2045) <sup>(a)(g)</sup> | 417785 | 337296 |
|  RCKT Mortgage Trust, Series 2021-1, Class B3, 2.72%, 03/25/2051 (Callable 09/25/2047) <sup>(a)(g)</sup> | RCKT Mortgage Trust, Series 2021-1, Class B3, 2.72%, 03/25/2051 (Callable 09/25/2047) <sup>(a)(g)</sup> | 442851 | 366020 |
|  RLGH Trust, Series 2021-TROT, Class A, 5.23% (1 mo. Term SOFR + 0.91%), 04/15/2036, (0.80% Floor) <sup>(a)</sup> | RLGH Trust, Series 2021-TROT, Class A, 5.23% (1 mo. Term SOFR + 0.91%), 04/15/2036, (0.80% Floor) <sup>(a)</sup> | 100000 | 98857 |
|  ROCK Trust 2024-CNTR, Series 2024-CNTR, Class D, 7.11%, 11/13/2041 <sup>(a)</sup> | ROCK Trust 2024-CNTR, Series 2024-CNTR, Class D, 7.11%, 11/13/2041 <sup>(a)</sup> | 300000 | 309952 |
|  SCOTT Trust 2023-SFS, Series 2023-SFS, Class AS, 6.20%, 03/10/2040 <sup>(a)</sup> | SCOTT Trust 2023-SFS, Series 2023-SFS, Class AS, 6.20%, 03/10/2040 <sup>(a)</sup> | 100000 | 99588 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |  |
| &nbsp;&nbsp; Series 2021-3, Class B3, 2.65%, 05/25/2051 (Callable 05/25/2048) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2021-3, Class B3, 2.65%, 05/25/2051 (Callable 05/25/2048) <sup>(a)(g)</sup> | 450080 | 362208 |
| &nbsp;&nbsp; Series 2024-9, Class A20, 5.50%, 10/25/2054 (Callable 12/25/2037) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-9, Class A20, 5.50%, 10/25/2054 (Callable 12/25/2037) <sup>(a)(g)</sup> | 167159 | 164416 |
| &nbsp;&nbsp; Series 2025-2, Class A19, 6.00%, 03/25/2055 (Callable 11/25/2037) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2025-2, Class A19, 6.00%, 03/25/2055 (Callable 11/25/2037) <sup>(a)(g)</sup> | 198323 | 198323 |
|  SG Commercial Mortgage Securities LLC, Series 2016-C5, Class XA, 1.82%, 10/10/2048 (Callable 07/10/2026) <sup>(g)(h)</sup> | SG Commercial Mortgage Securities LLC, Series 2016-C5, Class XA, 1.82%, 10/10/2048 (Callable 07/10/2026) <sup>(g)(h)</sup> | 816852 | 9661 |
|  SMRT 2022-MINI, Series 2022-MINI, Class B, 5.67% (1 mo. Term SOFR + 1.35%), 01/15/2039, (1.35% Floor) <sup>(a)</sup> | SMRT 2022-MINI, Series 2022-MINI, Class B, 5.67% (1 mo. Term SOFR + 1.35%), 01/15/2039, (1.35% Floor) <sup>(a)</sup> | 250000 | 246564 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2017-C3, Class C, 4.38%, 08/15/2050 (Callable 08/15/2027) <sup>(g)</sup> | &nbsp;&nbsp; Series 2017-C3, Class C, 4.38%, 08/15/2050 (Callable 08/15/2027) <sup>(g)</sup> | 100000 | 93724 |
| &nbsp;&nbsp; Series 2018-C13, Class C, 4.97%, 10/15/2051 (Callable 10/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-C13, Class C, 4.97%, 10/15/2051 (Callable 10/15/2028) <sup>(g)</sup> | 100000 | 90054 |
| &nbsp;&nbsp; Series 2018-C9, Class XA, 0.90%, 03/15/2051 (Callable 03/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2018-C9, Class XA, 0.90%, 03/15/2051 (Callable 03/15/2028) <sup>(g)(h)</sup> | 2157234 | 48934 |
|  UBS-Barclays Commercial Mortgage Trust, Series 2019-C3, Class XA, 1.31%, 05/15/2052 (Callable 03/15/2029) <sup>(g)(h)</sup> | UBS-Barclays Commercial Mortgage Trust, Series 2019-C3, Class XA, 1.31%, 05/15/2052 (Callable 03/15/2029) <sup>(g)(h)</sup> | 1378268 | 58162 |
|  Verus Securitization Trust, Series 2022-INV1, Class A1, 5.04%, 08/25/2067 (Callable 08/25/2025) <sup>(a)(f)</sup> | Verus Securitization Trust, Series 2022-INV1, Class A1, 5.04%, 08/25/2067 (Callable 08/25/2025) <sup>(a)(f)</sup> | 75731 | 75033 |
|  WaMu Mortgage Pass Through Certificates, Series 2007-HY3, Class 1A1, 3.88%, 03/25/2037 (Callable 04/25/2025) <sup>(g)</sup> | WaMu Mortgage Pass Through Certificates, Series 2007-HY3, Class 1A1, 3.88%, 03/25/2037 (Callable 04/25/2025) <sup>(g)</sup> | 316296 | 248679 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class C, 6.33%, 11/15/2057 (Callable 11/15/2029) <sup>(g)</sup> | Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class C, 6.33%, 11/15/2057 (Callable 11/15/2029) <sup>(g)</sup> | 100000 | 98656 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $47,122,635) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $47,122,635) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $47,122,635) | 42468616 |
| **U.S. TREASURY SECURITIES - 8.4%** | **U.S. TREASURY SECURITIES - 8.4%** | **Par** | **Value** |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |  |
| &nbsp;&nbsp; 1.50%, 01/31/2027 | &nbsp;&nbsp; 1.50%, 01/31/2027 | 90000 | 86161 |
| &nbsp;&nbsp; 3.88%, 03/31/2027 | &nbsp;&nbsp; 3.88%, 03/31/2027 | 67000 | 66979 |
| &nbsp;&nbsp; 2.63%, 05/31/2027 | &nbsp;&nbsp; 2.63%, 05/31/2027 | 40000 | 38944 |
| &nbsp;&nbsp; 4.00%, 03/31/2030 | &nbsp;&nbsp; 4.00%, 03/31/2030 | 1776000 | 1779885 |
| &nbsp;&nbsp; 0.63%, 08/15/2030 | &nbsp;&nbsp; 0.63%, 08/15/2030 | 1000000 | 838437 |
| &nbsp;&nbsp; 0.88%, 11/15/2030 | &nbsp;&nbsp; 0.88%, 11/15/2030 | 3000000 | 2531250 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | &nbsp;&nbsp; 2.88%, 05/15/2032 | 25000 | 23129 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | &nbsp;&nbsp; 2.75%, 08/15/2032 | 695000 | 635491 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | &nbsp;&nbsp; 3.50%, 02/15/2033 | 725000 | 694414 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | &nbsp;&nbsp; 4.63%, 02/15/2035 | 2611000 | 2697489 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | &nbsp;&nbsp; 1.38%, 11/15/2040 | 6800000 | 4417875 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | &nbsp;&nbsp; 2.38%, 02/15/2042 | 190000 | 140986 |
| &nbsp;&nbsp; 2.75%, 11/15/2042 | &nbsp;&nbsp; 2.75%, 11/15/2042 | 90000 | 69975 |
| &nbsp;&nbsp; 3.00%, 02/15/2049 | &nbsp;&nbsp; 3.00%, 02/15/2049 | 1195000 | 903345 |
| &nbsp;&nbsp; 2.00%, 02/15/2050 | &nbsp;&nbsp; 2.00%, 02/15/2050 | 368000 | 222640 |
| &nbsp;&nbsp; 3.63%, 02/15/2053 | &nbsp;&nbsp; 3.63%, 02/15/2053 | 150000 | 126352 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $15,463,694) | **TOTAL U.S. TREASURY SECURITIES** (Cost $15,463,694) | **TOTAL U.S. TREASURY SECURITIES** (Cost $15,463,694) | 15273352 |
| **ASSET-BACKED SECURITIES - 7.7%** | **ASSET-BACKED SECURITIES - 7.7%** | **Par** | **Value** |
|  ACE Securities Corp., Series 2007-D1, Class A4, 6.93%, 02/25/2038 (Callable 01/25/2036) <sup>(a)(f)</sup> | ACE Securities Corp., Series 2007-D1, Class A4, 6.93%, 02/25/2038 (Callable 01/25/2036) <sup>(a)(f)</sup> | 205604 | 174191 |
|  ACREC Trust, Series 2021-FL1, Class C, 6.58% (1 mo. Term SOFR + 2.26%), 10/16/2036, (2.15% Floor) (Callable 04/16/2025) <sup>(a)</sup> | ACREC Trust, Series 2021-FL1, Class C, 6.58% (1 mo. Term SOFR + 2.26%), 10/16/2036, (2.15% Floor) (Callable 04/16/2025) <sup>(a)</sup> | 375000 | 374268 |
|  Air Canada, 3.70%, 01/15/2026 <sup>(a)</sup> | Air Canada, 3.70%, 01/15/2026 <sup>(a)</sup> | 363757 | 355846 |
|  AMSR Trust, Series 2021-SFR3, Class H, 4.90%, 10/17/2038 <sup>(a)</sup> | AMSR Trust, Series 2021-SFR3, Class H, 4.90%, 10/17/2038 <sup>(a)</sup> | 550000 | 525013 |
|  Apollo Aviation Securitization Equity Trust, Series 2024-2A, Class B, 6.61%, 09/16/2049 <sup>(a)</sup> | Apollo Aviation Securitization Equity Trust, Series 2024-2A, Class B, 6.61%, 09/16/2049 <sup>(a)</sup> | 241370 | 246048 |
|  Applebee's Funding LLC, Series 2019-1A, Class A2II, 4.72%, 06/05/2049 (Callable 06/05/2025) <sup>(a)</sup> | Applebee's Funding LLC, Series 2019-1A, Class A2II, 4.72%, 06/05/2049 (Callable 06/05/2025) <sup>(a)</sup> | 99000 | 97598 |
|  Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/2046 (Callable 07/17/2028) <sup>(a)</sup> | Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/2046 (Callable 07/17/2028) <sup>(a)</sup> | 45596 | 42286 |
|  Blackbird Capital Aircraft, Series 2021-1A, Class A, 2.44%, 07/15/2046 (Callable 07/15/2028) <sup>(a)</sup> | Blackbird Capital Aircraft, Series 2021-1A, Class A, 2.44%, 07/15/2046 (Callable 07/15/2028) <sup>(a)</sup> | 170152 | 156857 |
|  Blackstone Mortgage Trust, Inc., Series 2021-FL4, Class A, 5.48% (1 mo. Term SOFR + 1.16%), 05/15/2038, (1.05% Floor) (Callable 07/15/2026) <sup>(a)</sup> | Blackstone Mortgage Trust, Inc., Series 2021-FL4, Class A, 5.48% (1 mo. Term SOFR + 1.16%), 05/15/2038, (1.05% Floor) (Callable 07/15/2026) <sup>(a)</sup> | 72873 | 72100 |
|  Blue Stream Communications LLC, Series 2024-1A, Class B, 6.04%, 11/20/2054 (Callable 05/20/2028) <sup>(a)</sup> | Blue Stream Communications LLC, Series 2024-1A, Class B, 6.04%, 11/20/2054 (Callable 05/20/2028) <sup>(a)</sup> | 250000 | 251666 |
|  Bojangles Issuer LLC, Series 2024-1A, Class A2, 6.58%, 11/20/2054 (Callable 11/20/2027) <sup>(a)(c)</sup> | Bojangles Issuer LLC, Series 2024-1A, Class A2, 6.58%, 11/20/2054 (Callable 11/20/2027) <sup>(a)(c)</sup> | 175000 | 175729 |
|  Citigroup Mortgage Loan Trust, Inc., Series 2015-RP2, Class B4, 4.25%, 01/25/2053 (Callable 10/25/2031) <sup>(a)</sup> | Citigroup Mortgage Loan Trust, Inc., Series 2015-RP2, Class B4, 4.25%, 01/25/2053 (Callable 10/25/2031) <sup>(a)</sup> | 380466 | 371241 |
|  Cloud Capital Holdco LP, Series 2024-2A, Class A2, 5.92%, 11/22/2049 (Callable 11/22/2028) <sup>(a)</sup> | Cloud Capital Holdco LP, Series 2024-2A, Class A2, 5.92%, 11/22/2049 (Callable 11/22/2028) <sup>(a)</sup> | 250000 | 253541 |
|  Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2, 3.30%, 12/26/2051 (Callable 04/25/2025) <sup>(a)</sup> | Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2, 3.30%, 12/26/2051 (Callable 04/25/2025) <sup>(a)</sup> | 150000 | 143877 |
|  COLT Funding LLC, Series 2022-5, Class A1, 4.55%, 04/25/2067 (Callable 04/25/2025) <sup>(a)(g)</sup> | COLT Funding LLC, Series 2022-5, Class A1, 4.55%, 04/25/2067 (Callable 04/25/2025) <sup>(a)(g)</sup> | 73169 | 72839 |
|  Compass Datacenters LLC, Series 2024-1A, Class B, 7.00%, 02/25/2049 (Callable 02/25/2027) <sup>(a)</sup> | Compass Datacenters LLC, Series 2024-1A, Class B, 7.00%, 02/25/2049 (Callable 02/25/2027) <sup>(a)</sup> | 250000 | 253282 |
|  DataBank Issuer, Series 2023-1A, Class A2, 5.12%, 02/25/2053 (Callable 02/25/2026) <sup>(a)</sup> | DataBank Issuer, Series 2023-1A, Class A2, 5.12%, 02/25/2053 (Callable 02/25/2026) <sup>(a)</sup> | 605000 | 596196 |
|  DB Master Finance Parent LLC, Series 2019-1A, Class A2II, 4.02%, 05/20/2049 (Callable 05/20/2025) <sup>(a)</sup> | DB Master Finance Parent LLC, Series 2019-1A, Class A2II, 4.02%, 05/20/2049 (Callable 05/20/2025) <sup>(a)</sup> | 85050 | 84558 |
|  DigitalBridge Group, Inc., Series 2023-1A, Class B, 5.75%, 09/15/2048 (Callable 09/15/2026) <sup>(a)</sup> | DigitalBridge Group, Inc., Series 2023-1A, Class B, 5.75%, 09/15/2048 (Callable 09/15/2026) <sup>(a)</sup> | 100000 | 97036 |
|  Exeter Automobile Receivables Trust, Series 2024-1A, Class B, 5.29%, 08/15/2028 (Callable 08/15/2028) | Exeter Automobile Receivables Trust, Series 2024-1A, Class B, 5.29%, 08/15/2028 (Callable 08/15/2028) | 100000 | 100462 |
|  First Franklin Mortgage Loan Asset Backed Certificates, Series 2004-FF10, Class M1, 5.71% (1 mo. Term SOFR + 1.39%), 07/25/2034, (1.28% Floor) (Callable 04/25/2025) | First Franklin Mortgage Loan Asset Backed Certificates, Series 2004-FF10, Class M1, 5.71% (1 mo. Term SOFR + 1.39%), 07/25/2034, (1.28% Floor) (Callable 04/25/2025) | 54418 | 54034 |
|  FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.27%, 10/19/2037 <sup>(a)</sup> | FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.27%, 10/19/2037 <sup>(a)</sup> | 90470 | 88543 |
|  GCAT, Series 2022-NQM4, Class A1, 5.27%, 08/25/2067 (Callable 08/25/2025) <sup>(a)(f)</sup> | GCAT, Series 2022-NQM4, Class A1, 5.27%, 08/25/2067 (Callable 08/25/2025) <sup>(a)(f)</sup> | 77899 | 77385 |
|  GSAA Trust, Series 2005-6, Class M1, 5.08% (1 mo. Term SOFR + 0.76%), 06/25/2035, (0.65% Floor) (Callable 04/25/2025) | GSAA Trust, Series 2005-6, Class M1, 5.08% (1 mo. Term SOFR + 0.76%), 06/25/2035, (0.65% Floor) (Callable 04/25/2025) | 31164 | 31061 |
|  Helios Issuer LLC, Series 2020-2A, Class A, 2.73%, 11/01/2055 (Callable 10/30/2030) <sup>(a)</sup> | Helios Issuer LLC, Series 2020-2A, Class A, 2.73%, 11/01/2055 (Callable 10/30/2030) <sup>(a)</sup> | 437907 | 358699 |
|  Home Partners of America Trust, Series 2019-1, Class B, 3.16%, 09/17/2039 (Callable 04/17/2025) <sup>(a)</sup> | Home Partners of America Trust, Series 2019-1, Class B, 3.16%, 09/17/2039 (Callable 04/17/2025) <sup>(a)</sup> | 76218 | 72667 |
|  Horizon Aircraft Finance Ltd., Series 2024-1, Class A, 5.38%, 09/15/2049 <sup>(a)</sup> | Horizon Aircraft Finance Ltd., Series 2024-1, Class A, 5.38%, 09/15/2049 <sup>(a)</sup> | 243750 | 239948 |
|  Jersey Mike's Funding, Series 2024-1A, Class A2, 5.64%, 02/15/2055 (Callable 02/15/2029) <sup>(a)</sup> | Jersey Mike's Funding, Series 2024-1A, Class A2, 5.64%, 02/15/2055 (Callable 02/15/2029) <sup>(a)</sup> | 210000 | 211355 |
| KREF | KREF | KREF |  |
| &nbsp;&nbsp; Series 2021-FL2, Class B, 6.08% (1 mo. Term SOFR + 1.76%), 02/15/2039, (1.65% Floor) (Callable 04/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-FL2, Class B, 6.08% (1 mo. Term SOFR + 1.76%), 02/15/2039, (1.65% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 97652 |
| &nbsp;&nbsp; Series 2022-FL3, Class A, 5.77% (1 mo. Term SOFR + 1.45%), 02/17/2039, (1.45% Floor) (Callable 04/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-FL3, Class A, 5.77% (1 mo. Term SOFR + 1.45%), 02/17/2039, (1.45% Floor) (Callable 04/17/2025) <sup>(a)</sup> | 89207 | 88812 |
|  Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.64%, 10/15/2046 <sup>(a)</sup> | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.64%, 10/15/2046 <sup>(a)</sup> | 181548 | 167512 |
|  Mill City Solar Loan, Series 2019-2GS, Class A, 3.69%, 07/20/2043 (Callable 01/20/2035) <sup>(a)</sup> | Mill City Solar Loan, Series 2019-2GS, Class A, 3.69%, 07/20/2043 (Callable 01/20/2035) <sup>(a)</sup> | 60428 | 54697 |
|  Morgan Stanley ABS Capital I, Inc., Series 2006-NC1, Class M1, 5.00% (1 mo. Term SOFR + 0.68%), 12/25/2035, (0.57% Floor) (Callable 04/25/2025) | Morgan Stanley ABS Capital I, Inc., Series 2006-NC1, Class M1, 5.00% (1 mo. Term SOFR + 0.68%), 12/25/2035, (0.57% Floor) (Callable 04/25/2025) | 53648 | 53412 |
| Mosaic Solar Loans LLC | Mosaic Solar Loans LLC | Mosaic Solar Loans LLC |  |
| &nbsp;&nbsp; Series 2018-1A, Class A, 4.01%, 06/22/2043 (Callable 05/20/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2018-1A, Class A, 4.01%, 06/22/2043 (Callable 05/20/2030) <sup>(a)</sup> | 126643 | 117177 |
| &nbsp;&nbsp; Series 2018-2GS, Class A, 4.20%, 02/22/2044 (Callable 06/20/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2018-2GS, Class A, 4.20%, 02/22/2044 (Callable 06/20/2030) <sup>(a)</sup> | 139770 | 127978 |
| &nbsp;&nbsp; Series 2018-2GS, Class B, 4.74%, 02/22/2044 (Callable 06/20/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2018-2GS, Class B, 4.74%, 02/22/2044 (Callable 06/20/2030) <sup>(a)</sup> | 87684 | 78948 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |  |
| &nbsp;&nbsp; Series 2019-GA, Class A, 2.40%, 10/15/2068 (Callable 05/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-GA, Class A, 2.40%, 10/15/2068 (Callable 05/15/2027) <sup>(a)</sup> | 34802 | 33329 |
| &nbsp;&nbsp; Series 2020-BA, Class A2, 2.12%, 01/15/2069 (Callable 08/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-BA, Class A2, 2.12%, 01/15/2069 (Callable 08/15/2027) <sup>(a)</sup> | 77301 | 73564 |
| &nbsp;&nbsp; Series 2020-HA, Class A, 1.31%, 01/15/2069 (Callable 01/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-HA, Class A, 1.31%, 01/15/2069 (Callable 01/15/2028) <sup>(a)</sup> | 46132 | 43260 |
| &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 10/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 10/15/2028) <sup>(a)</sup> | 42102 | 38029 |
| &nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, 07/15/2069 (Callable 08/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, 07/15/2069 (Callable 08/15/2029) <sup>(a)</sup> | 37023 | 33646 |
| &nbsp;&nbsp; Series 2021-FA, Class A, 1.11%, 02/18/2070 (Callable 10/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-FA, Class A, 1.11%, 02/18/2070 (Callable 10/15/2030) <sup>(a)</sup> | 346060 | 304144 |
|  Navigator Aircraft ABS Ltd., Series 2024-1, Class A, 5.40%, 08/15/2049 <sup>(a)</sup> | Navigator Aircraft ABS Ltd., Series 2024-1, Class A, 5.40%, 08/15/2049 <sup>(a)</sup> | 239583 | 237472 |
|  Neighborly Issuer, Series 2021-1A, Class A2, 3.58%, 04/30/2051 (Callable 10/30/2026) <sup>(a)</sup> | Neighborly Issuer, Series 2021-1A, Class A2, 3.58%, 04/30/2051 (Callable 10/30/2026) <sup>(a)</sup> | 481250 | 451032 |
|  OCCU Auto Receivables Trust, Series 2022-1A, Class A3, 5.50%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | OCCU Auto Receivables Trust, Series 2022-1A, Class A3, 5.50%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 71847 | 72004 |
|  Pagaya AI Debt Selection Trust, Series 2023-3, Class A, 7.60%, 12/16/2030 (Callable 04/15/2025) <sup>(a)</sup> | Pagaya AI Debt Selection Trust, Series 2023-3, Class A, 7.60%, 12/16/2030 (Callable 04/15/2025) <sup>(a)</sup> | 36600 | 36641 |
|  PennyMac Mortgage Investment Trust, Series 2017-PM1, Class XIO, 0.00%, 10/25/2048 <sup>(a)(d)(h)</sup> | PennyMac Mortgage Investment Trust, Series 2017-PM1, Class XIO, 0.00%, 10/25/2048 <sup>(a)(d)(h)</sup> | 130492950 | 611699 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |  |
| &nbsp;&nbsp; Series 2021-SFR3, Class G, 4.25%, 05/17/2026 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR3, Class G, 4.25%, 05/17/2026 <sup>(a)</sup> | 1100000 | 1075062 |
| &nbsp;&nbsp; Series 2021-SFR6, Class G, 4.00%, 07/17/2038 (Callable 07/17/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR6, Class G, 4.00%, 07/17/2038 (Callable 07/17/2026) <sup>(a)</sup> | 700000 | 680147 |
|  Ready Capital Corp., Series 2023-FL11, Class B, 7.85% (1 mo. Term SOFR + 3.53%), 10/25/2039, (3.53% Floor) (Callable 04/25/2025) <sup>(a)</sup> | Ready Capital Corp., Series 2023-FL11, Class B, 7.85% (1 mo. Term SOFR + 3.53%), 10/25/2039, (3.53% Floor) (Callable 04/25/2025) <sup>(a)</sup> | 100000 | 100094 |
|  Renaissance Home Equity Loan Trust, Series 2004-4, Class MF2, 5.82%, 02/25/2035 (Callable 04/25/2025) <sup>(f)</sup> | Renaissance Home Equity Loan Trust, Series 2004-4, Class MF2, 5.82%, 02/25/2035 (Callable 04/25/2025) <sup>(f)</sup> | 241166 | 211052 |
|  Santander Consumer USA Holdings, Inc., Series 2022-3, Class C, 4.49%, 08/15/2029 (Callable 07/15/2026) | Santander Consumer USA Holdings, Inc., Series 2022-3, Class C, 4.49%, 08/15/2029 (Callable 07/15/2026) | 200000 | 199426 |
|  SBA Depositor LLC, Series 2022-1, 6.60%, 01/15/2028 (Callable 01/15/2027) <sup>(a)</sup> | SBA Depositor LLC, Series 2022-1, 6.60%, 01/15/2028 (Callable 01/15/2027) <sup>(a)</sup> | 145000 | 148485 |
|  SERVPRO Master Issuer LLC, Series 2024-1A, Class A2, 6.17%, 01/25/2054 (Callable 01/25/2029) <sup>(a)</sup> | SERVPRO Master Issuer LLC, Series 2024-1A, Class A2, 6.17%, 01/25/2054 (Callable 01/25/2029) <sup>(a)</sup> | 99000 | 100642 |
|  Slam Ltd., Series 2024-1A, Class A, 5.34%, 09/15/2049 <sup>(a)</sup> | Slam Ltd., Series 2024-1A, Class A, 5.34%, 09/15/2049 <sup>(a)</sup> | 116186 | 114725 |
|  SMB Private Education Loan Trust, Series 2024-F, Class A1A, 5.06%, 03/16/2054 (Callable 09/15/2035) <sup>(a)(c)</sup> | SMB Private Education Loan Trust, Series 2024-F, Class A1A, 5.06%, 03/16/2054 (Callable 09/15/2035) <sup>(a)(c)</sup> | 94452 | 95398 |
| SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC |  |
| &nbsp;&nbsp; Series 2018-C, Class R1, 0.00%, 01/25/2048 (Callable 07/25/2026) <sup>(a)(d)</sup> | &nbsp;&nbsp; Series 2018-C, Class R1, 0.00%, 01/25/2048 (Callable 07/25/2026) <sup>(a)(d)</sup> | 10000 | 76522 |
| &nbsp;&nbsp; Series 2020-C, Class AFX, 1.95%, 02/15/2046 (Callable 09/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-C, Class AFX, 1.95%, 02/15/2046 (Callable 09/15/2028) <sup>(a)</sup> | 60613 | 56415 |
| &nbsp;&nbsp; Series 2021-B, Class R1, 0.00%, 02/15/2047 (Callable 01/15/2030) <sup>(a)(d)</sup> | &nbsp;&nbsp; Series 2021-B, Class R1, 0.00%, 02/15/2047 (Callable 01/15/2030) <sup>(a)(d)</sup> | 10000 | 283660 |
| Starwood Property Mortgage Trust | Starwood Property Mortgage Trust | Starwood Property Mortgage Trust |  |
| &nbsp;&nbsp; Series 2019-FL1, Class B, 6.03% (1 mo. Term SOFR + 1.71%), 07/15/2038, (1.71% Floor) (Callable 04/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-FL1, Class B, 6.03% (1 mo. Term SOFR + 1.71%), 07/15/2038, (1.71% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 99988 |
| &nbsp;&nbsp; Series 2019-FL1, Class C, 6.38% (1 mo. Term SOFR + 2.06%), 07/15/2038, (2.06% Floor) (Callable 04/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-FL1, Class C, 6.38% (1 mo. Term SOFR + 2.06%), 07/15/2038, (2.06% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 99118 |
|  Structured Asset Securities Corp., Series 2006-BC3, Class A3, 4.75% (1 mo. Term SOFR + 0.43%), 10/25/2036, (0.32% Floor) (Callable 04/25/2025) | Structured Asset Securities Corp., Series 2006-BC3, Class A3, 4.75% (1 mo. Term SOFR + 0.43%), 10/25/2036, (0.32% Floor) (Callable 04/25/2025) | 391443 | 319566 |
|  Sunnova Energy International, Inc., Series 2023-A, Class A, 5.30%, 05/20/2050 (Callable 05/20/2028) <sup>(a)</sup> | Sunnova Energy International, Inc., Series 2023-A, Class A, 5.30%, 05/20/2050 (Callable 05/20/2028) <sup>(a)</sup> | 89483 | 91616 |
| Sunrun, Inc. | Sunrun, Inc. | Sunrun, Inc. |  |
| &nbsp;&nbsp; Series 2019-1A, Class A, 3.98%, 06/30/2054 (Callable 09/30/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-1A, Class A, 3.98%, 06/30/2054 (Callable 09/30/2030) <sup>(a)</sup> | 85136 | 79170 |
| &nbsp;&nbsp; Series 2025-1A, Class A2A, 6.41%, 04/30/2060 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-1A, Class A2A, 6.41%, 04/30/2060 <sup>(a)</sup> | 100000 | 102068 |
|  Taco Bell Corp., Series 2016-1A, Class A23, 4.97%, 05/25/2046 (Callable 05/25/2025) <sup>(a)</sup> | Taco Bell Corp., Series 2016-1A, Class A23, 4.97%, 05/25/2046 (Callable 05/25/2025) <sup>(a)</sup> | 129375 | 129326 |
|  T-Mobile US, Inc., Series 2022-1A, Class A, 4.91%, 05/22/2028 (Callable 01/20/2026) <sup>(a)</sup> | T-Mobile US, Inc., Series 2022-1A, Class A, 4.91%, 05/22/2028 (Callable 01/20/2026) <sup>(a)</sup> | 76198 | 76256 |
|  Vericrest Opportunity Loan Transferee, Series 2021-NPL1, Class A2, 8.95%, 02/27/2051 (Callable 04/25/2025) <sup>(a)(f)</sup> | Vericrest Opportunity Loan Transferee, Series 2021-NPL1, Class A2, 8.95%, 02/27/2051 (Callable 04/25/2025) <sup>(a)(f)</sup> | 749525 | 749005 |
|  Verus Securitization Trust, Series 2022-8, Class A3, 6.13%, 09/25/2067 (Callable 10/25/2025) <sup>(a)(f)</sup> | Verus Securitization Trust, Series 2022-8, Class A3, 6.13%, 09/25/2067 (Callable 10/25/2025) <sup>(a)(f)</sup> | 78392 | 80944 |
|  Wendy's SPV Guarantor LLC, Series 2019-1A, Class A2I, 3.78%, 06/15/2049 (Callable 06/15/2025) <sup>(a)</sup> | Wendy's SPV Guarantor LLC, Series 2019-1A, Class A2I, 3.78%, 06/15/2049 (Callable 06/15/2025) <sup>(a)</sup> | 88740 | 87470 |
|  Wingstop, Inc., Series 2020-1A, Class A2, 2.84%, 12/05/2050 (Callable 06/05/2025) <sup>(a)</sup> | Wingstop, Inc., Series 2020-1A, Class A2, 2.84%, 12/05/2050 (Callable 06/05/2025) <sup>(a)</sup> | 246250 | 233204 |
|  Zaxby's Operating Co. LP, Series 2021-1A, Class A2, 3.24%, 07/30/2051 (Callable 07/30/2025) <sup>(a)</sup> | Zaxby's Operating Co. LP, Series 2021-1A, Class A2, 3.24%, 07/30/2051 (Callable 07/30/2025) <sup>(a)</sup> | 144750 | 132541 |
| Zayo Group LLC | Zayo Group LLC | Zayo Group LLC |  |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 5.65%, 03/20/2055 (Callable 09/20/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-1A, Class A2, 5.65%, 03/20/2055 (Callable 09/20/2028) <sup>(a)</sup> | 90000 | 90747 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 6.09%, 03/20/2055 (Callable 09/20/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-1A, Class B, 6.09%, 03/20/2055 (Callable 09/20/2028) <sup>(a)</sup> | 250000 | 252523 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $14,617,558) | **TOTAL ASSET-BACKED SECURITIES** (Cost $14,617,558) | **TOTAL ASSET-BACKED SECURITIES** (Cost $14,617,558) | 14064504 |
| **BANK LOANS - 6.9%** | **BANK LOANS - 6.9%** | **Par** | **Value** |
| **Basic Materials - 0.1%** | **Basic Materials - 0.1%** | **Basic Materials - 0.1%** |  |
|  Hexion Holdings Corp., Senior Secured First Lien, 8.32% (1 mo. SOFR US + 4.00%), 03/15/2029, (0.50% Floor) (Callable 05/01/2025) | Hexion Holdings Corp., Senior Secured First Lien, 8.32% (1 mo. SOFR US + 4.00%), 03/15/2029, (0.50% Floor) (Callable 05/01/2025) | 29623 | 28866 |
|  INEOS US Finance LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/07/2031, (0.00% Floor) (Callable 05/01/2025) | INEOS US Finance LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/07/2031, (0.00% Floor) (Callable 05/01/2025) | 124864 | 119682 |
| INEOS US Petrochem LLC, Senior Secured First Lien | INEOS US Petrochem LLC, Senior Secured First Lien | INEOS US Petrochem LLC, Senior Secured First Lien |  |
| &nbsp;&nbsp; 8.77% (1 mo. SOFR US + 4.25%), 03/29/2029, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 8.77% (1 mo. SOFR US + 4.25%), 03/29/2029, (0.00% Floor) (Callable 05/01/2025) | 44400 | 42736 |
| &nbsp;&nbsp; 8.57% (1 mo. SOFR US + 4.25%), 10/07/2031, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 8.57% (1 mo. SOFR US + 4.25%), 10/07/2031, (0.00% Floor) (Callable 05/01/2025) | 30000 | 28200 |
|  Vantage Specialty Chemicals, Inc., Senior Secured First Lien, 9.07% (1 mo. SOFR US + 4.75%), 10/26/2026, (0.50% Floor) (Callable 05/01/2025) | Vantage Specialty Chemicals, Inc., Senior Secured First Lien, 9.07% (1 mo. SOFR US + 4.75%), 10/26/2026, (0.50% Floor) (Callable 05/01/2025) | 59695 | 57767 |
|  |  |  | 277251 |
| **Communications - 0.2%** | **Communications - 0.2%** | **Communications - 0.2%** |  |
|  Acuris Finance US, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 02/16/2028, (0.00% Floor) (Callable 05/01/2025) | Acuris Finance US, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 02/16/2028, (0.00% Floor) (Callable 05/01/2025) | 40159 | 40153 |
|  Altice France SA, Senior Secured First Lien, 9.80% (3 mo. SOFR US + 5.50%), 08/31/2028, (0.00% Floor) (Callable 05/01/2025) | Altice France SA, Senior Secured First Lien, 9.80% (3 mo. SOFR US + 5.50%), 08/31/2028, (0.00% Floor) (Callable 05/01/2025) | 24600 | 22112 |
| Cengage Learning, Inc., Senior Secured First Lien | Cengage Learning, Inc., Senior Secured First Lien | Cengage Learning, Inc., Senior Secured First Lien |  |
| &nbsp;&nbsp; 7.82% (1 mo. SOFR US + 3.50%), 03/24/2031, (1.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.82% (1 mo. SOFR US + 3.50%), 03/24/2031, (1.00% Floor) (Callable 05/01/2025) | 9119 | 9057 |
| &nbsp;&nbsp; 7.83% (3 mo. SOFR US + 3.50%), 03/24/2031, (1.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.83% (3 mo. SOFR US + 3.50%), 03/24/2031, (1.00% Floor) (Callable 05/01/2025) | 15694 | 15589 |
|  CSC Holdings LLC, Senior Secured First Lien, 9.00% (Prime Rate + 1.50%), 04/15/2027, (0.00% Floor) (Callable 05/01/2025) | CSC Holdings LLC, Senior Secured First Lien, 9.00% (Prime Rate + 1.50%), 04/15/2027, (0.00% Floor) (Callable 05/01/2025) | 23199 | 21861 |
|  Directv Financing LLC, Senior Secured First Lien, 9.81% (3 mo. SOFR US + 5.00%), 08/02/2027, (0.75% Floor) (Callable 05/01/2025) | Directv Financing LLC, Senior Secured First Lien, 9.81% (3 mo. SOFR US + 5.00%), 08/02/2027, (0.75% Floor) (Callable 05/01/2025) | 4361 | 4372 |
|  Gen Digital, Inc., 6.06% (1 mo. Term SOFR + 1.75%), 02/13/2032 (Callable 05/01/2025) | Gen Digital, Inc., 6.06% (1 mo. Term SOFR + 1.75%), 02/13/2032 (Callable 05/01/2025) | 55000 | 54546 |
|  Gray Media, Inc., Senior Secured First Lien, 7.44% (1 mo. SOFR US + 3.00%), 12/01/2028, (0.00% Floor) (Callable 05/01/2025) | Gray Media, Inc., Senior Secured First Lien, 7.44% (1 mo. SOFR US + 3.00%), 12/01/2028, (0.00% Floor) (Callable 05/01/2025) | 14959 | 13746 |
|  Lumen Technologies, Inc., Senior Secured First Lien, 6.79% (1 mo. SOFR US + 2.35%), 04/16/2029, (2.00% Floor) | Lumen Technologies, Inc., Senior Secured First Lien, 6.79% (1 mo. SOFR US + 2.35%), 04/16/2029, (2.00% Floor) | 13242 | 12760 |
|  MH Sub I LLC, Senior Secured First Lien, 8.57% (1 mo. SOFR US + 4.25%), 12/31/2031, (0.50% Floor) (Callable 05/01/2025) | MH Sub I LLC, Senior Secured First Lien, 8.57% (1 mo. SOFR US + 4.25%), 12/31/2031, (0.50% Floor) (Callable 05/01/2025) | 22721 | 20935 |
|  NEP Group, Inc., Senior Secured First Lien, 7.94% (3 mo. SOFR US + 3.25% and 1.50% PIK), 08/19/2026, (0.00% Floor) | NEP Group, Inc., Senior Secured First Lien, 7.94% (3 mo. SOFR US + 3.25% and 1.50% PIK), 08/19/2026, (0.00% Floor) | 65142 | 60777 |
|  StubHub Holdco Sub LLC, Senior Secured First Lien, 9.07% (1 mo. SOFR US + 4.75%), 03/15/2030, (0.00% Floor) (Callable 05/01/2025) | StubHub Holdco Sub LLC, Senior Secured First Lien, 9.07% (1 mo. SOFR US + 4.75%), 03/15/2030, (0.00% Floor) (Callable 05/01/2025) | 39108 | 39010 |
|  Zayo Group Holdings, Inc., Senior Secured First Lien, 7.55% (1 mo. SOFR US + 3.00%), 03/09/2027, (0.00% Floor) (Callable 05/01/2025) | Zayo Group Holdings, Inc., Senior Secured First Lien, 7.55% (1 mo. SOFR US + 3.00%), 03/09/2027, (0.00% Floor) (Callable 05/01/2025) | 20000 | 18665 |
|  Zayo Group Holdings, Inc., First Lien, 8.57% (1 mo. Term SOFR + 4.25%), 03/09/2027 (Callable 05/01/2025) | Zayo Group Holdings, Inc., First Lien, 8.57% (1 mo. Term SOFR + 4.25%), 03/09/2027 (Callable 05/01/2025) | 9974 | 9389 |
|  |  |  | 342972 |
| **Consumer, Cyclical - 2.6%** | **Consumer, Cyclical - 2.6%** | **Consumer, Cyclical - 2.6%** |  |
|  1011778 BC ULC, Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 09/23/2030, (0.00% Floor) (Callable 05/01/2025) | 1011778 BC ULC, Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 09/23/2030, (0.00% Floor) (Callable 05/01/2025) | 759126 | 753230 |
|  AAdvantage Loyalty IP Ltd., Senior Secured First Lien, 6.54% (1 mo. SOFR US + 2.25%), 04/20/2028, (0.00% Floor) (Callable 05/01/2025) | AAdvantage Loyalty IP Ltd., Senior Secured First Lien, 6.54% (1 mo. SOFR US + 2.25%), 04/20/2028, (0.00% Floor) (Callable 05/01/2025) | 64536 | 63875 |
|  ABG Intermediate Holdings 2 LLC, Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 03/05/2032, (0.00% Floor) (Callable 05/01/2025) | ABG Intermediate Holdings 2 LLC, Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 03/05/2032, (0.00% Floor) (Callable 05/01/2025) | 55000 | 54462 |
| Aramark Services, Inc., Senior Secured First Lien | Aramark Services, Inc., Senior Secured First Lien | Aramark Services, Inc., Senior Secured First Lien |  |
| &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 04/06/2028, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 04/06/2028, (0.00% Floor) (Callable 05/01/2025) | 30000 | 30047 |
| &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 06/24/2030, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 06/24/2030, (0.00% Floor) (Callable 05/01/2025) | 135150 | 135276 |
|  AS Mileage Plan IP Ltd., Senior Secured First Lien, 6.29% (3 mo. SOFR US + 2.00%), 10/15/2031, (0.00% Floor) (Callable 05/01/2025) | AS Mileage Plan IP Ltd., Senior Secured First Lien, 6.29% (3 mo. SOFR US + 2.00%), 10/15/2031, (0.00% Floor) (Callable 05/01/2025) | 94700 | 94807 |
|  BCPE Empire Holdings, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 12/26/2030, (0.50% Floor) (Callable 05/01/2025) | BCPE Empire Holdings, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 12/26/2030, (0.50% Floor) (Callable 05/01/2025) | 69501 | 68632 |
| Carnival Corp., Senior Secured First Lien | Carnival Corp., Senior Secured First Lien | Carnival Corp., Senior Secured First Lien |  |
| &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 08/09/2027, (0.75% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 08/09/2027, (0.75% Floor) (Callable 05/01/2025) | 62325 | 62309 |
| &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 10/18/2028, (0.75% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 10/18/2028, (0.75% Floor) (Callable 05/01/2025) | 83000 | 83052 |
|  Clarios Global LP, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 01/28/2032, (0.00% Floor) (Callable 05/01/2025) | Clarios Global LP, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 01/28/2032, (0.00% Floor) (Callable 05/01/2025) | 440000 | 434133 |
|  ClubCorp Holdings, Inc., Senior Secured First Lien, 9.82% (3 mo. SOFR US + 5.00%), 09/18/2026, (0.00% Floor) | ClubCorp Holdings, Inc., Senior Secured First Lien, 9.82% (3 mo. SOFR US + 5.00%), 09/18/2026, (0.00% Floor) | 26265 | 26344 |
|  Crown Finance US, Inc., Senior Secured First Lien, 9.57% (1 mo. SOFR US + 5.25%), 12/02/2031, (0.00% Floor) (Callable 05/01/2025) | Crown Finance US, Inc., Senior Secured First Lien, 9.57% (1 mo. SOFR US + 5.25%), 12/02/2031, (0.00% Floor) (Callable 05/01/2025) | 19950 | 19870 |
|  Delta 2 Lux Sarl, Senior Secured First Lien, 6.30% (3 mo. SOFR US + 2.00%), 09/19/2031, (0.50% Floor) (Callable 05/01/2025) | Delta 2 Lux Sarl, Senior Secured First Lien, 6.30% (3 mo. SOFR US + 2.00%), 09/19/2031, (0.50% Floor) (Callable 05/01/2025) | 84785 | 84759 |
|  Delta 2 Lux Sarl, 7.20% (3 mo. Term SOFR + 2.00%), 09/19/2031 (Callable 05/01/2025) | Delta 2 Lux Sarl, 7.20% (3 mo. Term SOFR + 2.00%), 09/19/2031 (Callable 05/01/2025) | 43000 | 42987 |
|  Dexko Global, Inc., Senior Secured First Lien, 8.45% (1 mo. SOFR US + 3.75%), 10/04/2028, (0.50% Floor) (Callable 05/01/2025) | Dexko Global, Inc., Senior Secured First Lien, 8.45% (1 mo. SOFR US + 3.75%), 10/04/2028, (0.50% Floor) (Callable 05/01/2025) | 33003 | 30832 |
|  EG America LLC, Senior Secured First Lien, 8.56% (3 mo. SOFR US + 4.25%), 02/07/2028, (0.00% Floor) (Callable 05/01/2025) | EG America LLC, Senior Secured First Lien, 8.56% (3 mo. SOFR US + 4.25%), 02/07/2028, (0.00% Floor) (Callable 05/01/2025) | 26067 | 26112 |
|  EOC Borrower LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 03/24/2032, (0.00% Floor) (Callable 05/01/2025) | EOC Borrower LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 03/24/2032, (0.00% Floor) (Callable 05/01/2025) | 35000 | 34978 |
|  Fertitta Entertainment LLC/NV, Senior Secured First Lien, 7.82% (1 mo. SOFR US + 3.50%), 01/29/2029, (0.50% Floor) (Callable 05/01/2025) | Fertitta Entertainment LLC/NV, Senior Secured First Lien, 7.82% (1 mo. SOFR US + 3.50%), 01/29/2029, (0.50% Floor) (Callable 05/01/2025) | 131380 | 129547 |
|  GBT US III LLC, Senior Secured First Lien, 6.80% (3 mo. SOFR US + 2.50%), 07/28/2031, (0.00% Floor) (Callable 05/01/2025) | GBT US III LLC, Senior Secured First Lien, 6.80% (3 mo. SOFR US + 2.50%), 07/28/2031, (0.00% Floor) (Callable 05/01/2025) | 24938 | 24850 |
|  Gloves Buyer, Inc., 8.30% (1 mo. Term SOFR + 4.00%), 01/20/2032 (Callable 05/01/2025) | Gloves Buyer, Inc., 8.30% (1 mo. Term SOFR + 4.00%), 01/20/2032 (Callable 05/01/2025) | 190000 | 183191 |
|  Golden State Foods LLC, Senior Secured First Lien, 8.56% (1 mo. SOFR US + 4.25%), 12/04/2031, (0.00% Floor) (Callable 05/01/2025) | Golden State Foods LLC, Senior Secured First Lien, 8.56% (1 mo. SOFR US + 4.25%), 12/04/2031, (0.00% Floor) (Callable 05/01/2025) | 19901 | 19990 |
|  Great Outdoors Group LLC, Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 01/23/2032, (0.75% Floor) (Callable 05/01/2025) | Great Outdoors Group LLC, Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 01/23/2032, (0.75% Floor) (Callable 05/01/2025) | 563183 | 562690 |
|  Hilton Domestic Operating Co., Inc., Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 11/08/2030, (0.00% Floor) (Callable 05/01/2025) | Hilton Domestic Operating Co., Inc., Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 11/08/2030, (0.00% Floor) (Callable 05/01/2025) | 140000 | 140034 |
|  Hunter Douglas, Inc., Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 01/19/2032, (0.00% Floor) (Callable 05/01/2025) | Hunter Douglas, Inc., Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 01/19/2032, (0.00% Floor) (Callable 05/01/2025) | 43932 | 42109 |
|  JetBlue Airways Corp., Senior Secured First Lien, 9.05% (1 mo. SOFR US + 4.75%), 08/27/2029, (0.50% Floor) (Callable 05/01/2025) | JetBlue Airways Corp., Senior Secured First Lien, 9.05% (1 mo. SOFR US + 4.75%), 08/27/2029, (0.50% Floor) (Callable 05/01/2025) | 204970 | 199114 |
|  KFC Holding Co., Senior Secured First Lien, 6.30% (1 mo. SOFR US + 1.75%), 03/15/2028, (0.00% Floor) (Callable 05/01/2025) | KFC Holding Co., Senior Secured First Lien, 6.30% (1 mo. SOFR US + 1.75%), 03/15/2028, (0.00% Floor) (Callable 05/01/2025) | 149223 | 149745 |
|  LBM Acquisition LLC, Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 06/06/2031, (0.75% Floor) (Callable 05/01/2025) | LBM Acquisition LLC, Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 06/06/2031, (0.75% Floor) (Callable 05/01/2025) | 76241 | 70600 |
|  LC Ahab US Bidco LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 05/01/2031, (0.00% Floor) | LC Ahab US Bidco LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 05/01/2031, (0.00% Floor) | 34912 | 34694 |
|  Life Time, Inc., Senior Secured First Lien, 6.80% (3 mo. SOFR US + 2.50%), 11/05/2031, (0.00% Floor) (Callable 05/01/2025) | Life Time, Inc., Senior Secured First Lien, 6.80% (3 mo. SOFR US + 2.50%), 11/05/2031, (0.00% Floor) (Callable 05/01/2025) | 29925 | 29891 |
|  Ontario Gaming GTA LP, Senior Secured First Lien, 8.55% (3 mo. SOFR US + 4.25%), 08/01/2030, (0.50% Floor) (Callable 05/01/2025) | Ontario Gaming GTA LP, Senior Secured First Lien, 8.55% (3 mo. SOFR US + 4.25%), 08/01/2030, (0.50% Floor) (Callable 05/01/2025) | 30561 | 30148 |
|  PetSmart LLC, Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 02/14/2028, (0.75% Floor) (Callable 05/01/2025) | PetSmart LLC, Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 02/14/2028, (0.75% Floor) (Callable 05/01/2025) | 62780 | 61930 |
|  Sabre GLBL, Inc., Senior Secured First Lien, 8.05% (1 mo. SOFR US + 3.50%), 12/17/2027, (0.50% Floor) (Callable 05/01/2025) | Sabre GLBL, Inc., Senior Secured First Lien, 8.05% (1 mo. SOFR US + 3.50%), 12/17/2027, (0.50% Floor) (Callable 05/01/2025) | 8903 | 8602 |
| &nbsp;&nbsp; 10.52% (1 mo. SOFR US + 6.00%), 11/15/2029, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 10.52% (1 mo. SOFR US + 6.00%), 11/15/2029, (0.00% Floor) (Callable 05/01/2025) | 7862 | 7665 |
|  Sabre GLBL, Inc., First Lien, 10.42% (1 mo. Term SOFR + 6.00%), 11/15/2029 (Callable 05/01/2025) | Sabre GLBL, Inc., First Lien, 10.42% (1 mo. Term SOFR + 6.00%), 11/15/2029 (Callable 05/01/2025) | 18134 | 17802 |
|  Solenis Holdings Ltd., Senior Secured First Lien, 7.30% (3 mo. SOFR US + 3.00%), 06/20/2031, (0.50% Floor) (Callable 05/01/2025) | Solenis Holdings Ltd., Senior Secured First Lien, 7.30% (3 mo. SOFR US + 3.00%), 06/20/2031, (0.50% Floor) (Callable 05/01/2025) | 74625 | 73576 |
|  SWF Holdings I FLSO T/L A2 (12/24), First Lien, 8.44% (1 mo. Term SOFR + 4.00%), 10/06/2028 | SWF Holdings I FLSO T/L A2 (12/24), First Lien, 8.44% (1 mo. Term SOFR + 4.00%), 10/06/2028 | 10896 | 8995 |
|  Tecta America Corp., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/18/2032 (Callable 05/01/2025) | Tecta America Corp., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/18/2032 (Callable 05/01/2025) | 45000 | 44724 |
|  Travel + Leisure Co., Senior Secured First Lien, 6.82% (1 mo. SOFR US + 2.50%), 12/14/2029, (0.00% Floor) (Callable 05/01/2025) | Travel + Leisure Co., Senior Secured First Lien, 6.82% (1 mo. SOFR US + 2.50%), 12/14/2029, (0.00% Floor) (Callable 05/01/2025) | 259425 | 258857 |
|  UFC Holdings LLC, Senior Secured First Lien, 6.58% (3 mo. SOFR US + 2.25%), 11/21/2031, (0.00% Floor) (Callable 05/01/2025) | UFC Holdings LLC, Senior Secured First Lien, 6.58% (3 mo. SOFR US + 2.25%), 11/21/2031, (0.00% Floor) (Callable 05/01/2025) | 199425 | 199147 |
|  United Airlines, Inc., Senior Secured First Lien, 6.30% (3 mo. SOFR US + 2.00%), 02/24/2031, (0.00% Floor) (Callable 05/01/2025) | United Airlines, Inc., Senior Secured First Lien, 6.30% (3 mo. SOFR US + 2.00%), 02/24/2031, (0.00% Floor) (Callable 05/01/2025) | 177454 | 177295 |
|  Verde Purchaser LLC, Senior Secured First Lien, 8.30% (3 mo. SOFR US + 4.00%), 11/29/2030, (0.00% Floor) (Callable 05/01/2025) | Verde Purchaser LLC, Senior Secured First Lien, 8.30% (3 mo. SOFR US + 4.00%), 11/29/2030, (0.00% Floor) (Callable 05/01/2025) | 14962 | 14901 |
|  Victra Holdings LLC, Senior Secured First Lien, 8.55% (3 mo. SOFR US + 4.25%), 03/29/2029, (0.00% Floor) (Callable 05/01/2025) | Victra Holdings LLC, Senior Secured First Lien, 8.55% (3 mo. SOFR US + 4.25%), 03/29/2029, (0.00% Floor) (Callable 05/01/2025) | 24688 | 24672 |
|  WestJet Loyalty LP, Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 02/14/2031, (0.00% Floor) (Callable 05/01/2025) | WestJet Loyalty LP, Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 02/14/2031, (0.00% Floor) (Callable 05/01/2025) | 69300 | 66892 |
|  White Cap Supply Holdings LLC, Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 10/31/2029, (0.00% Floor) (Callable 05/01/2025) | White Cap Supply Holdings LLC, Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 10/31/2029, (0.00% Floor) (Callable 05/01/2025) | 39900 | 38781 |
|  |  |  | 4666147 |
| **Consumer, Non-cyclical - 1.2%** | **Consumer, Non-cyclical - 1.2%** | **Consumer, Non-cyclical - 1.2%** |  |
|  1261229 BC Ltd., 10.57% (1 mo. Term SOFR + 6.25%), 09/25/2030 (Callable 05/01/2025) | 1261229 BC Ltd., 10.57% (1 mo. Term SOFR + 6.25%), 09/25/2030 (Callable 05/01/2025) | 180000 | 173475 |
|  ADMI Corp., Senior Secured First Lien, 8.30% (1 mo. SOFR US + 3.75%), 12/23/2027, (0.50% Floor) | ADMI Corp., Senior Secured First Lien, 8.30% (1 mo. SOFR US + 3.75%), 12/23/2027, (0.50% Floor) | 49223 | 48915 |
|  Allied Universal Holdco LLC, Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 05/15/2028, (0.50% Floor) (Callable 05/01/2025) | Allied Universal Holdco LLC, Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 05/15/2028, (0.50% Floor) (Callable 05/01/2025) | 69803 | 69809 |
|  Aspire Bakeries Holdings LLC, Senior Secured First Lien, 8.57% (1 mo. SOFR US + 4.25%), 12/23/2030, (0.00% Floor) (Callable 05/01/2025) | Aspire Bakeries Holdings LLC, Senior Secured First Lien, 8.57% (1 mo. SOFR US + 4.25%), 12/23/2030, (0.00% Floor) (Callable 05/01/2025) | 34824 | 34955 |
|  Aveanna Healthcare LLC, Senior Secured First Lien, 8.26% (3 mo. SOFR US + 3.75%), 07/17/2028, (0.50% Floor) (Callable 05/01/2025) | Aveanna Healthcare LLC, Senior Secured First Lien, 8.26% (3 mo. SOFR US + 3.75%), 07/17/2028, (0.50% Floor) (Callable 05/01/2025) | 95473 | 93862 |
|  Bausch + Lomb Corp., Senior Secured First Lien, 7.77% (1 mo. SOFR US + 3.25%), 05/10/2027, (0.50% Floor) (Callable 05/01/2025) | Bausch + Lomb Corp., Senior Secured First Lien, 7.77% (1 mo. SOFR US + 3.25%), 05/10/2027, (0.50% Floor) (Callable 05/01/2025) | 130904 | 130608 |
| CHG Healthcare Services, Inc., Senior Secured First Lien | CHG Healthcare Services, Inc., Senior Secured First Lien | CHG Healthcare Services, Inc., Senior Secured First Lien |  |
| &nbsp;&nbsp; 7.30% (3 mo. SOFR US + 3.00%), 09/29/2028, (0.50% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.30% (3 mo. SOFR US + 3.00%), 09/29/2028, (0.50% Floor) (Callable 05/01/2025) | 248 | 248 |
| &nbsp;&nbsp; 7.31% (3 mo. SOFR US + 3.00%), 09/29/2028, (0.50% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.31% (3 mo. SOFR US + 3.00%), 09/29/2028, (0.50% Floor) (Callable 05/01/2025) | 98179 | 98160 |
|  Creative Artists Agency LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 10/01/2031, (0.00% Floor) (Callable 05/01/2025) | Creative Artists Agency LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 10/01/2031, (0.00% Floor) (Callable 05/01/2025) | 4988 | 4979 |
|  EAB Global, Inc., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 08/16/2028, (0.50% Floor) (Callable 05/01/2025) | EAB Global, Inc., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 08/16/2028, (0.50% Floor) (Callable 05/01/2025) | 29700 | 28846 |
|  Gainwell Acquisition Corp., Senior Secured First Lien, 8.50% (3 mo. SOFR US + 4.00%), 10/01/2027, (0.75% Floor) (Callable 05/01/2025) | Gainwell Acquisition Corp., Senior Secured First Lien, 8.50% (3 mo. SOFR US + 4.00%), 10/01/2027, (0.75% Floor) (Callable 05/01/2025) | 66890 | 62919 |
|  Garda World Security Corp., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/01/2029, (0.00% Floor) (Callable 05/01/2025) | Garda World Security Corp., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/01/2029, (0.00% Floor) (Callable 05/01/2025) | 14246 | 14214 |
|  Kronos Acquisition Holdings, Inc., Senior Secured First Lien, 8.29% (3 mo. SOFR US + 4.00%), 07/08/2031, (0.00% Floor) (Callable 05/01/2025) | Kronos Acquisition Holdings, Inc., Senior Secured First Lien, 8.29% (3 mo. SOFR US + 4.00%), 07/08/2031, (0.00% Floor) (Callable 05/01/2025) | 34151 | 29456 |
|  LifePoint Health, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 05/19/2031, (0.00% Floor) (Callable 05/01/2025) | LifePoint Health, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 05/19/2031, (0.00% Floor) (Callable 05/01/2025) | 72473 | 70449 |
|  Medline Borrower LP, Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 10/23/2028, (0.50% Floor) (Callable 05/01/2025) | Medline Borrower LP, Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 10/23/2028, (0.50% Floor) (Callable 05/01/2025) | 348487 | 348220 |
|  Opal LLC, 0.00% (1 mo. Term SOFR + 3.25%), 04/30/2032 (Callable 05/02/2025) | Opal LLC, 0.00% (1 mo. Term SOFR + 3.25%), 04/30/2032 (Callable 05/02/2025) | 460000 | 457700 |
|  Organon & Co., Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 05/19/2031, (0.50% Floor) (Callable 05/01/2025) | Organon & Co., Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 05/19/2031, (0.50% Floor) (Callable 05/01/2025) | 40000 | 39500 |
|  Radiology Partners, Inc., Senior Secured First Lien, 8.35% (3 mo. SOFR US + 3.50%, and 1.50% PIK), 01/31/2029, (0.00% Floor) | Radiology Partners, Inc., Senior Secured First Lien, 8.35% (3 mo. SOFR US + 3.50%, and 1.50% PIK), 01/31/2029, (0.00% Floor) | 76219 | 73658 |
|  Reynolds Consumer Products LLC, Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 03/04/2032, (0.00% Floor) (Callable 05/01/2025) | Reynolds Consumer Products LLC, Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 03/04/2032, (0.00% Floor) (Callable 05/01/2025) | 35000 | 35099 |
|  Savor Acquisition, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 02/19/2032, (0.00% Floor) (Callable 05/01/2025) | Savor Acquisition, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 02/19/2032, (0.00% Floor) (Callable 05/01/2025) | 36552 | 36561 |
|  Savor Acquisition, Inc., First Lien, 7.56% (1 mo. Term SOFR + 3.25%), 02/19/2032 (Callable 05/01/2025) | Savor Acquisition, Inc., First Lien, 7.56% (1 mo. Term SOFR + 3.25%), 02/19/2032 (Callable 05/01/2025) | 3448 | 3449 |
|  Select Medical Corp., Senior Secured First Lien, 6.32% (1 mo. SOFR US + 2.00%), 12/03/2031, (0.00% Floor) (Callable 05/01/2025) | Select Medical Corp., Senior Secured First Lien, 6.32% (1 mo. SOFR US + 2.00%), 12/03/2031, (0.00% Floor) (Callable 05/01/2025) | 29925 | 29925 |
|  Sotera Health Holdings LLC, Senior Secured First Lien, 7.55% (1 mo. SOFR US + 3.25%), 05/30/2031, (0.00% Floor) (Callable 05/01/2025) | Sotera Health Holdings LLC, Senior Secured First Lien, 7.55% (1 mo. SOFR US + 3.25%), 05/30/2031, (0.00% Floor) (Callable 05/01/2025) | 79600 | 79550 |
|  Team Health Holdings, Inc., Senior Secured First Lien, 9.54% (3 mo. SOFR US + 5.25%), 03/02/2027, (1.00% Floor) (Callable 05/01/2025) | Team Health Holdings, Inc., Senior Secured First Lien, 9.54% (3 mo. SOFR US + 5.25%), 03/02/2027, (1.00% Floor) (Callable 05/01/2025) | 29827 | 29112 |
|  United Rentals North America, Inc., Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 02/14/2031, (0.00% Floor) (Callable 05/01/2025) | United Rentals North America, Inc., Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 02/14/2031, (0.00% Floor) (Callable 05/01/2025) | 99049 | 99854 |
|  Vestis Corp., Senior Secured First Lien, 6.58% (3 mo. SOFR US + 2.25%), 02/24/2031, (0.00% Floor) (Callable 05/01/2025) | Vestis Corp., Senior Secured First Lien, 6.58% (3 mo. SOFR US + 2.25%), 02/24/2031, (0.00% Floor) (Callable 05/01/2025) | 29094 | 29030 |
|  Wand NewCo 3, Inc., Senior Secured First Lien, 6.82% (1 mo. SOFR US + 2.50%), 01/30/2031, (0.00% Floor) (Callable 05/01/2025) | Wand NewCo 3, Inc., Senior Secured First Lien, 6.82% (1 mo. SOFR US + 2.50%), 01/30/2031, (0.00% Floor) (Callable 05/01/2025) | 57899 | 57125 |
|  |  |  | 2179678 |
| **Energy - 0.2%** | **Energy - 0.2%** | **Energy - 0.2%** |  |
|  Apro LLC, Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 07/09/2031, (0.00% Floor) (Callable 05/01/2025) | Apro LLC, Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 07/09/2031, (0.00% Floor) (Callable 05/01/2025) | 44775 | 44691 |
|  Hilcorp Energy I LP, Senior Secured First Lien, 6.32% (1 mo. SOFR US + 2.00%), 02/11/2030, (0.00% Floor) (Callable 05/01/2025) | Hilcorp Energy I LP, Senior Secured First Lien, 6.32% (1 mo. SOFR US + 2.00%), 02/11/2030, (0.00% Floor) (Callable 05/01/2025) | 170000 | 169974 |
|  Long Ridge Energy T/L B (2/25), Senior Secured First Lien, 8.82% (1 mo. SOFR US + 4.50%), 02/09/2032 | Long Ridge Energy T/L B (2/25), Senior Secured First Lien, 8.82% (1 mo. SOFR US + 4.50%), 02/09/2032 | 155000 | 149575 |
|  WaterBridge Midstream Operating LLC, Senior Secured First Lien, 9.05% (3 mo. SOFR US + 4.75%), 06/27/2029, (0.00% Floor) (Callable 05/01/2025) | WaterBridge Midstream Operating LLC, Senior Secured First Lien, 9.05% (3 mo. SOFR US + 4.75%), 06/27/2029, (0.00% Floor) (Callable 05/01/2025) | 14925 | 14831 |
|  |  |  | 379071 |
| **Financial - 0.5%** | **Financial - 0.5%** | **Financial - 0.5%** |  |
|  Acrisure LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 11/06/2030, (0.00% Floor) (Callable 05/01/2025) | Acrisure LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 11/06/2030, (0.00% Floor) (Callable 05/01/2025) | 92055 | 91644 |
|  Alliant Holdings Intermediate LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 09/19/2031, (0.00% Floor) (Callable 05/01/2025) | Alliant Holdings Intermediate LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 09/19/2031, (0.00% Floor) (Callable 05/01/2025) | 98754 | 98260 |
|  AmWINS Group, Inc., Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 01/21/2032, (0.75% Floor) (Callable 05/01/2025) | AmWINS Group, Inc., Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 01/21/2032, (0.75% Floor) (Callable 05/01/2025) | 44888 | 44582 |
|  AssuredPartners, Inc., Senior Secured First Lien, 7.82% (1 mo. SOFR US + 3.50%), 02/14/2031, (0.50% Floor) (Callable 05/01/2025) | AssuredPartners, Inc., Senior Secured First Lien, 7.82% (1 mo. SOFR US + 3.50%), 02/14/2031, (0.50% Floor) (Callable 05/01/2025) | 89125 | 89330 |
|  Asurion LLC, Senior Secured First Lien, 8.77% (1 mo. SOFR US + 4.25%), 08/21/2028, (0.00% Floor) (Callable 05/01/2025) | Asurion LLC, Senior Secured First Lien, 8.77% (1 mo. SOFR US + 4.25%), 08/21/2028, (0.00% Floor) (Callable 05/01/2025) | 44433 | 44092 |
|  BCP VI Summit Holdings LP, Senior Secured First Lien, 7.82% (1 mo. SOFR US + 3.50%), 01/30/2032, (0.00% Floor) (Callable 05/01/2025) | BCP VI Summit Holdings LP, Senior Secured First Lien, 7.82% (1 mo. SOFR US + 3.50%), 01/30/2032, (0.00% Floor) (Callable 05/01/2025) | 50000 | 50052 |
|  BroadStreet Partners, Inc., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 06/16/2031, (0.00% Floor) (Callable 05/01/2025) | BroadStreet Partners, Inc., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 06/16/2031, (0.00% Floor) (Callable 05/01/2025) | 34738 | 34480 |
|  Corpay Technologies Operating Co. LLC, Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 04/28/2028, (0.00% Floor) (Callable 05/01/2025) | Corpay Technologies Operating Co. LLC, Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 04/28/2028, (0.00% Floor) (Callable 05/01/2025) | 9975 | 9960 |
|  CPI Holdco B LLC, Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 05/19/2031, (0.00% Floor) (Callable 05/01/2025) | CPI Holdco B LLC, Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 05/19/2031, (0.00% Floor) (Callable 05/01/2025) | 20000 | 19888 |
|  Edelman Financial Engines Center LLC, Senior Secured Second Lien, 9.57% (1 mo. SOFR US + 5.25%), 10/06/2028, (0.00% Floor) (Callable 05/01/2025) | Edelman Financial Engines Center LLC, Senior Secured Second Lien, 9.57% (1 mo. SOFR US + 5.25%), 10/06/2028, (0.00% Floor) (Callable 05/01/2025) | 25000 | 25081 |
|  Focus Financial Partners LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 09/15/2031, (0.00% Floor) (Callable 05/01/2025) | Focus Financial Partners LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 09/15/2031, (0.00% Floor) (Callable 05/01/2025) | 144650 | 143426 |
|  Hightower Holding LLC, Senior Secured First Lien, 7.29% (3 mo. SOFR US + 3.00%), 02/17/2032, (0.00% Floor) (Callable 05/01/2025) | Hightower Holding LLC, Senior Secured First Lien, 7.29% (3 mo. SOFR US + 3.00%), 02/17/2032, (0.00% Floor) (Callable 05/01/2025) | 79600 | 79153 |
|  OneDigital Borrower LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 07/02/2031, (0.50% Floor) (Callable 05/01/2025) | OneDigital Borrower LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 07/02/2031, (0.50% Floor) (Callable 05/01/2025) | 89325 | 88861 |
|  Sedgwick Claims Management Services, Inc., Senior Secured First Lien, 7.31% (3 mo. SOFR US + 3.00%), 02/24/2028, (0.00% Floor) (Callable 05/01/2025) | Sedgwick Claims Management Services, Inc., Senior Secured First Lien, 7.31% (3 mo. SOFR US + 3.00%), 02/24/2028, (0.00% Floor) (Callable 05/01/2025) | 64675 | 64539 |
|  |  |  | 883348 |
| **Industrial - 1.1%** | **Industrial - 1.1%** | **Industrial - 1.1%** |  |
|  AECOM, Senior Secured First Lien, 6.08% (1 mo. SOFR US + 1.75%), 10/29/2031, (0.00% Floor) (Callable 05/01/2025) | AECOM, Senior Secured First Lien, 6.08% (1 mo. SOFR US + 1.75%), 10/29/2031, (0.00% Floor) (Callable 05/01/2025) | 208338 | 209754 |
|  Apple Bidco LLC, Senior Secured First Lien, 6.82% (1 mo. SOFR US + 2.50%), 09/23/2031, (0.00% Floor) | Apple Bidco LLC, Senior Secured First Lien, 6.82% (1 mo. SOFR US + 2.50%), 09/23/2031, (0.00% Floor) | 174563 | 173499 |
|  Berry Global, Inc., Senior Secured First Lien, 6.30% (1 mo. SOFR US + 1.75%), 07/02/2029, (0.00% Floor) (Callable 05/01/2025) | Berry Global, Inc., Senior Secured First Lien, 6.30% (1 mo. SOFR US + 1.75%), 07/02/2029, (0.00% Floor) (Callable 05/01/2025) | 253647 | 253879 |
|  Brand Industrial Services, Inc., Senior Secured First Lien, 8.79% (3 mo. SOFR US + 4.50%), 08/01/2030, (0.50% Floor) (Callable 05/01/2025) | Brand Industrial Services, Inc., Senior Secured First Lien, 8.79% (3 mo. SOFR US + 4.50%), 08/01/2030, (0.50% Floor) (Callable 05/01/2025) | 29626 | 28103 |
|  Clean Harbors, Inc., Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 10/10/2028, (0.00% Floor) (Callable 05/01/2025) | Clean Harbors, Inc., Senior Secured First Lien, 6.07% (1 mo. SOFR US + 1.75%), 10/10/2028, (0.00% Floor) (Callable 05/01/2025) | 139293 | 140491 |
|  Clydesdale Acquisition (Hilex Poly/Novolex) Delaye, 7.57%, 03/26/2032 | Clydesdale Acquisition (Hilex Poly/Novolex) Delaye, 7.57%, 03/26/2032 | 3414 | 3399 |
|  Clydesdale Acquisition Holdings, Inc., 7.57% (1 mo. Term SOFR + 3.25%), 03/29/2032 (Callable 05/01/2025) | Clydesdale Acquisition Holdings, Inc., 7.57% (1 mo. Term SOFR + 3.25%), 03/29/2032 (Callable 05/01/2025) | 195656 | 194800 |
|  Construction Partners, Inc., Senior Secured First Lien, 6.83% (1 mo. SOFR US + 2.50%), 11/03/2031, (0.00% Floor) (Callable 05/01/2025) | Construction Partners, Inc., Senior Secured First Lien, 6.83% (1 mo. SOFR US + 2.50%), 11/03/2031, (0.00% Floor) (Callable 05/01/2025) | 44888 | 44701 |
| Dynasty Acquisition Co., Inc., Senior Secured First Lien | Dynasty Acquisition Co., Inc., Senior Secured First Lien | Dynasty Acquisition Co., Inc., Senior Secured First Lien |  |
| &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 10/31/2031 (Callable 05/01/2025) | &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 10/31/2031 (Callable 05/01/2025) | 26453 | 26411 |
| &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 10/31/2031, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.32% (1 mo. SOFR US + 2.00%), 10/31/2031, (0.00% Floor) (Callable 05/01/2025) | 69373 | 69262 |
|  Emrld Borrower LP, Senior Secured First Lien, 6.80% (3 mo. SOFR US + 2.50%), 08/04/2031, (0.00% Floor) (Callable 05/01/2025) | Emrld Borrower LP, Senior Secured First Lien, 6.80% (3 mo. SOFR US + 2.50%), 08/04/2031, (0.00% Floor) (Callable 05/01/2025) | 14925 | 14806 |
|  GFL ES US LLC, Senior Secured First Lien, 6.82% (3 mo. SOFR US + 2.50%), 03/03/2032, (0.00% Floor) (Callable 05/01/2025) | GFL ES US LLC, Senior Secured First Lien, 6.82% (3 mo. SOFR US + 2.50%), 03/03/2032, (0.00% Floor) (Callable 05/01/2025) | 70000 | 69475 |
|  Kaman Corp., First Lien, 7.30% (1 mo. Term SOFR + 2.75%), 02/26/2032 (Callable 05/01/2025) | Kaman Corp., First Lien, 7.30% (1 mo. Term SOFR + 2.75%), 02/26/2032 (Callable 05/01/2025) | 6466 | 6387 |
| Kaman Corp., Senior Secured First Lien | Kaman Corp., Senior Secured First Lien | Kaman Corp., Senior Secured First Lien |  |
| &nbsp;&nbsp; 7.03% (6 mo. SOFR US + 2.75%), 02/26/2032, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.03% (6 mo. SOFR US + 2.75%), 02/26/2032, (0.00% Floor) (Callable 05/01/2025) | 34267 | 33853 |
| &nbsp;&nbsp; 7.07% (3 mo. SOFR US + 2.75%), 02/26/2032, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.07% (3 mo. SOFR US + 2.75%), 02/26/2032, (0.00% Floor) (Callable 05/01/2025) | 34267 | 33853 |
|  Madison IAQ (Madison Air) Incremental T/L B (3/25), 7.57%, 03/29/2032 | Madison IAQ (Madison Air) Incremental T/L B (3/25), 7.57%, 03/29/2032 | 60000 | 59512 |
|  Madison Safety & Flow LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 09/26/2031, (0.00% Floor) (Callable 05/01/2025) | Madison Safety & Flow LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 09/26/2031, (0.00% Floor) (Callable 05/01/2025) | 24938 | 24875 |
|  MX Holdings US, Inc., 6.56% (1 mo. Term SOFR + 2.25%), 02/19/2032 (Callable 05/01/2025) | MX Holdings US, Inc., 6.56% (1 mo. Term SOFR + 2.25%), 02/19/2032 (Callable 05/01/2025) | 15000 | 14972 |
|  Pretium PKG Holdings, Inc., Senior Secured First Lien, 8.04% (3 mo. SOFR US + 3.75%), 10/02/2028, (1.00% Floor) | Pretium PKG Holdings, Inc., Senior Secured First Lien, 8.04% (3 mo. SOFR US + 3.75%), 10/02/2028, (1.00% Floor) | 22885 | 23121 |
|  Quikrete Holdings, Inc., Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 02/10/2032, (0.00% Floor) (Callable 05/01/2025) | Quikrete Holdings, Inc., Senior Secured First Lien, 6.57% (1 mo. SOFR US + 2.25%), 02/10/2032, (0.00% Floor) (Callable 05/01/2025) | 335000 | 331660 |
|  Restaurant Technologies, Inc., Senior Secured First Lien, 8.55% (3 mo. SOFR US + 4.25%), 04/02/2029, (0.50% Floor) (Callable 05/01/2025) | Restaurant Technologies, Inc., Senior Secured First Lien, 8.55% (3 mo. SOFR US + 4.25%), 04/02/2029, (0.50% Floor) (Callable 05/01/2025) | 39516 | 37696 |
|  Signia Aerospace LLC, Senior Secured First Lien, 7.32% (3 mo. SOFR US + 3.00%), 12/11/2031, (0.00% Floor) (Callable 05/01/2025) | Signia Aerospace LLC, Senior Secured First Lien, 7.32% (3 mo. SOFR US + 3.00%), 12/11/2031, (0.00% Floor) (Callable 05/01/2025) | 60000 | 59775 |
|  Signia Aerospace LLC, First Lien, 7.67% (3 mo. Term SOFR + 3.00%), 12/11/2031 (Callable 05/01/2025) | Signia Aerospace LLC, First Lien, 7.67% (3 mo. Term SOFR + 3.00%), 12/11/2031 (Callable 05/01/2025) | 5000 | 4981 |
|  Titan Acquisition Ltd./Canada, Senior Secured First Lien, 8.78% (6 mo. SOFR US + 4.50%), 02/15/2029, (0.00% Floor) (Callable 05/01/2025) | Titan Acquisition Ltd./Canada, Senior Secured First Lien, 8.78% (6 mo. SOFR US + 4.50%), 02/15/2029, (0.00% Floor) (Callable 05/01/2025) | 89325 | 89055 |
| TransDigm, Inc., Senior Secured First Lien | TransDigm, Inc., Senior Secured First Lien | TransDigm, Inc., Senior Secured First Lien |  |
| &nbsp;&nbsp; 7.05% (3 mo. SOFR US + 2.75%), 03/22/2030, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 7.05% (3 mo. SOFR US + 2.75%), 03/22/2030, (0.00% Floor) (Callable 05/01/2025) | 29700 | 29687 |
| &nbsp;&nbsp; 6.80% (3 mo. SOFR US + 2.50%), 02/28/2031, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.80% (3 mo. SOFR US + 2.50%), 02/28/2031, (0.00% Floor) (Callable 05/01/2025) | 74438 | 74112 |
| &nbsp;&nbsp; 6.83% (3 mo. SOFR US + 2.50%), 01/20/2032, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.83% (3 mo. SOFR US + 2.50%), 01/20/2032, (0.00% Floor) (Callable 05/01/2025) | 49675 | 49475 |
|  |  |  | 2101594 |
| **Technology - 0.9%** | **Technology - 0.9%** | **Technology - 0.9%** |  |
|  Access CIG LLC, Senior Secured First Lien, 8.54% (3 mo. SOFR US + 4.25%), 08/18/2028, (0.50% Floor) (Callable 05/01/2025) | Access CIG LLC, Senior Secured First Lien, 8.54% (3 mo. SOFR US + 4.25%), 08/18/2028, (0.50% Floor) (Callable 05/01/2025) | 30606 | 30653 |
|  Applied Systems, Inc., Senior Secured Second Lien, 8.83% (3 mo. SOFR US + 4.50%), 02/23/2032, (0.00% Floor) | Applied Systems, Inc., Senior Secured Second Lien, 8.83% (3 mo. SOFR US + 4.50%), 02/23/2032, (0.00% Floor) | 9556 | 9786 |
|  Ascend Learning LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 12/11/2028, (0.00% Floor) (Callable 05/01/2025) | Ascend Learning LLC, Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 12/11/2028, (0.00% Floor) (Callable 05/01/2025) | 94580 | 93566 |
|  AthenaHealth Group, Inc., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/15/2029, (0.50% Floor) | AthenaHealth Group, Inc., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 02/15/2029, (0.50% Floor) | 65617 | 64961 |
|  BMC Software, Inc., Senior Secured First Lien, 7.29% (3 mo. SOFR US + 3.00%), 07/30/2031, (0.00% Floor) (Callable 05/01/2025) | BMC Software, Inc., Senior Secured First Lien, 7.29% (3 mo. SOFR US + 3.00%), 07/30/2031, (0.00% Floor) (Callable 05/01/2025) | 110000 | 108241 |
|  Boxer Parent Co., Inc., Senior Secured Second Lien, 10.04% (3 mo. SOFR US + 5.75%), 07/30/2032, (0.00% Floor) (Callable 05/01/2025) | Boxer Parent Co., Inc., Senior Secured Second Lien, 10.04% (3 mo. SOFR US + 5.75%), 07/30/2032, (0.00% Floor) (Callable 05/01/2025) | 19012 | 18394 |
| CACI International, Inc., Senior Secured First Lien | CACI International, Inc., Senior Secured First Lien | CACI International, Inc., Senior Secured First Lien |  |
| &nbsp;&nbsp; 6.07% (1 mo. SOFR US + 1.75%), 10/30/2031, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.07% (1 mo. SOFR US + 1.75%), 10/30/2031, (0.00% Floor) (Callable 05/01/2025) | 242667 | 242213 |
| &nbsp;&nbsp; 6.07% (1 mo. SOFR US + 1.75%), 10/30/2031, (0.00% Floor) (Callable 05/01/2025) | &nbsp;&nbsp; 6.07% (1 mo. SOFR US + 1.75%), 10/30/2031, (0.00% Floor) (Callable 05/01/2025) | 16683 | 16652 |
|  Central Parent, Inc., Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 07/06/2029, (0.00% Floor) (Callable 05/01/2025) | Central Parent, Inc., Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 07/06/2029, (0.00% Floor) (Callable 05/01/2025) | 9975 | 8591 |
|  Clearwater Analytics LLC, 6.56% (1 mo. Term SOFR + 2.25%), 04/14/2032 (Callable 05/01/2025) | Clearwater Analytics LLC, 6.56% (1 mo. Term SOFR + 2.25%), 04/14/2032 (Callable 05/01/2025) | 170000 | 169575 |
|  Cloud Software Group, Inc., Senior Secured First Lien, 8.05% (1 mo. SOFR US + 3.75%), 03/24/2031, (0.50% Floor) (Callable 05/01/2025) | Cloud Software Group, Inc., Senior Secured First Lien, 8.05% (1 mo. SOFR US + 3.75%), 03/24/2031, (0.50% Floor) (Callable 05/01/2025) | 550 | 546 |
|  Cloud Software Group, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 03/24/2031, (0.50% Floor) (Callable 05/01/2025) | Cloud Software Group, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 03/24/2031, (0.50% Floor) (Callable 05/01/2025) | 218800 | 216964 |
|  CommScope T/L (12/24), Senior Secured First Lien, 9.57% (1 mo. SOFR US + 5.25%), 12/17/2029, (2.00% Floor) | CommScope T/L (12/24), Senior Secured First Lien, 9.57% (1 mo. SOFR US + 5.25%), 12/17/2029, (2.00% Floor) | 27530 | 27455 |
|  Cotiviti, Inc., 7.07% (1 mo. Term SOFR + 2.75%), 03/29/2032 (Callable 05/01/2025) | Cotiviti, Inc., 7.07% (1 mo. Term SOFR + 2.75%), 03/29/2032 (Callable 05/01/2025) | 45000 | 44044 |
|  Cotiviti, Inc., Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 04/30/2031, (0.00% Floor) (Callable 05/01/2025) | Cotiviti, Inc., Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 04/30/2031, (0.00% Floor) (Callable 05/01/2025) | 49128 | 48145 |
|  Dcert Buyer, Inc., First Lien, 8.32% (1 mo. Term SOFR + 4.00%), 10/16/2026 (Callable 05/01/2025) | Dcert Buyer, Inc., First Lien, 8.32% (1 mo. Term SOFR + 4.00%), 10/16/2026 (Callable 05/01/2025) | 0 | 0<sup>(j)</sup> |
|  Kaseya, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 03/22/2032, (0.00% Floor) (Callable 05/01/2025) | Kaseya, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 03/22/2032, (0.00% Floor) (Callable 05/01/2025) | 185000 | 184654 |
|  McAfee Corp., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 03/01/2029, (0.50% Floor) (Callable 05/01/2025) | McAfee Corp., Senior Secured First Lien, 7.32% (1 mo. SOFR US + 3.00%), 03/01/2029, (0.50% Floor) (Callable 05/01/2025) | 38883 | 37211 |
|  Mitchell International, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 06/17/2031, (0.50% Floor) (Callable 05/01/2025) | Mitchell International, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 06/17/2031, (0.50% Floor) (Callable 05/01/2025) | 62764 | 62106 |
|  Mitchell International, Inc., Senior Secured Second Lien, 9.57% (1 mo. SOFR US + 5.25%), 06/17/2032, (0.00% Floor) (Callable 05/01/2025) | Mitchell International, Inc., Senior Secured Second Lien, 9.57% (1 mo. SOFR US + 5.25%), 06/17/2032, (0.00% Floor) (Callable 05/01/2025) | 30000 | 29287 |
|  Peraton Corp., Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 02/01/2028, (0.75% Floor) (Callable 05/01/2025) | Peraton Corp., Senior Secured First Lien, 8.27% (1 mo. SOFR US + 3.75%), 02/01/2028, (0.75% Floor) (Callable 05/01/2025) | 24868 | 22189 |
|  PointClickCare Technologies, Inc., Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 11/03/2031, (0.00% Floor) (Callable 05/01/2025) | PointClickCare Technologies, Inc., Senior Secured First Lien, 7.55% (3 mo. SOFR US + 3.25%), 11/03/2031, (0.00% Floor) (Callable 05/01/2025) | 54863 | 54794 |
|  Polaris Newco LLC, Senior Secured First Lien, 8.42% (3 mo. SOFR US + 3.75%), 06/05/2028, (0.50% Floor) (Callable 05/01/2025) | Polaris Newco LLC, Senior Secured First Lien, 8.42% (3 mo. SOFR US + 3.75%), 06/05/2028, (0.50% Floor) (Callable 05/01/2025) | 29769 | 28567 |
|  RealPage, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 04/24/2028, (0.50% Floor) (Callable 05/01/2025) | RealPage, Inc., Senior Secured First Lien, 8.05% (3 mo. SOFR US + 3.75%), 04/24/2028, (0.50% Floor) (Callable 05/01/2025) | 20000 | 20037 |
|  Zelis Payments Buyer, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 11/26/2031, (0.00% Floor) (Callable 05/01/2025) | Zelis Payments Buyer, Inc., Senior Secured First Lien, 7.57% (1 mo. SOFR US + 3.25%), 11/26/2031, (0.00% Floor) (Callable 05/01/2025) | 44888 | 44831 |
|  |  |  | 1583462 |
| **Utilities - 0.1%** | **Utilities - 0.1%** | **Utilities - 0.1%** |  |
|  Cogentrix Finance Holdco I LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 02/26/2032, (0.00% Floor) (Callable 05/01/2025) | Cogentrix Finance Holdco I LLC, Senior Secured First Lien, 7.07% (1 mo. SOFR US + 2.75%), 02/26/2032, (0.00% Floor) (Callable 05/01/2025) | 15000 | 14963 |
|  Lightning Power LLC, Senior Secured First Lien, 6.55% (3 mo. SOFR US + 2.25%), 08/18/2031, (0.00% Floor) (Callable 05/01/2025) | Lightning Power LLC, Senior Secured First Lien, 6.55% (3 mo. SOFR US + 2.25%), 08/18/2031, (0.00% Floor) (Callable 05/01/2025) | 39800 | 39628 |
|  NRG Energy, Inc., Senior Secured First Lien, 6.04% (3 mo. SOFR US + 1.75%), 04/16/2031, (0.00% Floor) (Callable 05/01/2025) | NRG Energy, Inc., Senior Secured First Lien, 6.04% (3 mo. SOFR US + 1.75%), 04/16/2031, (0.00% Floor) (Callable 05/01/2025) | 198907 | 198783 |
|  |  |  | 253374 |
| **TOTAL BANK LOANS** (Cost $12,757,015) | **TOTAL BANK LOANS** (Cost $12,757,015) | **TOTAL BANK LOANS** (Cost $12,757,015) | 12666897 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 5.5%** | **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 5.5%** | **Par** | **Value** |
|  Abu Dhabi Government International Bond, 3.88%, 04/16/2050 <sup>(a)</sup> | Abu Dhabi Government International Bond, 3.88%, 04/16/2050 <sup>(a)</sup> | 200000 | 156679 |
| Airservices Australia | Airservices Australia | Airservices Australia |  |
| &nbsp;&nbsp; 5.40%, 11/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 5.40%, 11/15/2028 (Callable 08/15/2028) | 240000 | 154571 |
| &nbsp;&nbsp; 2.20%, 05/15/2030 | &nbsp;&nbsp; 2.20%, 05/15/2030 | 210000 | 116660 |
|  Brazil Letras do Tesouro Nacional, 0.00%, 01/01/2026 <sup>(d)</sup> | Brazil Letras do Tesouro Nacional, 0.00%, 01/01/2026 <sup>(d)</sup> | 5978000 | 941768 |
|  Brazil Notas do Tesouro Nacional Serie B, 6.00%, 08/15/2050 | Brazil Notas do Tesouro Nacional Serie B, 6.00%, 08/15/2050 | 213000 | 142500 |
| Bundesrepublik Deutschland Bundesanleihe | Bundesrepublik Deutschland Bundesanleihe | Bundesrepublik Deutschland Bundesanleihe |  |
| &nbsp;&nbsp; 0.00%, 02/15/2031 <sup>(d)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2031 <sup>(d)</sup> | 95000 | 89604 |
| &nbsp;&nbsp; 2.20%, 02/15/2034 | &nbsp;&nbsp; 2.20%, 02/15/2034 | 165000 | 171969 |
| &nbsp;&nbsp; 0.00%, 05/15/2035 <sup>(d)</sup> | &nbsp;&nbsp; 0.00%, 05/15/2035 <sup>(d)</sup> | 55000 | 45107 |
| Canadian Government Bond | Canadian Government Bond | Canadian Government Bond |  |
| &nbsp;&nbsp; 4.50%, 02/01/2026 | &nbsp;&nbsp; 4.50%, 02/01/2026 | 25000 | 17653 |
| &nbsp;&nbsp; 3.50%, 09/01/2029 | &nbsp;&nbsp; 3.50%, 09/01/2029 | 125000 | 90033 |
| &nbsp;&nbsp; 0.50%, 12/01/2030 | &nbsp;&nbsp; 0.50%, 12/01/2030 | 70000 | 43070 |
|  China Government Bond, 2.69%, 08/12/2026 | China Government Bond, 2.69%, 08/12/2026 | 680000 | 95269 |
|  Colombia Government International Bond, 4.13%, 05/15/2051 (Callable 11/15/2050) | Colombia Government International Bond, 4.13%, 05/15/2051 (Callable 11/15/2050) | 200000 | 112750 |
|  CPPIB Capital, Inc., 2.25%, 12/01/2031 <sup>(a)</sup> | CPPIB Capital, Inc., 2.25%, 12/01/2031 <sup>(a)</sup> | 145000 | 95179 |
|  Finland Government Bond, 3.00%, 09/15/2033 <sup>(a)</sup> | Finland Government Bond, 3.00%, 09/15/2033 <sup>(a)</sup> | 150000 | 162147 |
|  Indonesia Government International Bond, 3.05%, 03/12/2051 | Indonesia Government International Bond, 3.05%, 03/12/2051 | 200000 | 129003 |
| Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond |  |
| &nbsp;&nbsp; 8.38%, 09/15/2026 | &nbsp;&nbsp; 8.38%, 09/15/2026 | 1606000000 | 99269 |
| &nbsp;&nbsp; 5.13%, 04/15/2027 | &nbsp;&nbsp; 5.13%, 04/15/2027 | 1385000000 | 81360 |
| &nbsp;&nbsp; 6.38%, 08/15/2028 | &nbsp;&nbsp; 6.38%, 08/15/2028 | 5164000000 | 309092 |
| &nbsp;&nbsp; 9.00%, 03/15/2029 | &nbsp;&nbsp; 9.00%, 03/15/2029 | 514000000 | 33289 |
| &nbsp;&nbsp; 6.50%, 07/15/2030 | &nbsp;&nbsp; 6.50%, 07/15/2030 | 2823000000 | 168255 |
| &nbsp;&nbsp; 6.50%, 02/15/2031 | &nbsp;&nbsp; 6.50%, 02/15/2031 | 5458000000 | 323492 |
| &nbsp;&nbsp; 8.75%, 05/15/2031 | &nbsp;&nbsp; 8.75%, 05/15/2031 | 2438000000 | 160031 |
| &nbsp;&nbsp; 6.38%, 04/15/2032 | &nbsp;&nbsp; 6.38%, 04/15/2032 | 5326000000 | 311134 |
| &nbsp;&nbsp; 6.63%, 05/15/2033 | &nbsp;&nbsp; 6.63%, 05/15/2033 | 1779000000 | 104377 |
| &nbsp;&nbsp; 6.63%, 02/15/2034 | &nbsp;&nbsp; 6.63%, 02/15/2034 | 1680000000 | 98446 |
| &nbsp;&nbsp; 7.50%, 06/15/2035 | &nbsp;&nbsp; 7.50%, 06/15/2035 | 1015000000 | 62769 |
|  Japan Government Twenty Year Bond, 2.10%, 12/20/2025 | Japan Government Twenty Year Bond, 2.10%, 12/20/2025 | 93900000 | 632947 |
|  Mexican Udibonos, 2.75%, 11/27/2031 | Mexican Udibonos, 2.75%, 11/27/2031 | 12958247 | 559119 |
|  Morocco Government International Bond, 3.00%, 12/15/2032 | Morocco Government International Bond, 3.00%, 12/15/2032 | 200000 | 165250 |
| New South Wales Treasury Corp. | New South Wales Treasury Corp. | New South Wales Treasury Corp. |  |
| &nbsp;&nbsp; 2.00%, 03/08/2033 | &nbsp;&nbsp; 2.00%, 03/08/2033 | 175000 | 89235 |
| &nbsp;&nbsp; 4.75%, 09/20/2035 | &nbsp;&nbsp; 4.75%, 09/20/2035 | 295000 | 178711 |
| &nbsp;&nbsp; 2.25%, 05/07/2041 | &nbsp;&nbsp; 2.25%, 05/07/2041 | 205000 | 84229 |
| New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond |  |
| &nbsp;&nbsp; 4.25%, 05/15/2034 | &nbsp;&nbsp; 4.25%, 05/15/2034 | 725000 | 403463 |
| &nbsp;&nbsp; 4.50%, 05/15/2035 | &nbsp;&nbsp; 4.50%, 05/15/2035 | 445000 | 250519 |
| &nbsp;&nbsp; 4.25%, 05/15/2036 | &nbsp;&nbsp; 4.25%, 05/15/2036 | 118000 | 64470 |
| New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond |  |
| &nbsp;&nbsp; 2.25%, 05/15/2031 | &nbsp;&nbsp; 2.25%, 05/15/2031 | 320000 | 160249 |
| &nbsp;&nbsp; 3.50%, 04/14/2033 | &nbsp;&nbsp; 3.50%, 04/14/2033 | 132000 | 68526 |
| Norway Government Bond | Norway Government Bond | Norway Government Bond |  |
| &nbsp;&nbsp; 1.25%, 09/17/2031 <sup>(a)</sup> | &nbsp;&nbsp; 1.25%, 09/17/2031 <sup>(a)</sup> | 1050000 | 84158 |
| &nbsp;&nbsp; 2.13%, 05/18/2032 <sup>(a)</sup> | &nbsp;&nbsp; 2.13%, 05/18/2032 <sup>(a)</sup> | 3335000 | 279361 |
| &nbsp;&nbsp; 3.75%, 06/12/2035 <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 06/12/2035 <sup>(a)</sup> | 1315000 | 121532 |
|  Paraguay Government International Bond, 4.70%, 03/27/2027 | Paraguay Government International Bond, 4.70%, 03/27/2027 | 143000 | 141391 |
|  Peruvian Government International Bond, 3.00%, 01/15/2034 (Callable 10/15/2033) | Peruvian Government International Bond, 3.00%, 01/15/2034 (Callable 10/15/2033) | 50000 | 41405 |
| Philippine Government Bond | Philippine Government Bond | Philippine Government Bond |  |
| &nbsp;&nbsp; 2.63%, 08/12/2025 | &nbsp;&nbsp; 2.63%, 08/12/2025 | 12980000 | 224307 |
| &nbsp;&nbsp; 3.63%, 09/09/2025 | &nbsp;&nbsp; 3.63%, 09/09/2025 | 3810000 | 65977 |
| &nbsp;&nbsp; 6.13%, 08/22/2028 | &nbsp;&nbsp; 6.13%, 08/22/2028 | 9480000 | 167330 |
| &nbsp;&nbsp; 6.25%, 02/28/2029 | &nbsp;&nbsp; 6.25%, 02/28/2029 | 9700000 | 171950 |
| &nbsp;&nbsp; 6.50%, 05/19/2029 | &nbsp;&nbsp; 6.50%, 05/19/2029 | 8780000 | 157030 |
| &nbsp;&nbsp; 6.75%, 09/15/2032 | &nbsp;&nbsp; 6.75%, 09/15/2032 | 9250000 | 168690 |
| &nbsp;&nbsp; 8.00%, 09/30/2035 | &nbsp;&nbsp; 8.00%, 09/30/2035 | 3300000 | 65313 |
|  Province of Quebec Canada, 4.50%, 09/08/2033 | Province of Quebec Canada, 4.50%, 09/08/2033 | 153000 | 152098 |
| Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. |  |
| &nbsp;&nbsp; 4.50%, 08/22/2035 <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 08/22/2035 <sup>(a)</sup> | 355000 | 209542 |
| &nbsp;&nbsp; 5.25%, 07/21/2036 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 07/21/2036 <sup>(a)</sup> | 385000 | 239327 |
| &nbsp;&nbsp; 2.25%, 11/20/2041 <sup>(a)</sup> | &nbsp;&nbsp; 2.25%, 11/20/2041 <sup>(a)</sup> | 200000 | 79926 |
|  Singapore Government Bond, 3.38%, 09/01/2033 | Singapore Government Bond, 3.38%, 09/01/2033 | 215000 | 168609 |
|  South Australian Government Financing Authority, 1.75%, 05/24/2034 | South Australian Government Financing Authority, 1.75%, 05/24/2034 | 265000 | 125913 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |  |
| &nbsp;&nbsp; 2.25%, 11/20/2034 | &nbsp;&nbsp; 2.25%, 11/20/2034 | 150000 | 73128 |
| &nbsp;&nbsp; 5.00%, 11/20/2040 | &nbsp;&nbsp; 5.00%, 11/20/2040 | 140000 | 81790 |
| United Kingdom Gilt | United Kingdom Gilt | United Kingdom Gilt |  |
| &nbsp;&nbsp; 4.13%, 07/22/2029 | &nbsp;&nbsp; 4.13%, 07/22/2029 | 90000 | 115840 |
| &nbsp;&nbsp; 3.25%, 01/31/2033 | &nbsp;&nbsp; 3.25%, 01/31/2033 | 145000 | 171927 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $10,700,131) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $10,700,131) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $10,700,131) | 10078738 |
| **COLLATERALIZED LOAN OBLIGATIONS - 4.4%** | **COLLATERALIZED LOAN OBLIGATIONS - 4.4%** | **Par** | **Value** |
|  AB BSL CLO Ltd., Series 2023-4A, Class BR, 0.00% (3 mo. Term SOFR + 1.90%), 04/20/2038, (1.90% Floor) <sup>(a)(c)</sup> | AB BSL CLO Ltd., Series 2023-4A, Class BR, 0.00% (3 mo. Term SOFR + 1.90%), 04/20/2038, (1.90% Floor) <sup>(a)(c)</sup> | 250000 | 250000 |
|  Arbor Realty Trust, Inc., Series 2021-FL4, Class D, 7.33% (1 mo. Term SOFR + 3.01%), 11/15/2036, (3.01% Floor) (Callable 04/15/2025) <sup>(a)</sup> | Arbor Realty Trust, Inc., Series 2021-FL4, Class D, 7.33% (1 mo. Term SOFR + 3.01%), 11/15/2036, (3.01% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 275000 | 273470 |
| Bain Capital Credit CLO | Bain Capital Credit CLO | Bain Capital Credit CLO |  |
| &nbsp;&nbsp; Series 2022-6A, Class CR, 6.29% (3 mo. Term SOFR + 2.00%), 01/22/2038, (2.00% Floor) (Callable 01/22/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-6A, Class CR, 6.29% (3 mo. Term SOFR + 2.00%), 01/22/2038, (2.00% Floor) (Callable 01/22/2027) <sup>(a)</sup> | 500000 | 500668 |
| &nbsp;&nbsp; Series 2024-4A, Class C, 6.77% (3 mo. Term SOFR + 1.90%), 10/23/2037, (1.90% Floor) (Callable 10/23/2026) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-4A, Class C, 6.77% (3 mo. Term SOFR + 1.90%), 10/23/2037, (1.90% Floor) (Callable 10/23/2026) <sup>(a)</sup> | 250000 | 250262 |
| BDS Ltd. | BDS Ltd. | BDS Ltd. |  |
| &nbsp;&nbsp; Series 2021-FL10, Class A, 5.78% (1 mo. Term SOFR + 1.46%), 12/16/2036, (1.46% Floor) (Callable 04/16/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-FL10, Class A, 5.78% (1 mo. Term SOFR + 1.46%), 12/16/2036, (1.46% Floor) (Callable 04/16/2025) <sup>(a)</sup> | 58922 | 58899 |
| &nbsp;&nbsp; Series 2021-FL9, Class D, 6.68% (1 mo. Term SOFR + 2.36%), 11/16/2038, (2.25% Floor) (Callable 04/16/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-FL9, Class D, 6.68% (1 mo. Term SOFR + 2.36%), 11/16/2038, (2.25% Floor) (Callable 04/16/2025) <sup>(a)</sup> | 100000 | 98461 |
|  BlueMountain CLO Ltd., Series 2021-28A, Class C, 6.56% (3 mo. Term SOFR + 2.26%), 04/15/2034, (2.00% Floor) (Callable 04/15/2025) <sup>(a)</sup> | BlueMountain CLO Ltd., Series 2021-28A, Class C, 6.56% (3 mo. Term SOFR + 2.26%), 04/15/2034, (2.00% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 250000 | 248366 |
|  CBAM Ltd., Series 2017-1A, Class CR2, 6.48% (3 mo. Term SOFR + 2.10%), 01/20/2038, (2.10% Floor) (Callable 01/20/2027) <sup>(a)</sup> | CBAM Ltd., Series 2017-1A, Class CR2, 6.48% (3 mo. Term SOFR + 2.10%), 01/20/2038, (2.10% Floor) (Callable 01/20/2027) <sup>(a)</sup> | 250000 | 250125 |
|  Cent CLO, Series 2018-27A, Class DR, 8.39% (3 mo. Term SOFR + 4.09%), 01/25/2035, (3.83% Floor) (Callable 04/25/2025) <sup>(a)</sup> | Cent CLO, Series 2018-27A, Class DR, 8.39% (3 mo. Term SOFR + 4.09%), 01/25/2035, (3.83% Floor) (Callable 04/25/2025) <sup>(a)</sup> | 500000 | 500657 |
|  CIFC Funding Ltd., Series 2015-4A, Class BR2, 6.45% (3 mo. Term SOFR + 2.16%), 04/20/2034, (2.16% Floor) (Callable 04/20/2025) <sup>(a)</sup> | CIFC Funding Ltd., Series 2015-4A, Class BR2, 6.45% (3 mo. Term SOFR + 2.16%), 04/20/2034, (2.16% Floor) (Callable 04/20/2025) <sup>(a)</sup> | 250000 | 250081 |
|  Empower CLO Ltd., Series 2024-2A, Class C, 6.40% (3 mo. Term SOFR + 2.10%), 07/15/2037, (2.10% Floor) (Callable 07/15/2026) <sup>(a)</sup> | Empower CLO Ltd., Series 2024-2A, Class C, 6.40% (3 mo. Term SOFR + 2.10%), 07/15/2037, (2.10% Floor) (Callable 07/15/2026) <sup>(a)</sup> | 500000 | 500486 |
| FS RIALTO | FS RIALTO | FS RIALTO |  |
| &nbsp;&nbsp; Series 2021-FL3, Class D, 6.93% (1 mo. Term SOFR + 2.61%), 11/16/2036, (2.61% Floor) (Callable 04/16/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-FL3, Class D, 6.93% (1 mo. Term SOFR + 2.61%), 11/16/2036, (2.61% Floor) (Callable 04/16/2025) <sup>(a)</sup> | 100000 | 98638 |
| &nbsp;&nbsp; Series 2022-FL4, Class AS, 6.74% (30 day avg SOFR US + 2.40%), 01/19/2039, (2.40% Floor) (Callable 04/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-FL4, Class AS, 6.74% (30 day avg SOFR US + 2.40%), 01/19/2039, (2.40% Floor) (Callable 04/17/2025) <sup>(a)</sup> | 100000 | 99392 |
|  Greystone Commercial Real Estate Notes, Series 2021-FL3, Class D, 6.63% (1 mo. Term SOFR + 2.31%), 07/15/2039, (2.20% Floor) (Callable 04/15/2025) <sup>(a)</sup> | Greystone Commercial Real Estate Notes, Series 2021-FL3, Class D, 6.63% (1 mo. Term SOFR + 2.31%), 07/15/2039, (2.20% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 97845 |
|  HIG RCP LLC, Series 2023-FL1, Class B, 7.93% (1 mo. Term SOFR + 3.61%), 09/19/2038, (3.61% Floor) (Callable 08/19/2026) <sup>(a)</sup> | HIG RCP LLC, Series 2023-FL1, Class B, 7.93% (1 mo. Term SOFR + 3.61%), 09/19/2038, (3.61% Floor) (Callable 08/19/2026) <sup>(a)</sup> | 100000 | 100952 |
|  Katayma CLO Ltd., Series 2024-2A, Class D, 8.79% (3 mo. Term SOFR + 4.50%), 04/20/2037, (4.50% Floor) (Callable 04/20/2026) <sup>(a)</sup> | Katayma CLO Ltd., Series 2024-2A, Class D, 8.79% (3 mo. Term SOFR + 4.50%), 04/20/2037, (4.50% Floor) (Callable 04/20/2026) <sup>(a)</sup> | 430000 | 438059 |
|  LCM LP, Series 24A, Class CR, 6.45% (3 mo. Term SOFR + 2.16%), 03/20/2030, (0.00% Floor) (Callable 04/20/2025) <sup>(a)</sup> | LCM LP, Series 24A, Class CR, 6.45% (3 mo. Term SOFR + 2.16%), 03/20/2030, (0.00% Floor) (Callable 04/20/2025) <sup>(a)</sup> | 250000 | 250424 |
|  LoanCore, Series 2022-CRE7, Class C, 6.85% (30 day avg SOFR US + 2.50%), 01/17/2037, (2.50% Floor) (Callable 04/17/2025) <sup>(a)</sup> | LoanCore, Series 2022-CRE7, Class C, 6.85% (30 day avg SOFR US + 2.50%), 01/17/2037, (2.50% Floor) (Callable 04/17/2025) <sup>(a)</sup> | 100000 | 99297 |
|  Lument Finance Trust, Inc., Series 2021-FL1, Class B, 6.18% (1 mo. Term SOFR + 1.86%), 06/15/2039, (1.86% Floor) (Callable 04/15/2025) <sup>(a)</sup> | Lument Finance Trust, Inc., Series 2021-FL1, Class B, 6.18% (1 mo. Term SOFR + 1.86%), 06/15/2039, (1.86% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 99737 |
|  Madison Park Funding Ltd., Series 2016-21A, Class BRR, 6.76% (3 mo. Term SOFR + 2.46%), 10/15/2032, (2.46% Floor) (Callable 04/15/2025) <sup>(a)</sup> | Madison Park Funding Ltd., Series 2016-21A, Class BRR, 6.76% (3 mo. Term SOFR + 2.46%), 10/15/2032, (2.46% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 250000 | 250310 |
| Neuberger Berman CLO Ltd. | Neuberger Berman CLO Ltd. | Neuberger Berman CLO Ltd. |  |
| &nbsp;&nbsp; Series 2021-40A, Class C, 6.32% (3 mo. Term SOFR + 2.01%), 04/16/2033, (1.75% Floor) (Callable 04/16/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-40A, Class C, 6.32% (3 mo. Term SOFR + 2.01%), 04/16/2033, (1.75% Floor) (Callable 04/16/2025) <sup>(a)</sup> | 250000 | 250043 |
| &nbsp;&nbsp; Series 2021-44A, Class DR, 6.95% (3 mo. Term SOFR + 2.65%), 10/16/2035, (2.65% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-44A, Class DR, 6.95% (3 mo. Term SOFR + 2.65%), 10/16/2035, (2.65% Floor) <sup>(a)</sup> | 500000 | 491878 |
|  Octagon Investment Partners Ltd., Series 2012-1A, Class CRR, 8.46% (3 mo. Term SOFR + 4.16%), 07/15/2029, (3.90% Floor) (Callable 04/15/2025) <sup>(a)</sup> | Octagon Investment Partners Ltd., Series 2012-1A, Class CRR, 8.46% (3 mo. Term SOFR + 4.16%), 07/15/2029, (3.90% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 500000 | 500536 |
|  Palmer Square Loan Funding Ltd., Series 2022-2A, Class B, 6.50% (3 mo. Term SOFR + 2.20%), 10/15/2030, (2.20% Floor) (Callable 04/15/2025) <sup>(a)</sup> | Palmer Square Loan Funding Ltd., Series 2022-2A, Class B, 6.50% (3 mo. Term SOFR + 2.20%), 10/15/2030, (2.20% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 800000 | 801017 |
|  Storm King Park CLO Ltd., Series 2022-1A, Class AR, 5.66% (3 mo. Term SOFR + 1.36%), 10/15/2037, (1.36% Floor) (Callable 10/15/2026) <sup>(a)</sup> | Storm King Park CLO Ltd., Series 2022-1A, Class AR, 5.66% (3 mo. Term SOFR + 1.36%), 10/15/2037, (1.36% Floor) (Callable 10/15/2026) <sup>(a)</sup> | 500000 | 501459 |
|  TCI-Flatiron CLO Ltd., Series 2018-1A, Class CR, 6.31% (3 mo. Term SOFR + 2.01%), 01/29/2032, (1.75% Floor) (Callable 04/29/2025) <sup>(a)</sup> | TCI-Flatiron CLO Ltd., Series 2018-1A, Class CR, 6.31% (3 mo. Term SOFR + 2.01%), 01/29/2032, (1.75% Floor) (Callable 04/29/2025) <sup>(a)</sup> | 250000 | 250160 |
|  TCW CLO Ltd., Series 2023-1A, Class C, 7.80% (3 mo. Term SOFR + 3.50%), 04/28/2036, (3.50% Floor) (Callable 04/28/2025) <sup>(a)</sup> | TCW CLO Ltd., Series 2023-1A, Class C, 7.80% (3 mo. Term SOFR + 3.50%), 04/28/2036, (3.50% Floor) (Callable 04/28/2025) <sup>(a)</sup> | 400000 | 400032 |
|  TPG Real Estate Finance Issuer Ltd., Series 2022-FL5, Class AS, 6.47% (1 mo. Term SOFR + 2.15%), 02/15/2039, (2.15% Floor) (Callable 04/15/2025) <sup>(a)</sup> | TPG Real Estate Finance Issuer Ltd., Series 2022-FL5, Class AS, 6.47% (1 mo. Term SOFR + 2.15%), 02/15/2039, (2.15% Floor) (Callable 04/15/2025) <sup>(a)</sup> | 100000 | 99859 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $8,005,975) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $8,005,975) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $8,005,975) | 8011113 |
| **MORTGAGE-BACKED SECURITIES - 3.2%** | **MORTGAGE-BACKED SECURITIES - 3.2%** | **Par** | **Value** |
| BX Trust | BX Trust | BX Trust |  |
| &nbsp;&nbsp; Series 2021-ACNT, Class C, 5.93% (1 mo. Term SOFR + 1.61%), 11/15/2038, (1.50% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-ACNT, Class C, 5.93% (1 mo. Term SOFR + 1.61%), 11/15/2038, (1.50% Floor) <sup>(a)</sup> | 85730 | 85382 |
| &nbsp;&nbsp; Series 2022-PSB, Class C, 8.02% (1 mo. Term SOFR + 3.70%), 08/15/2039, (3.70% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-PSB, Class C, 8.02% (1 mo. Term SOFR + 3.70%), 08/15/2039, (3.70% Floor) <sup>(a)</sup> | 91000 | 90574 |
| &nbsp;&nbsp; Series 2025-VLT6, Class C, 6.51% (1 mo. Term SOFR + 2.19%), 03/15/2042, (2.19% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-VLT6, Class C, 6.51% (1 mo. Term SOFR + 2.19%), 03/15/2042, (2.19% Floor) <sup>(a)</sup> | 300000 | 297845 |
|  DBGS Mortgage Trust, Series 2021-W52, Class A, 5.83% (1 mo. Term SOFR + 1.51%), 10/15/2036, (1.40% Floor) <sup>(a)</sup> | DBGS Mortgage Trust, Series 2021-W52, Class A, 5.83% (1 mo. Term SOFR + 1.51%), 10/15/2036, (1.40% Floor) <sup>(a)</sup> | 100000 | 99223 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp; Pool QX2709, 6.00%, 01/01/2055 | &nbsp;&nbsp; Pool QX2709, 6.00%, 01/01/2055 | 279923 | 285380 |
| &nbsp;&nbsp; Pool RJ2751, 6.00%, 11/01/2054 | &nbsp;&nbsp; Pool RJ2751, 6.00%, 11/01/2054 | 159097 | 162666 |
| &nbsp;&nbsp; Pool RJ3275, 5.50%, 02/01/2055 | &nbsp;&nbsp; Pool RJ3275, 5.50%, 02/01/2055 | 222624 | 224687 |
| &nbsp;&nbsp; Pool RJ3503, 6.00%, 02/01/2055 | &nbsp;&nbsp; Pool RJ3503, 6.00%, 02/01/2055 | 190573 | 196232 |
| &nbsp;&nbsp; Pool SD6621, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool SD6621, 6.00%, 10/01/2054 | 144350 | 148851 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp; Pool CB7984, 5.50%, 02/01/2054 | &nbsp;&nbsp; Pool CB7984, 5.50%, 02/01/2054 | 165230 | 165625 |
| &nbsp;&nbsp; Pool CB8140, 5.50%, 03/01/2054 | &nbsp;&nbsp; Pool CB8140, 5.50%, 03/01/2054 | 251804 | 253823 |
| &nbsp;&nbsp; Pool CB8331, 5.50%, 04/01/2054 | &nbsp;&nbsp; Pool CB8331, 5.50%, 04/01/2054 | 467288 | 468260 |
| &nbsp;&nbsp; Pool CB9324, 5.50%, 10/01/2054 | &nbsp;&nbsp; Pool CB9324, 5.50%, 10/01/2054 | 317101 | 319643 |
| &nbsp;&nbsp; Pool CB9326, 5.50%, 10/01/2054 | &nbsp;&nbsp; Pool CB9326, 5.50%, 10/01/2054 | 173423 | 174217 |
| &nbsp;&nbsp; Pool CB9484, 5.50%, 11/01/2054 | &nbsp;&nbsp; Pool CB9484, 5.50%, 11/01/2054 | 206085 | 207995 |
| &nbsp;&nbsp; Pool CB9672, 5.50%, 12/01/2054 | &nbsp;&nbsp; Pool CB9672, 5.50%, 12/01/2054 | 334432 | 338158 |
| &nbsp;&nbsp; Pool CB9734, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool CB9734, 5.50%, 01/01/2055 | 199578 | 199931 |
| &nbsp;&nbsp; Pool CB9793, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool CB9793, 5.50%, 01/01/2055 | 246888 | 249639 |
| &nbsp;&nbsp; Pool CB9794, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool CB9794, 5.50%, 01/01/2055 | 253589 | 256177 |
| &nbsp;&nbsp; Pool CB9812, 6.00%, 01/01/2055 | &nbsp;&nbsp; Pool CB9812, 6.00%, 01/01/2055 | 191394 | 197078 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |  |
| &nbsp;&nbsp; Pool MA8099, 3.50%, 06/20/2052 | &nbsp;&nbsp; Pool MA8099, 3.50%, 06/20/2052 | 195058 | 180035 |
| &nbsp;&nbsp; Pool MA8200, 4.00%, 08/20/2052 | &nbsp;&nbsp; Pool MA8200, 4.00%, 08/20/2052 | 79612 | 74932 |
| &nbsp;&nbsp; Pool MA8268, 4.50%, 09/20/2052 | &nbsp;&nbsp; Pool MA8268, 4.50%, 09/20/2052 | 66556 | 64222 |
| &nbsp;&nbsp; Pool MA8346, 4.00%, 10/20/2052 | &nbsp;&nbsp; Pool MA8346, 4.00%, 10/20/2052 | 93838 | 87995 |
| &nbsp;&nbsp; Pool MA8426, 4.00%, 11/20/2052 | &nbsp;&nbsp; Pool MA8426, 4.00%, 11/20/2052 | 94452 | 88570 |
|  GS Mortgage Securities Corp. II, Series 2021-DM, Class D, 6.72% (1 mo. Term SOFR + 2.40%), 11/15/2036, (2.29% Floor) <sup>(a)</sup> | GS Mortgage Securities Corp. II, Series 2021-DM, Class D, 6.72% (1 mo. Term SOFR + 2.40%), 11/15/2036, (2.29% Floor) <sup>(a)</sup> | 100000 | 98209 |
|  INTOWN Mortgage Trust, Series 2025-STAY, Class B, 6.05% (1 mo. Term SOFR + 1.75%), 03/15/2042, (1.75% Floor) <sup>(a)</sup> | INTOWN Mortgage Trust, Series 2025-STAY, Class B, 6.05% (1 mo. Term SOFR + 1.75%), 03/15/2042, (1.75% Floor) <sup>(a)</sup> | 115000 | 114138 |
|  KREST Commercial Mortgage Securities Trust, Series 2025-AIP4, Class C, 6.17% (1 mo. Term SOFR + 1.85%), 03/15/2042, (1.85% Floor) <sup>(a)</sup> | KREST Commercial Mortgage Securities Trust, Series 2025-AIP4, Class C, 6.17% (1 mo. Term SOFR + 1.85%), 03/15/2042, (1.85% Floor) <sup>(a)</sup> | 300000 | 297753 |
|  KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.86% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(a)</sup> | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.86% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(a)</sup> | 300000 | 299250 |
|  NYC Commercial Mortgage Trust, Series 2025-3BP, Class A, 5.53% (1 mo. Term SOFR + 1.21%), 02/15/2042, (1.21% Floor) <sup>(a)</sup> | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A, 5.53% (1 mo. Term SOFR + 1.21%), 02/15/2042, (1.21% Floor) <sup>(a)</sup> | 100000 | 98756 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $5,807,677) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $5,807,677) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $5,807,677) | 5825246 |
| **AFFILIATED REGISTERED INVESTMENT COMPANIES - 2.8%** | **AFFILIATED REGISTERED INVESTMENT COMPANIES - 2.8%** | **Shares** | **Value** |
| Voya VACS Series EMHCD Fund | Voya VACS Series EMHCD Fund | 179043 | 1813706 |
| Voya VACS Series HYB Fund | Voya VACS Series HYB Fund | 326014 | 3325344 |
| **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $5,739,876) | **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $5,739,876) | **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $5,739,876) | 5139050 |
| **FOREIGN GOVERNMENT AGENCY ISSUES - 1.4%** | **FOREIGN GOVERNMENT AGENCY ISSUES - 1.4%** | **Par** | **Value** |
|  CDP Financial, Inc., 4.20%, 12/02/2030 | CDP Financial, Inc., 4.20%, 12/02/2030 | 100000 | 73514 |
|  City of Oslo Norway, 3.99%, 06/11/2029 | City of Oslo Norway, 3.99%, 06/11/2029 | 2000000 | 185957 |
|  Export-Import Bank of India, 3.88%, 02/01/2028 <sup>(a)</sup> | Export-Import Bank of India, 3.88%, 02/01/2028 <sup>(a)</sup> | 200000 | 195134 |
|  Indian Railway Finance Corp. Ltd., 3.25%, 02/13/2030 <sup>(a)</sup> | Indian Railway Finance Corp. Ltd., 3.25%, 02/13/2030 <sup>(a)</sup> | 200000 | 184939 |
|  Norway Government Bond, 3.00%, 08/15/2033 <sup>(a)</sup> | Norway Government Bond, 3.00%, 08/15/2033 <sup>(a)</sup> | 1525000 | 134065 |
|  NOTA DO TESOURO NACIONAL (PRICES NEAR 1000), 10.00%, 01/01/2027 | NOTA DO TESOURO NACIONAL (PRICES NEAR 1000), 10.00%, 01/01/2027 | 6090000 | 992817 |
|  Province of British Columbia Canada, 4.20%, 07/06/2033 | Province of British Columbia Canada, 4.20%, 07/06/2033 | 145000 | 141421 |
| Province of Ontario Canada | Province of Ontario Canada | Province of Ontario Canada |  |
| &nbsp;&nbsp; 1.35%, 12/02/2030 | &nbsp;&nbsp; 1.35%, 12/02/2030 | 395000 | 250914 |
| &nbsp;&nbsp; 3.45%, 06/02/2045 | &nbsp;&nbsp; 3.45%, 06/02/2045 | 210000 | 131230 |
|  Republic of Austria Government Bond, 2.90%, 02/20/2033 <sup>(a)</sup> | Republic of Austria Government Bond, 2.90%, 02/20/2033 <sup>(a)</sup> | 50000 | 53919 |
|  Treasury Corp. of Victoria, 4.75%, 09/15/2036 | Treasury Corp. of Victoria, 4.75%, 09/15/2036 | 450000 | 266891 |
| **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $2,787,067) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $2,787,067) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $2,787,067) | 2610801 |
| **CONVERTIBLE BONDS - 0.9%** | **CONVERTIBLE BONDS - 0.9%** | **Par** | **Value** |
| **Communications - 0.2%** | **Communications - 0.2%** | **Communications - 0.2%** |  |
|  Liberty Media Corp., 2.38%, 09/30/2053 (Callable 09/30/2028) <sup>(a)</sup> | Liberty Media Corp., 2.38%, 09/30/2053 (Callable 09/30/2028) <sup>(a)</sup> | 85000 | 116307 |
|  Uber Technologies, Inc., 0.88%, 12/01/2028 | Uber Technologies, Inc., 0.88%, 12/01/2028 | 142000 | 173061 |
|  |  |  | 289368 |
| **Consumer, Cyclical - 0.3%** | **Consumer, Cyclical - 0.3%** | **Consumer, Cyclical - 0.3%** |  |
|  Air Canada, 4.00%, 07/01/2025 | Air Canada, 4.00%, 07/01/2025 | 100000 | 98309 |
|  American Airlines Group, Inc., 6.50%, 07/01/2025 | American Airlines Group, Inc., 6.50%, 07/01/2025 | 205000 | 203920 |
|  Burlington Stores, Inc., 1.25%, 12/15/2027 | Burlington Stores, Inc., 1.25%, 12/15/2027 | 110000 | 145210 |
|  Marriott Vacations Worldwide Corp., 3.25%, 12/15/2027 | Marriott Vacations Worldwide Corp., 3.25%, 12/15/2027 | 135000 | 125056 |
|  |  |  | 572495 |
| **Utilities - 0.4%** | **Utilities - 0.4%** | **Utilities - 0.4%** |  |
|  American Water Capital Corp., 3.63%, 06/15/2026 | American Water Capital Corp., 3.63%, 06/15/2026 | 170000 | 172955 |
|  CenterPoint Energy, Inc., 4.25%, 08/15/2026 | CenterPoint Energy, Inc., 4.25%, 08/15/2026 | 210000 | 227921 |
|  Southern Co., 4.50%, 06/15/2027 <sup>(a)</sup> | Southern Co., 4.50%, 06/15/2027 <sup>(a)</sup> | 155000 | 171642 |
|  TXNM Energy, Inc., 5.75%, 06/01/2054 <sup>(a)</sup> | TXNM Energy, Inc., 5.75%, 06/01/2054 <sup>(a)</sup> | 105000 | 130740 |
|  |  |  | 703258 |
| **TOTAL CONVERTIBLE BONDS** (Cost $1,450,837) | **TOTAL CONVERTIBLE BONDS** (Cost $1,450,837) | **TOTAL CONVERTIBLE BONDS** (Cost $1,450,837) | 1565121 |
| **CONVERTIBLE PREFERRED STOCKS - 0.4%** | **CONVERTIBLE PREFERRED STOCKS - 0.4%** | **Shares** | **Value**  |
| **Industrial - 0.1%** | **Industrial - 0.1%** | **Industrial - 0.1%** |  |
|  Boeing Co., 6.00%, 10/15/2027 | Boeing Co., 6.00%, 10/15/2027 | 3650 | 218379 |
| **Technology - 0.1%** | **Technology - 0.1%** | **Technology - 0.1%** |  |
|  Hewlett Packard Enterprise Co., 7.63%, 09/01/2027 | Hewlett Packard Enterprise Co., 7.63%, 09/01/2027 | 2750 | 131285 |
| **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** |  |
|  NextEra Energy, Inc., 7.23%, 11/01/2027 | NextEra Energy, Inc., 7.23%, 11/01/2027 | 8650 | 394008 |
| **TOTAL CONVERTIBLE PREFERRED STOCKS** (Cost $717,124) | **TOTAL CONVERTIBLE PREFERRED STOCKS** (Cost $717,124) | **TOTAL CONVERTIBLE PREFERRED STOCKS** (Cost $717,124) | 743672 |
| **PURCHASED OPTIONS - 0.1%<sup>(k)</sup>** | **Notional Amount** | **Contracts** | **Value** |
| **Call Options - 0.0%<sup>(l)</sup>** | **Call Options - 0.0%<sup>(l)</sup>** |  | **$–** |
|  10-Year Forward Interest Rate Swap, Counterparty: Barclays Capital, Inc., Pay Fixed; Expiration: 11/27/2034; Exercise Rate: 2.36% | $678000  | 678000 | 12577 |
|  10-Year Forward Interest Rate Swap, Counterparty: J.P. Morgan Securities, Inc., Pay Fixed; Expiration: 08/14/2034; Exercise Rate: 2.38% | 641560 | 641560 | 12007 |
|  Interest Rate Swap - Forward Volatility Agreement 5Y5Y30Y, Counterparty: Barclays Capital, Inc., Pay Floating; Expiration: 06/14/2027; Exercise Rate: 0.00% | 775000 | 775000 | 25401 |
|  USD/CNH, Counterparty: J.P. Morgan Securities, Inc., Expiration: 11/04/2025; Exercise Price: $7.40 | $650000  | 650000 | 4189 |
| **Total Call Options** |  |  | 54174 |
| **Put Options - 0.1%** | **Put Options - 0.1%** |  | **$–** |
|  10-Year Forward Interest Rate Swap, Counterparty: Morgan Stanley, Receive 6 mo. EURIBOR; Expiration: 12/15/2025; Exercise Rate: 3.00% | 604000 | 604000 | 8516 |
|  10-Year Forward Interest Rate Swap, Counterparty: Goldman Sachs, Receive 6 mo. EURIBOR; Expiration: 12/15/2025; Exercise Rate: 3.00% | 453000 | 453000 | 6387 |
|  20-Year Forward Interest Rate Swap, Counterparty: Goldman Sachs, Receive 6 mo. EURIBOR; Expiration: 02/12/2035; Exercise Rate: 2.10% | 327000 | 327000 | 45767 |
|  20-Year Forward Interest Rate Swap, Counterparty: Morgan Stanley, Receive 6 mo. EURIBOR; Expiration: 02/12/2035; Exercise Rate: 2.10% | 327000 | 327000 | 45767 |
|  Interest Rate Swap - Forward Volatility Agreement 5Y5Y30Y, Counterparty: Barclays Capital, Inc., Receive Floating; Expiration: 05/25/2027; Exercise Rate: 0.00% | 2436500 | 2436500 | 69943 |
|  USD/JPY, Counterparty: Nomura Securities International, Inc., Expiration: 08/21/2025; Exercise Price: $135.00 | 36000 | 36000 | 160 |
| **Total Put Options** |  |  | 176540 |
| **TOTAL PURCHASED OPTIONS** (Cost $11,196) | **TOTAL PURCHASED OPTIONS** (Cost $11,196) | **TOTAL PURCHASED OPTIONS** (Cost $11,196) | 230714 |
| **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** | **Shares** | **Value**  |
| **Financial - 0.1%** | **Financial - 0.1%** | **Financial - 0.1%** |  |
|  Bank of Hawaii Corp., 8.00%, Perpetual | Bank of Hawaii Corp., 8.00%, Perpetual | 5875 | 150987 |
| **TOTAL PREFERRED STOCKS** (Cost $146,875) | **TOTAL PREFERRED STOCKS** (Cost $146,875) | **TOTAL PREFERRED STOCKS** (Cost $146,875) | 150987 |
| **SHORT-TERM INVESTMENTS - 2.6%** | **SHORT-TERM INVESTMENTS - 2.6%** |  | **Value**  |
| **U.S. Treasury Bills - 2.6%** | **U.S. Treasury Bills - 2.6%** | **<u>Par</u>** |  |
| 4.22%, 07/31/2025 <sup>(m)</sup> | 4.22%, 07/31/2025 <sup>(m)</sup> | 4800000 | 4732482 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $4,732,918) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $4,732,918) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $4,732,918) | 4732482 |
| **TOTAL INVESTMENTS - 99.0% (**Cost $189,137,095**)** | **TOTAL INVESTMENTS - 99.0% (**Cost $189,137,095**)** | **TOTAL INVESTMENTS - 99.0% (**Cost $189,137,095**)** | 180835690 |
| Money Market Deposit Account - 1.8% <sup>(n)(o)</sup> | Money Market Deposit Account - 1.8% <sup>(n)(o)</sup> | Money Market Deposit Account - 1.8% <sup>(n)(o)</sup> | 3354342 |
| Liabilities in Excess of Other Assets - (0.8)% | Liabilities in Excess of Other Assets - (0.8)% | Liabilities in Excess of Other Assets - (0.8)% | &nbsp;&nbsp; (1582878) |
| **TOTAL NET ASSETS - 100.0%** |  |  | 182607154 |
| two | two | two | –% |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |

---

---

| |
|:---|
| ASA - Advanced Subscription Agreement |
| CMT - Constant Maturity Treasury |
| EURIBOR - Euro Interbank Offered Rate |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |
| USISSO05- 5 Year US Dollar SOFR Swap Rate |
| AUD - Australian Dollar |
| BRL - Brazilian Real |
| CAD - Canadian Dollar |
| CNY - Chinese Yuan Renminbi |
| EUR - Euro |
| GBP - British Pound |
| IDR - Indonesian Rupiah |
| INR - Indian Rupee |
| JPY - Japanese Yen |
| MXN - Mexican Peso |
| NOK - Norwegian Krone |
| NZD - New Zealand Dollar |
| PHP - Philippine Peso |
| SGD - Singapore Dollar |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of March 31, 2025, the value of these securities total $70,587,142 or 38.7% of the Fund's net assets.

(b) All or a portion of this security is on loan as of March 31, 2025. The fair value of these securities was $670,767.

(c) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities
 represented $526,423 or 0.3% of net assets as of March 31, 2025.

(d) Zero coupon bonds make no periodic interest payments.

(e) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(f) Step coupon bond. The rate disclosed is as of March 31, 2025.

(g) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2025.

(h) Interest only security.

(i) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope.
 Interest rate may also be subject to a cap or floor.

(j) Rounds to zero.

(k) Non-income producing security.

(l) Represents less than 0.05% of net assets.

(m) The rate shown is the annualized effective yield as of March 31, 2025.

(n) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on
 market conditions and is subject to change daily. The rate as of March 31, 2025 was 4.24%.

(o) All or a portion of this deposit account was purchased using proceeds from securities lending. The fair value of this deposit held from securities lending as of March 31, 2025 is $684,285 which
 represented 0.4% of net assets.

------

---

| | | | |
|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** |
| **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** |
| **WRITTEN OPTIONS - (0.1)%** | **Notional Amount** | **Contracts** | **Value** |
| **Call Options - (0.0)%** <sup>(a)</sup> | **Call Options - (0.0)%** <sup>(a)</sup> | **Call Options - (0.0)%** <sup>(a)</sup> | **Call Options - (0.0)%** <sup>(a)</sup> |
| USD/CNH, Counterparty: J.P. Morgan Securities, Inc.; Expiration: 11/04/2025; Exercise Price: $7.65 | $(650000) | (650000) | $(1737) |
| USD/TRY, Counterparty: Deutsche Bank; Expiration: 11/07/2025; Exercise Price: $47.00 | (355000) | (355000) | (30930) |
| **Total Call Options** |  |  | (32667) |
| **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** |
| 10-Year Forward Interest Rate Swap Counterparty: Morgan Stanley; |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay 6 mo. EURIBOR; Expiration: 12/15/2025; Exercise Rate: 3.25% | (604000) | (604000) | (5088) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay 6 mo. EURIBOR; Expiration: 12/15/2025; Exercise Rate: 3.50% | (604000) | (604000) | (3000) |
|  10-Year Forward Interest Rate Swap, Counterparty: J.P. Morgan Securities, Inc., Pay SOFR; Expiration: 08/14/2034; Exercise Rate: 5.54% | (641560) | (641560) | (22444) |
| 10-Year Forward Interest Rate Swap Counterparty: UBS AG; |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay 6 mo. EURIBOR; Expiration: 12/15/2025; Exercise Rate: 3.50% | (453000) | (453000) | (2250) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay 6 mo. EURIBOR; Expiration: 12/15/2025; Exercise Rate: 3.25% | (453000) | (453000) | (3816) |
|  10-Year Forward Interest Rate Swap, Counterparty: Barclays Capital, Inc., Pay SOFR; Expiration: 11/27/2034; Exercise Rate: 5.36% | (678000) | (678000) | (25487) |
|  5-Year Forward Interest Rate Swap, Counterparty: Goldman Sachs, Pay 6 mo. EURIBOR; Expiration: 02/12/2030; Exercise Rate: 3.00% | (982000) | (982000) | (28810) |
|  5-Year Forward Interest Rate Swap, Counterparty: Morgan Stanley, Pay 6 mo. EURIBOR; Expiration: 02/12/2030; Exercise Rate: 3.00% | (982000) | (982000) | (28810) |
|  CDX NA HY Series 43, Counterparty: Goldman Sachs, Pay Floating; Expiration: 05/21/2025; Exercise Rate: 104.00% | (1134000) | (1134000) | (16949) |
| USD/TRY, Counterparty: Deutsche Bank; Expiration: 05/29/2025; Exercise Price: $38.50 | (355000) | (355000) | (2160) |
| **Total Put Options** |  |  | (138814) |
| **TOTAL WRITTEN OPTIONS** (Premiums received $49,140) |  |  | $(171481) |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |

---

(a) Represents less than 0.05% of net assets.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 7 | 06/06/2025 | $975130 | $(15749) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 239 | 06/30/2025 | 49514078 | 211986 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 234 | 06/30/2025 | 25308563 | 292832 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 58 | 06/18/2025 | 6802313 | 107501 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | 4 | 06/18/2025 | 489000 | 10559 |
|  |  |  |  | $607129 |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | (70) | 06/18/2025 | $7988750 | $(130820) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | (6) | 06/19/2025 | 517633 | (4051) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | (9) | 06/06/2025 | 1143673 | 19211 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (73) | 06/18/2025 | 8118969 | (100370) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (28) | 06/18/2025 | 3283875 | (33080) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (9) | 06/18/2025 | 1100250 | (5317) |
|  |  |  |  | $(254427) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $352702 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** |
| **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Bank of America | 04/25/2025 | USD | 157357 | BRL | 910799 | $(1522) |
| Bank of America | 04/03/2025 | USD | 45940 | TRY | 2127000 | (9862) |
| Barclays Capital, Inc. | 04/23/2025 | EUR | 1215000 | PLN | 5097411 | 357 |
| Barclays Capital, Inc. | 04/23/2025 | EUR | 282500 | USD | 306657 | (812) |
| Barclays Capital, Inc. | 04/23/2025 | JPY | 42234036 | USD | 281875 | 430 |
| Barclays Capital, Inc. | 04/23/2025 | NOK | 3219654 | EUR | 281875 | 867 |
| Barclays Capital, Inc. | 04/23/2025 | PLN | 5097411 | EUR | 1215974 | (1411) |
| Barclays Capital, Inc. | 05/16/2025 | USD | 1456 | EUR | 1327 | 17 |
| Barclays Capital, Inc. | 06/18/2025 | USD | 2509585 | EUR | 2284228 | 28542 |
| Barclays Capital, Inc. | 04/23/2025 | USD | 847500 | JPY | 126238812 | 3682 |
| BNP Paribas Securities Corp. | 04/25/2025 | BRL | 687600 | USD | 117010 | 2934 |
| BNP Paribas Securities Corp. | 04/25/2025 | CLP | 319299039 | USD | 339982 | (3743) |
| BNP Paribas Securities Corp. | 04/25/2025 | MXN | 1715075 | USD | 83260 | 261 |
| BNP Paribas Securities Corp. | 06/18/2025 | SGD | 26376 | USD | 19865 | (151) |
| BNP Paribas Securities Corp. | 04/25/2025 | USD | 99226 | BRL | 574272 | (950) |
| Brown Brothers Harriman Investments LLC | 05/16/2025 | EUR | 3000 | USD | 3270 | (18) |
| Citibank Global Markets, Inc. | 06/18/2025 | EUR | 225074 | NOK | 2626996 | (5225) |
| Citibank Global Markets, Inc. | 04/25/2025 | USD | 120278 | BRL | 702160 | (2207) |
| Citibank Global Markets, Inc. | 06/18/2025 | USD | 916371 | MXN | 18871288 | 3955 |
| Citibank Global Markets, Inc. | 06/18/2025 | USD | 3767411 | SGD | 4988580 | 38948 |
| Deutsche Bank | 11/10/2025 | USD | 125418 | TRY | 5914715 | 3019 |
| Goldman Sachs | 04/23/2025 | NOK | 3214035 | EUR | 281875 | 333 |
| Goldman Sachs | 04/03/2025 | TRY | 2127000 | USD | 45890 | 9911 |
| Goldman Sachs | 11/10/2025 | TRY | 5907190 | USD | 125418 | (3175) |
| Goldman Sachs | 04/25/2025 | USD | 123475 | BRL | 722359 | (2533) |
| Goldman Sachs | 01/05/2026 | USD | 960398 | BRL | 5978000 | (16906) |
| Goldman Sachs | 04/25/2025 | USD | 181505 | CLP | 171801947 | 588 |
| Goldman Sachs | 04/25/2025 | USD | 700968 | MXN | 14138902 | 12430 |
| HSBC Bank | 04/23/2025 | EUR | 282500 | USD | 306117 | (272) |
| HSBC Bank | 04/23/2025 | JPY | 84549816 | USD | 563750 | 1406 |
| HSBC Bank | 06/18/2025 | USD | 647329 | NZD | 1132174 | 3267 |
| J.P. Morgan Securities, Inc. | 06/18/2025 | JPY | 31612223 | USD | 215463 | (2813) |
| J.P. Morgan Securities, Inc. | 04/23/2025 | NOK | 6413849 | EUR | 563750 | (687) |
| J.P. Morgan Securities, Inc. | 06/18/2025 | NOK | 115000 | USD | 10918 | 12 |
| J.P. Morgan Securities, Inc. | 06/18/2025 | USD | 2323074 | EUR | 2114962 | 25881 |
| J.P. Morgan Securities, Inc. | 06/18/2025 | USD | 793244 | GBP | 612889 | 1603 |
| Morgan Stanley | 04/25/2025 | BRL | 965977 | USD | 167550 | 955 |
| Morgan Stanley | 06/18/2025 | EUR | 103785 | USD | 113763 | (1036) |
| Morgan Stanley | 04/25/2025 | MXN | 2301935 | USD | 112701 | (601) |
| Morgan Stanley | 06/18/2025 | USD | 1135601 | AUD | 1803899 | 7689 |
| Morgan Stanley | 06/18/2025 | USD | 1317393 | CAD | 1898200 | (6911) |
| Morgan Stanley | 04/25/2025 | USD | 157237 | CLP | 146371504 | 3100 |
| Morgan Stanley | 04/23/2025 | USD | 1317527 | EUR | 1206250 | 11597 |
| Morgan Stanley | 04/25/2025 | USD | 1358 | ZAR | 25653 | (38) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 04/23/2025 | EUR | 845625 | NOK | 9661880 | (2877) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 04/23/2025 | MXN | 17047880 | CAD | 1210000 | (11348) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 04/23/2025 | NOK | 3211148 | EUR | 281875 | 58 |
| Royal Bank of Canada Investment Management (USA) Ltd. | 06/18/2025 | USD | 645396 | JPY | 94204579 | 11698 |
| Royal Bank of Canada Investment Management (USA) Ltd. | 04/23/2025 | USD | 663018 | NOK | 7015399 | (3810) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 06/18/2025 | USD | 826850 | NOK | 8820723 | (11547) |
| Standard Chartered Securities N.A. | 04/25/2025 | MXN | 1122786 | USD | 56242 | (1565) |
| State Street Bank & Trust Co. | 04/23/2025 | JPY | 258130808 | USD | 1731875 | (6451) |
| State Street Bank & Trust Co. | 04/25/2025 | MXN | 1701427 | USD | 84597 | (1741) |
| State Street Bank & Trust Co. | 04/25/2025 | USD | 198066 | MXN | 4049377 | 869 |
| UBS AG | 04/23/2025 | EUR | 845625 | NOK | 9604511 | 2576 |
| UBS AG | 06/18/2025 | JPY | 58484275 | USD | 394255 | (841) |
| UBS AG | 04/23/2025 | NOK | 16627152 | EUR | 1450625 | 9946 |
| UBS AG | 04/23/2025 | USD | 565000 | JPY | 84208956 | 2122 |
| Wells Fargo | 04/25/2025 | BRL | 1046086 | USD | 176459 | 6020 |
| Wells Fargo | 04/25/2025 | MXN | 3406385 | USD | 169922 | (4038) |
| Wells Fargo | 04/25/2025 | USD | 90446 | BRL | 524088 | (976) |
| Wells Fargo | 04/25/2025 | USD | 169194 | MXN | 3413536 | 2961 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $91967 |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar |
| TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** |
| **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** |
| **Pay/ Receive**<br> **Floating Rate** | **Floating Rate**<br> **Index** | **Fixed Rate** | **Payment** <br> **Frequency** | **Maturity Date** | **Notional Amount** | **Notional Amount** | **Upfront**<br> **Premiums Paid**<br> (Received) | **Unrealized**<br> **Appreciation**<br> (Depreciation) | **Value** |
| Receive | SOFR | 3.84% | Monthly | 08/16/2044 |  | $256600 | $0 | $4468 | $4468 |
| Receive | SOFR | 3.86% | Monthly | 11/29/2044 |  | 325000 | 0 | 5211 | 5211 |
| Pay | Brazil Cetip DI Interbank Deposit Overnight Rate | 14.13% | At Maturity | 01/03/2028 | BRL | $3560239 | $(183) | $(7109) | $(7292) |
| Pay | Colombia IBR Overnight Nominal Interbank Reference | 8.39% | Quarterly | 02/03/2030 | COP | 1142283000 | 0 | (2627) | (2627) |
| Pay | Colombia IBR Overnight Nominal Interbank Reference | 8.37% | Quarterly | 02/04/2030 | COP | 1142283000 | 0 | (2843) | (2843) |
| **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | $(183) | $(2900) | $(3083) |
| The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. | The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. |
| SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate | SOFR - Secured Overnight Borrowing Rate |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received**<br> (Paid) | **Payment**<br> **Frequency** | **Maturity Date** | **Notional**<br> **Amount** | **Value** | **Premiums Paid**<br> (Received) | **Net Unrealized**<br> **Appreciation**<br> (Depreciation) |
| **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** |
| CDX EM Series 43 (Buy Protection) | (1.00)% | Quarterly | 06/20/2030 | 1900000 | 72288 | 66291 | 5997 |
| **Sell Protection:** | 0.000% |  |  |  | $72288 | $66921 | $5997 |
| \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** |
| **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** | **March 31, 2025 (Unaudited)** |
| **Reference Entity** | **Strike** | **Counterparty** | **Maturity Date** | **Payment Frequency** | **Notional Amount** | **Value/ Unrealized Appreciation (Depreciation)** |
| 12-Month USD/MXN Volatility | 14.20% | Goldman Sachs | 01/20/2026 | Quarterly | $(4000) | $139 |
| 12-Month USD/MXN Volatility | 14.50% | Morgan Stanley | 02/04/2026 | Quarterly | (2000) | 66 |
| 6-Month USD/MXN Volatility | 13.50% | Morgan Stanley | 06/12/2025 | Quarterly | (4000) | 25 |
| EUR/USD Volatility | 8.40% | Morgan Stanley | 02/10/2026 | Quarterly | (1044000) | 11936 |
| USD/INR Volatility | 4.33% | BNP Paribas Securities Corp. | 02/10/2026 | Quarterly | (1044000) | (6146) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  |  | $6020 |
| There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2025. |

---

EUR - Euro

INR – Indian Rupee

MXN – Mexican Peso

------

#### Summary of Fair Value Disclosure as of March 31, 2025 (Unaudited)
Wilshire Income Opportunities Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | 152795 | 57116306 | 5296 | 57274397 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 42468616 | – | 42468616 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 15273352 | – | 15273352 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | 723467 | 13069910 | 271127 | 14064504 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Bank Loans | – | 12666897 | – | 12666897 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 10078738 | – | 10078738 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | – | 7761113 | 250000 | 8011113 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | – | 5825246 | – | 5825246 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Registered Investment Companies | 5139050 | – | – | 5139050 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Agency Issues | – | 2610801 | – | 2610801 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Convertible Bonds | – | 1565121 | – | 1565121 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Convertible Preferred Stocks | 743672 | – | – | 743672 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Purchased Options | – | 230714 | – | 230714 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 150987 | – | – | 150987 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bills | – | 4732482 | – | 4732482 |
| Total Investments | 6909971 | 173399296 | 526423 | 180835690 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | 642089 | – | – | 642089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forwards\* | – | 198032 | – | 198032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* | – | 5997 | – | 5997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volatility Swaps\* | – | 12166 | – | 12166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* | – | 9679 | – | 9679 |
| Total Other Financial Instruments | 642089 | 225874 | – | 867963 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Options | – | (171481) | – | (171481) |
| Total Investments | – | (171481) | – | (171481) |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | (289387) | – | – | (289387) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forwards\* | – | (106065) | – | (106065) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* | – | (12579) | – | (12579) |
| &nbsp;&nbsp;&nbsp;&nbsp;Volatility Swaps\* | – | (6146) | – | (6146) |
| Total Other Financial Instruments | (289387) | (124790) | – | (414177) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2025. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |
| Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilshire Mutual Funds Inc

- **b. Investment Company Act file number:** 811-07076

- **c. CIK number of Registrant:** 0000890453

- **d. LEI of Registrant:** 5493002LR0X1H0O6US42

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

  - **Street Address 1:** 1299 Ocean Avenue

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90401-1085

  - **Telephone number:** 310-451-3051

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

- **a. Name of Series:** Wilshire Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000053356

- **c. LEI of Series:** 549300UBZCC7LD138K71

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $187555741.68

**Total Liabilities:** $6268009.82

**Net Assets:** $181287731.86

**Delayed Delivery Securities:** $559754.89

**Cash Not Reported:** $3746542.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3872.380000000000 | **1-Year:** 5035.230000000000 | **5-Year:** 11544.020000000000 | **10-Year:** 21898.490000000000 | **30-Year:** 13535.260000000000

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

- **3-Month:** 19064.880000000000 | **1-Year:** 4180.640000000000 | **5-Year:** 4182.010000000000 | **10-Year:** 1902.620000000000 | **30-Year:** 1184.440000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167854 | 0.79%                | 1.45%                | -0.22%               |
| Class ID C000167855 | 0.80%                | 1.47%                | -0.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-177382.22              | $987208.32                                 |
| Month 2  | $-549942.91              | $2264267.21                                |
| Month 3  | $-454069.73              | $-310917.18                                |

**Designated Index Information**

- **Index Name:** 70% BB Univ;10% BB US HY;10% S&P LSTA;10% BB EM

- **Index Identifier:** WBLEND01

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SEALED AIR/SEALED AIR US                           | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20650.00     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104665.44    | 0.06%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                   | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      64838 | PA      | $64700.69     | 0.04%             | 2028-02-24      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                | Select Medical Corp                                                              | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      30000 | PA      | $30000.00     | 0.02%             | 2031-12-03      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1680000000 | PA      | $98446.38     | 0.05%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2823000000 | PA      | $168254.89    | 0.09%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2438000000 | PA      | $160030.56    | 0.09%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                             | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      55712 | PA      | $53399.95     | 0.03%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SMRT                                               | SMRT 2022-MINI                                                                   | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $246564.03    | 0.14%             | 2039-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                     | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $76522.24     | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                     | SMB Private Education Loan Trust 2024-F                                          | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94452 | PA      | $95397.87     | 0.05%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| SMYRNA READY MIX CONCRET                           | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25812.50     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $199000.00    | 0.11%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                     | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60613 | PA      | $56415.25     | 0.03%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2023-R03                                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $68938.89     | 0.04%             | 2043-04-25      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61280 | PA      | $62401.75     | 0.03%             | 2042-09-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13832 | PA      | $14035.41     | 0.01%             | 2042-03-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29136 | PA      | $29499.75     | 0.02%             | 2042-03-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                     | SoFi Professional Loan Program 2021-B Trust                                      | CUSIP: 83405N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $283659.67    | 0.16%             | 2047-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                      | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     181548 | PA      | $167512.30    | 0.09%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $245114.09    | 0.14%             | 2042-04-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $87363.04     | 0.05%             | 2043-07-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                 | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33622.80     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                            | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20325.00     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $57765.90     | 0.03%             | 2041-11-25      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23351 | PA      | $23342.22     | 0.01%             | 2041-12-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                           | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $90562.50     | 0.05%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                            | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |     109000 | PA      | $92692.40     | 0.05%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                  | CUSIP: 842587DY0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     155000 | PA      | $171642.35    | 0.09%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     167000 | PA      | $170911.47    | 0.09%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56616 | PA      | $57888.47     | 0.03%             | 2042-05-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $312124.32    | 0.17%             | 2042-07-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15000.00     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                       | CUSIP: 853496AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $83406.25     | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41492 | PA      | $42372.43     | 0.02%             | 2042-12-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                     | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $303528.54    | 0.17%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21843.75     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                           | South Australian Government Financing Authority                                  | CUSIP: BN8412155<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     265000 | PA      | $125913.00    | 0.07%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $316723.40    | 0.17%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81754.00     | 0.05%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 5YR NOTE (CBT) Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        249 | NC      | $316704.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                            | Sotera Health Holdings LLC                                                       | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      79800 | PA      | $79750.13     | 0.04%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                              | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24562.50     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                          | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $230862.50    | 0.13%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US LONG BOND(CBT) Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -28 | NC      | $-33080.66    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | US LONG BOND(CBT) Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         58 | NC      | $107501.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                           | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $54931.25     | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                   | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500486.50    | 0.28%             | 2037-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US ULTRA BOND CBT Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -9 | NC      | $-5316.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $182533.23    | 0.10%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $141750.00    | 0.08%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38323.68     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $195314.31    | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38570.00     | 0.02%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                       | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22875.00     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                            | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74163.02     | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      60000 | PA      | $36875.94     | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      37000 | PA      | $34500.13     | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                  | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $83458.08     | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36122.18     | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     165000 | PA      | $164959.25    | 0.09%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                      | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100462.11    | 0.06%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                  | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $66297.55     | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                  | Expedia Group Inc                                                                | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $43732.66     | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                             | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $195134.00    | 0.11%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136AW4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129601 | PA      | $26769.22     | 0.01%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136B45F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3619721 | PA      | $414404.44    | 0.23%             | 2049-07-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136B8BC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4028500 | PA      | $510480.21    | 0.28%             | 2050-01-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136BBKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2542038 | PA      | $405837.68    | 0.22%             | 2060-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136BCNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5027685 | PA      | $1043398.48   | 0.58%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136BDFR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3658763 | PA      | $679832.25    | 0.38%             | 2050-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1828287 | PA      | $71319.83     | 0.04%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     951486 | PA      | $40952.41     | 0.02%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1884428 | PA      | $69746.26     | 0.04%             | 2030-11-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     657432 | PA      | $41892.45     | 0.02%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     790632 | PA      | $80470.17     | 0.04%             | 2035-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1264532 | PA      | $66901.73     | 0.04%             | 2030-08-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1461535 | PA      | $89167.97     | 0.05%             | 2035-10-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1829921 | PA      | $289177.31    | 0.16%             | 2044-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55273 | PA      | $7886.56      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31396V5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1417722 | PA      | $133433.35    | 0.07%             | 2037-06-25      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31397LGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1179644 | PA      | $134575.19    | 0.07%             | 2048-04-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31398FLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1929567 | PA      | $199976.70    | 0.11%             | 2039-10-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31398FTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52283 | PA      | $10172.79     | 0.01%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31398MVU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3132702 | PA      | $272685.11    | 0.15%             | 2040-03-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $17300.00     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                 | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24941.85     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                 | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22263.25     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                            | European Bank for Reconstruction & Development                                   | CUSIP: BN4255616<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |   19600000 | PA      | $225690.37    | 0.12%             | 2026-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                         | CUSIP: BP2490954<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     360000 | PA      | $32434.80     | 0.02%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                            | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $131011.12    | 0.07%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                         | CUSIP: BT4352949<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $136850.81    | 0.08%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                           | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     131718 | PA      | $129880.87    | 0.07%             | 2029-01-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                  | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      14962 | PA      | $14843.62     | 0.01%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                   | EOC Borrower LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35000 | PA      | $34978.30     | 0.02%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                           | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |      76900 | PA      | $75169.75     | 0.04%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                           | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |     179357 | PA      | $172285.04    | 0.10%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84468.75     | 0.05%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24625.00     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4950.00      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      55000 | PA      | $50298.05     | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      90000 | PA      | $80990.73     | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      66000 | PA      | $66971.92     | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                           | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $211354.71    | 0.12%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                      | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299250.42    | 0.17%             | 2039-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                           | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13312.50     | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                               | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      90000 | PA      | $69542.64     | 0.04%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250423.50    | 0.14%             | 2030-03-20      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                     | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274000 | PA      | $256470.82    | 0.14%             | 2049-03-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                     | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     807281 | PA      | $3689.44      | 0.00%             | 2049-03-10      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      69000 | PA      | $66598.39     | 0.04%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $82450.00     | 0.05%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23687.50     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                 | Liberty Media Corp                                                               | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      85000 | PA      | $116307.20    | 0.06%             | 2053-09-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                      | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34825.00     | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                      | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $165114.91    | 0.09%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                      | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $230846.20    | 0.13%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52250.00     | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46237.50     | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22625.00     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                     | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99296.72     | 0.05%             | 2037-01-17      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                              | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99783.31     | 0.06%             | 2042-08-17      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                              | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72281.25     | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20162.92     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                               | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34121.14     | 0.02%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                  | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     184129 | PA      | $151676.43    | 0.08%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                      | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22687.50     | 0.01%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                           | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       4000 | PA      | $4155.40      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                 | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $18369.15     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                           | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28200.00     | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                        | OCCU Auto Receivables Trust 2022-1                                               | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71847 | PA      | $72004.10     | 0.04%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $76912.50     | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30862.50     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     245000 | PA      | $257556.25    | 0.14%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107625.00    | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17747.64     | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XI                     | Octagon Investment Partners XIV Ltd                                              | CUSIP: 67590ABX9<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500536.27    | 0.28%             | 2029-07-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                    | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36090.65     | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                          | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9712.50      | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                           | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34878.52     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                     | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $148940.43    | 0.08%             | 2036-01-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  130492950 | PA      | $611698.75    | 0.34%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                    | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $148484.64    | 0.08%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                            | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $243125.00    | 0.13%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                            | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     205000 | PA      | $187094.85    | 0.10%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                       | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29400.00     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6903.75      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18157.50     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                           | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25000.00     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                      | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21138.04     | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23115.60     | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                     | Santander Drive Auto Receivables Trust 2022-3                                    | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $199426.22    | 0.11%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                           | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $37650.00     | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                            | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25187.50     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                               | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99588.08     | 0.05%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                    | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24031.25     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                    | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63131.25     | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21625.00     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                           | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15375.00     | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                              | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30075.00     | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                           | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116186 | PA      | $114725.23    | 0.06%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21656.25     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                           | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     355000 | PA      | $352938.87    | 0.19%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19200.00     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13518.75     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17175.00     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                            | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24625.00     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                            | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30675.00     | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                    | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     292000 | PA      | $281780.00    | 0.16%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                    | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     325000 | PA      | $290062.50    | 0.16%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                    | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     125000 | PA      | $116406.25    | 0.06%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                    | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $90746.66     | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                    | Zayo Issuer LLC                                                                  | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252523.13    | 0.14%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144750 | PA      | $132540.80    | 0.07%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69528.97     | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                              | Japan Government Twenty Year Bond                                                | CUSIP: EF2077933<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   93900000 | PA      | $632946.98    | 0.35%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                           | New Zealand Local Government Funding Agency Bond                                 | CUSIP: LW4388663<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     160000 | PA      | $90804.17     | 0.05%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                           | New Zealand Local Government Funding Agency Bond                                 | CUSIP: ZJ9835563<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      95000 | PA      | $60174.15     | 0.03%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/NOK FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9945.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                           | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     162283 | PA      | $164227.58    | 0.09%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      20000 | PA      | $18664.40     | 0.01%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       3234 | PA      | $3124.81      | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       5687 | PA      | $5494.94      | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      10000 | PA      | $9413.20      | 0.01%             | 2027-03-09      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                               | LC AHAB US Bidco LLC, Senior Secured First Lien Term Loan                        | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      35000 | PA      | $34781.25     | 0.02%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      76433 | PA      | $70777.31     | 0.04%             | 2031-06-06      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                           | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34237 | PA      | $29529.63     | 0.02%             | 2031-07-08      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                | Lightning Power LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |      39900 | PA      | $39728.03     | 0.02%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                               | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |     185807 | PA      | $180498.03    | 0.10%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                               | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |      19163 | PA      | $18615.98     | 0.01%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      72654 | PA      | $70625.63     | 0.04%             | 2031-05-19      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                      | Life Time Inc                                                                    | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |      30000 | PA      | $29966.25     | 0.02%             | 2031-11-05      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                           | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      45000 | PA      | $44943.75     | 0.02%             | 2031-11-26      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      18154 | PA      | $17821.08     | 0.01%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       7907 | PA      | $7709.33      | 0.00%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP                             | Travel + Leisure Co                                                              | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     259674 | PA      | $259105.52    | 0.14%             | 2029-12-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                      | Olympus Water US Holding Corp, Senior Secured First Lien Term Loan               | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      74812 | PA      | $73760.26     | 0.04%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                        | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      38980 | PA      | $37304.01     | 0.02%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                            | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      89550 | PA      | $89085.24     | 0.05%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                              | Long Ridge Energy LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     155000 | PA      | $149575.00    | 0.08%             | 2032-02-09      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                              | Savor Acquisition Inc                                                            | CUSIP: N/A<br>LEI: 25490051R6ZOBEBPQ519       | Long             | LON              | CORP              | US        |      36552 | PA      | $36560.87     | 0.02%             | 2032-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                              | Savor Acquisition Inc                                                            | CUSIP: N/A<br>LEI: 25490051R6ZOBEBPQ519       | Long             | LON              | CORP              | US        |       3448 | PA      | $3449.13      | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                           | OCP SA                                                                           | CUSIP: ZB6265712<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $205279.20    | 0.11%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                     | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316296 | PA      | $248679.14    | 0.14%             | 2037-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20450.00     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                           | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30112.50     | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      58049 | PA      | $57272.51     | 0.03%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                               | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250160.50    | 0.14%             | 2032-01-29      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                            | TCW CLO 2023-1 Ltd                                                               | CUSIP: 872373AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400032.40    | 0.22%             | 2036-04-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                               | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25625.00     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16886.66     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                         | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250000.00    | 0.14%             | 2038-04-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     241370 | PA      | $246047.48    | 0.14%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  3 | On Loan: No      |
| Ace Securities Corp.                               | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205604 | PA      | $174191.28    | 0.10%             | 2038-02-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                          | AGCO Corp                                                                        | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70944.09     | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20470.24     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                       | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     530000 | PA      | $536625.00    | 0.30%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                         | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $525012.84    | 0.29%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                   | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23125.00     | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                             | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9837.50      | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                              | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45675.00     | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      68000 | PA      | $61437.66     | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24125.00     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                             | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20325.00     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $374268.08    | 0.21%             | 2036-10-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                    | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18125.00     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                             | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      25000 | PA      | $24232.10     | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     300000 | PA      | $305633.40    | 0.17%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $148774.65    | 0.08%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                           | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35000.00     | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                            | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30412.50     | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                           | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50549.70     | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                             | American Tower Trust #1                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157542.78    | 0.09%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                      | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172954.60    | 0.10%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                           | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15064.62     | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      66000 | PA      | $63909.78     | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18750.00     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                      | Amphenol Corp                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30510.51     | 0.02%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                             | Arizona Public Service Co                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32536.96     | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                              | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36409.18     | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66688 | PA      | $64401.76     | 0.04%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33164 | PA      | $32135.46     | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                               | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $156679.40    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      95000 | PA      | $94525.00     | 0.05%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     215000 | PA      | $214462.50    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      33000 | PA      | $33159.85     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                           | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     166000 | PA      | $141913.90    | 0.08%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                              | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114153.18    | 0.06%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                            | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     320000 | PA      | $227999.97    | 0.13%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                          | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      49350 | PA      | $49042.07     | 0.03%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                     | Access CIG LLC                                                                   | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |      30683 | PA      | $30730.43     | 0.02%             | 2028-08-18      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                              | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      40260 | PA      | $40254.11     | 0.02%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| AECOM TECHNOLOGY                                   | AECOM                                                                            | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |     208338 | PA      | $209753.60    | 0.12%             | 2031-10-29      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                       | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      92286 | PA      | $91873.66     | 0.05%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      45000 | PA      | $44694.23     | 0.02%             | 2032-01-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                           | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      55000 | PA      | $54461.55     | 0.03%             | 2032-03-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                    | Apple Bidco LLC                                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     175000 | PA      | $173933.38    | 0.10%             | 2031-09-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                            | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $160636.00    | 0.09%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                           | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     145000 | PA      | $119410.55    | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                           | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $161204.80    | 0.09%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group Inc                                                                 | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15132.98     | 0.01%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                           | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     135000 | PA      | $125055.90    | 0.07%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     185000 | PA      | $185914.46    | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35961.73     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                             | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      73000 | PA      | $72837.28     | 0.04%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                             | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      69000 | PA      | $71615.38     | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                         | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37557.44     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19750.00     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                             | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53625.00     | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                             | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23906.25     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3043.49      | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                               | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149160 | PA      | $145274.15    | 0.08%             | 2029-10-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                               | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98638.36     | 0.05%             | 2036-11-16      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                               | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99391.56     | 0.05%             | 2039-01-19      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                     | Freddie Mac Multiclass Certificates Series 2021-P011                             | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     511524 | PA      | $56076.69     | 0.03%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                      | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690905 | PA      | $631190.58    | 0.35%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90470 | PA      | $88543.24     | 0.05%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      72791 | PA      | $73435.83     | 0.04%             | 2042-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     155012 | PA      | $155618.17    | 0.09%             | 2034-01-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $403672.80    | 0.22%             | 2041-12-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $718290.23    | 0.40%             | 2041-12-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $305190.99    | 0.17%             | 2042-02-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      83293 | PA      | $84258.43     | 0.05%             | 2042-04-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      94128 | PA      | $95184.87     | 0.05%             | 2042-05-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $114158.57    | 0.06%             | 2042-05-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                              | Freedom Mortgage Corp                                                            | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84575.00     | 0.05%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                               | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     400000 | PA      | $374292.80    | 0.21%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                               | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95211.57     | 0.05%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                               | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39006.08     | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                             | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14775.00     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      67064 | PA      | $63083.38     | 0.03%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                   | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18550.00     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                       | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20975.00     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     276000 | PA      | $261174.94    | 0.14%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $88250.00     | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24419.63     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      25000 | PA      | $21913.00     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109587.50    | 0.06%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20875.00     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20325.00     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     215000 | PA      | $188441.05    | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund                          | Voya VACS Series HYB Fund                                                        | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |     324157 | NS      | $3306397.88   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund                        | Voya VACS Series EMHCD Fund                                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |     177981 | NS      | $1802950.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I PLC                                                       | CUSIP: ZB0006997<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $159645.77    | 0.09%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                    | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99753.31     | 0.06%             | 2030-01-17      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                     | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     209382 | PA      | $191415.22    | 0.11%             | 2047-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                     | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454575 | PA      | $213854.57    | 0.12%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                         | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99000 | PA      | $97598.41     | 0.05%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                      | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32207.14     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                 | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45596 | PA      | $42285.95     | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $273470.07    | 0.15%             | 2036-11-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                   | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      36000 | PA      | $36811.80     | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                           | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25000.00     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                           | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29962.50     | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                         | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25312.50     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                  | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18265.14     | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                           | Ares Strategic Income Fund                                                       | CUSIP: 04020EAA5<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15221.27     | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                           | Ares Strategic Income Fund                                                       | CUSIP: 04020EAC1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14775.32     | 0.01%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     109000 | PA      | $110733.43    | 0.06%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                     | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $14831.25     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $500668.17    | 0.28%             | 2038-01-22      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                     | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250262.31    | 0.14%             | 2037-10-23      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250000.00    | 0.14%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4834.00      | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26301.42     | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31828.26     | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                  | CPPIB Capital Inc                                                                | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $95178.76     | 0.05%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                         | CPI CG Inc                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26562.50     | 0.01%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15375.00     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                     | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $253282.16    | 0.14%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157632 | PA      | $157448.32    | 0.09%             | 2044-02-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139886.73    | 0.08%             | 2045-02-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $301073.40    | 0.17%             | 2044-03-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                           | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18675.00     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     162000 | PA      | $163319.00    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                           | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15450.00     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DPL INC                                            | DPL Inc                                                                          | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $159200.00    | 0.09%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                      | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      52000 | PA      | $53805.54     | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                   | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18825.00     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DK Trust                                           | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $399000.04    | 0.22%             | 2034-03-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $3250.00      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $16750.00     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128437.50    | 0.07%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     155000 | PA      | $163331.25    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     162000 | PA      | $160987.50    | 0.09%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                            | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $11400.00     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                            | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25843.75     | 0.01%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                           | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25406.25     | 0.01%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                              | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24031.25     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                       | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      23000 | PA      | $23575.00     | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     380000 | PA      | $384522.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                             | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35768.34     | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165230 | PA      | $165625.37    | 0.09%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251804 | PA      | $253822.68    | 0.14%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467288 | PA      | $468260.22    | 0.26%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246888 | PA      | $249639.21    | 0.14%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253589 | PA      | $256177.05    | 0.14%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191394 | PA      | $197077.69    | 0.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317101 | PA      | $319643.15    | 0.18%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173423 | PA      | $174217.37    | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206085 | PA      | $207994.62    | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334432 | PA      | $338158.37    | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199578 | PA      | $199931.23    | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4361 | PA      | $4372.30      | 0.00%             | 2027-08-02      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |       9556 | PA      | $9785.59      | 0.01%             | 2032-02-23      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                               | Aramark Services Inc                                                             | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      30000 | PA      | $30046.95     | 0.02%             | 2028-04-06      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                               | Aramark Services Inc                                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     136861 | PA      | $136988.72    | 0.08%             | 2030-06-24      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                           | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |      44888 | PA      | $44803.56     | 0.02%             | 2031-07-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                   | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20000 | PA      | $19887.60     | 0.01%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                        | Construction Partners, Inc., Senior Secured First Lien Term Loan                 | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      45000 | PA      | $44812.58     | 0.02%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                          | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |      27530 | PA      | $27455.51     | 0.02%             | 2029-12-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                          | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2029-12-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                       | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      45000 | PA      | $44043.75     | 0.02%             | 2032-03-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Ginnie Mae II Pool                                                               | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     195058 | PA      | $180034.63    | 0.10%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79612 | PA      | $74931.57     | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66556 | PA      | $64222.13     | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93838 | PA      | $87994.82     | 0.05%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94452 | PA      | $88570.33     | 0.05%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                    | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19650.00     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1000 | PA      | $971.67       | 0.00%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      38000 | PA      | $38522.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                  | Golub Capital BDC Inc                                                            | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17874.55     | 0.01%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38377MHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1309211 | PA      | $59898.76     | 0.03%             | 2040-10-16      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38379CT63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1259271 | PA      | $73212.49     | 0.04%             | 2044-02-20      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38380XBQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600682 | PA      | $113554.65    | 0.06%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38381HYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3461326 | PA      | $200101.34    | 0.11%             | 2064-09-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38381J3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3148538 | PA      | $195661.45    | 0.11%             | 2065-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38381JZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3467876 | PA      | $198178.34    | 0.11%             | 2065-10-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                 | Graham Holdings Co                                                               | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24875.00     | 0.01%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $107800.00    | 0.06%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42537.50     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                     | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1753622 | PA      | $16068.27     | 0.01%             | 2050-03-10      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                      | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $238095.74    | 0.13%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      35000 | PA      | $23975.00     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25187.50     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14587.50     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66135.96     | 0.04%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18298.04     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29813.76     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      66000 | PA      | $61880.48     | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82025.00     | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21687.50     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS INC                                        | Novelis Inc                                                                      | CUSIP: 670001AL0<br>LEI: 549300DP3XIGY7CFV648 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $10087.50     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                           | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      25000 | PA      | $23071.85     | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                      | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98755.78     | 0.05%             | 2042-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15318.75     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34781.25     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $136750.00    | 0.08%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUX HLD SARL                              | Petrorio Luxembourg Holding Sarl                                                 | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $100457.50    | 0.06%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442851 | PA      | $366019.85    | 0.20%             | 2051-03-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $113275.00    | 0.06%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                  | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $130900.00    | 0.07%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $27785.43     | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     320000 | PA      | $329200.00    | 0.18%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38900.00     | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     120000 | PA      | $113400.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $69975.00     | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1195000 | PA      | $903345.31    | 0.50%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     368000 | PA      | $222640.00    | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6800000 | PA      | $4417875.00   | 2.44%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     190000 | PA      | $140985.94    | 0.08%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $126351.56    | 0.07%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $86160.94     | 0.05%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $838437.50    | 0.46%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2531250.00   | 1.40%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      25000 | PA      | $23128.91     | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $38943.75     | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                               | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     305000 | PA      | $272401.91    | 0.15%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WINDSTREAM SERVICES/ESCR                           | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10175.00     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                               | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246250 | PA      | $233203.58    | 0.13%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      36000 | PA      | $33216.77     | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                           | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: EI1436001<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     213000 | PA      | $142499.75    | 0.08%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                           | New Zealand Local Government Funding Agency Bond                                 | CUSIP: AN1028702<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     132000 | PA      | $68526.17     | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                            | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $207200.40    | 0.11%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                               | Norway Government Bond                                                           | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1050000 | PA      | $84158.09     | 0.05%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                               | Norway Government Bond                                                           | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1525000 | PA      | $134064.96    | 0.07%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                               | Norway Government Bond                                                           | CUSIP: BU3225572<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    3335000 | PA      | $279360.57    | 0.15%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                               | Norway Government Bond                                                           | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1315000 | PA      | $121531.91    | 0.07%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                           | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6090000 | PA      | $992816.68    | 0.55%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     199410 | PA      | $199284.87    | 0.11%             | 2031-04-16      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                           | Lumen Technologies, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      13275 | PA      | $12791.99     | 0.01%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                             | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19900 | PA      | $19989.65     | 0.01%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                       | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      22778 | PA      | $20987.48     | 0.01%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                   | Gloves Buyer Inc                                                                 | CUSIP: N/A<br>LEI: 54930015O0Y94T5H8Z18       | Long             | LON              | CORP              | US        |     190000 | PA      | $183191.35    | 0.10%             | 2032-01-20      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                           | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4981.25      | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $680146.88    | 0.38%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1075062.01   | 0.59%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL                                | Provident Financial Services Inc                                                 | CUSIP: 74386TAA3<br>LEI: 529900JOSO3SXEDVE477 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112934.58    | 0.06%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                           | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25500.00     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                               | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82875.00     | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                                         | RLGH Trust 2021-TROT                                                             | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98856.59     | 0.05%             | 2036-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                         | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $309952.08    | 0.17%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                              | Republic Services Inc                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44265.32     | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                      | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97036.21     | 0.05%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      21000 | PA      | $21022.49     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                  | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $44325.00     | 0.02%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                        | Rollins Inc                                                                      | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15906.42     | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                             | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     315000 | PA      | $322238.07    | 0.18%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $189750.00    | 0.10%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                             | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |     400000 | PA      | $250884.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      85000 | PA      | $83406.25     | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                    | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24593.75     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC                           | Reynolds Consumer Products LLC                                                   | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |      35000 | PA      | $35098.53     | 0.02%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56869 | PA      | $56655.65     | 0.03%             | 2038-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2023-VLT3                                           | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $373755.90    | 0.21%             | 2028-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99937.48     | 0.06%             | 2039-08-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322204 | PA      | $322203.87    | 0.18%             | 2040-12-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63537.70     | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     224258 | PA      | $2.24         | 0.00%             | 2046-10-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846490 | PA      | $354.85       | 0.00%             | 2048-07-10      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                 | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19700.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                            | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8762.50      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77103.60     | 0.04%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                     | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $143876.93    | 0.08%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                   | COLT 2022-5 Mortgage Loan Trust                                                  | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73169 | PA      | $72839.20     | 0.04%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                            | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $118381.46    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                       | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17271.07     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                           | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $192695.80    | 0.11%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207899.80    | 0.11%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21810.35     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49845.11     | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34936.34     | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 31397KBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290770 | PA      | $19745.35     | 0.01%             | 2037-08-15      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |     151684 | PA      | $151574.08    | 0.08%             | 2045-02-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $119184.58    | 0.07%             | 2045-02-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                     | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2996.25      | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | FVA 5Y5Y30Y FWD PREMIUM 1800                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2436500 | NC      | $69943.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 5.54 14-AUG-2034                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -641560 | NC      | $-22444.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTR 2.375 14-AUG-2034                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     641560 | NC      | $12006.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 5.355 27-NOV-2034                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -678000 | NC      | $-25487.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTR 2.355 27-NOV-2034                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     678000 | NC      | $12577.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS PAY FIXED 3.855% 11/29/2044                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $5211.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS PAY FIXED 3.83682% 08/16/2044                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $4467.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FX VOL USDMXN 14.2% 12M (SELL PROTECTION)                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $139.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS REC FIXED 8.37% 2/4/2030                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2843.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FX VOL USDMXN 14.5% 12M (SELL PROTECTION)                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $66.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FX FVA EURUSD 8.4% IV (SELL PROTECTION)                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $11936.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FX FVA USDINR 4.325% IV (BUY PROTECTION)                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $-6145.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 5Y RTP 3 14-FEB-2035                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -982000 | NC      | $-28809.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 5Y RTP 3 14-FEB-2035                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -982000 | NC      | $-28809.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 20Y RTP 2.1 12-FEB-2035                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     327000 | NC      | $45766.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 20Y RTP 2.1 14-FEB-2035                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     327000 | NC      | $45766.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 3.250000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -604000 | NC      | $-5087.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 3.500000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -604000 | NC      | $-2999.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 3.000000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     453000 | NC      | $6386.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 3.250000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -453000 | NC      | $-3815.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | FWDP 10Y RTP 3.500000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -453000 | NC      | $-2249.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS REC FIXED 14.1325% 1/3/2028                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-7291.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | GBP/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1603.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                     | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     761038 | PA      | $755128.19    | 0.42%             | 2030-09-23      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                           | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      69547 | PA      | $69436.08     | 0.04%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| COGENTRIX FINANCE HOLDCO                           | Cogentrix Finance Holdco I LLC                                                   | CUSIP: 19239LAB2<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      15000 | PA      | $14962.50     | 0.01%             | 2032-02-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                              | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      64536 | PA      | $63875.19     | 0.04%             | 2028-04-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition (Hilex Poly/Novolex) Delaye | Clydesdale Acquisition (Hilex Poly/Novolex) Delaye                               | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3414 | PA      | $3398.71      | 0.00%             | 2032-03-26      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     180000 | PA      | $173475.00    | 0.10%             | 2030-09-25      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZM7549920<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $193164.40    | 0.11%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136A2F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301669 | PA      | $37720.16     | 0.02%             | 2041-12-25      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280697 | PA      | $29770.27     | 0.02%             | 2042-03-25      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134659 | PA      | $14450.79     | 0.01%             | 2042-07-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136AJN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     588956 | PA      | $57451.67     | 0.03%             | 2044-05-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2857392 | PA      | $2948498.28   | 1.63%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3829 | PA      | $3834.67      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21009.58     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                            | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23031.25     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77899 | PA      | $77384.96     | 0.04%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                        | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     125000 | PA      | $115504.75    | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                               | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25343.75     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      52000 | PA      | $50375.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |     114000 | PA      | $108585.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22753.62     | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                              | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34781.25     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                   | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65144.89     | 0.04%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                                        | LFT CRE 2021-FL1 Ltd                                                             | CUSIP: 50203JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99736.50     | 0.06%             | 2039-06-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                            | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27625.00     | 0.02%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12018.75     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                             | Brazil Letras do Tesouro Nacional                                                | CUSIP: BX5046434<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5978000 | PA      | $941767.98    | 0.52%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      14246 | PA      | $14213.56     | 0.01%             | 2029-02-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                     | GBT US III LLC                                                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25000 | PA      | $24911.88     | 0.01%             | 2031-07-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                    | Gen Digital Inc                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      55000 | PA      | $54546.25     | 0.03%             | 2032-02-13      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      99553 | PA      | $99366.79     | 0.05%             | 2039-09-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust                             | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     867902 | PA      | $810799.86    | 0.45%             | 2049-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33219.88     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                          | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15750.00     | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                        | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     160000 | PA      | $166639.52    | 0.09%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82662.50     | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23312.50     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4500.00      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     270000 | PA      | $265275.00    | 0.15%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: EI4159923<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3300000 | PA      | $65312.78     | 0.04%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: BK5010305<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   12980000 | PA      | $224306.85    | 0.12%             | 2025-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: BW4839732<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8780000 | PA      | $157030.46    | 0.09%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: ZM8810230<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    9480000 | PA      | $167329.78    | 0.09%             | 2028-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: BY9195128<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    9250000 | PA      | $168690.45    | 0.09%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: ZF9229781<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    9700000 | PA      | $171950.36    | 0.09%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                       | CUSIP: UV6887441<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3810000 | PA      | $65977.08     | 0.04%             | 2025-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                       | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      62780 | PA      | $61930.05     | 0.03%             | 2028-02-14      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      29846 | PA      | $28640.89     | 0.02%             | 2028-06-05      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOG                           | PointClickCare Technologies Inc                                                  | CUSIP: C7365BAF3<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |      55000 | PA      | $54931.53     | 0.03%             | 2031-11-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $84681.25     | 0.05%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14718.75     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23125.00     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20562.50     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30071.27     | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4188.78      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      13000 | PA      | $12837.50     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                         | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      12890 | PA      | $13228.36     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                         | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5287.50      | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                               | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      25000 | PA      | $24156.25     | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                     | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24937.50     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                            | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250125.00    | 0.14%             | 2038-01-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $112750.00    | 0.06%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $197500.00    | 0.11%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $197000.00    | 0.11%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $249922.08    | 0.14%             | 2041-05-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $243094.00    | 0.13%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122000 | PA      | $4575.00      | 0.00%             | 2035-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2140766 | PA      | $61688.30     | 0.03%             | 2052-09-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1457334 | PA      | $63769.89     | 0.04%             | 2053-05-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98208.61     | 0.05%             | 2036-11-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp Trust 2021-ARDN                                      | CUSIP: 36266CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98926.78     | 0.05%             | 2036-11-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                     | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $97844.76     | 0.05%             | 2039-07-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29250.00     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25000.00     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                              | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $129003.20    | 0.07%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                    | TXNM Energy Inc                                                                  | CUSIP: 69349HAE7<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     105000 | PA      | $130739.70    | 0.07%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                   | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      50000 | PA      | $41405.00     | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70408.37     | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84468.75     | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      25438 | PA      | $24928.75     | 0.01%             | 2029-01-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                           | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26531.25     | 0.01%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     417785 | PA      | $337296.25    | 0.19%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                     | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100093.71    | 0.06%             | 2039-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                             | Rede D'or Finance Sarl                                                           | CUSIP: 75735KAA7<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $98000.00     | 0.05%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                 | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69674.09     | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                     | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241166 | PA      | $211051.93    | 0.12%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                            | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      23625 | PA      | $23447.81     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     170000 | PA      | $158525.00    | 0.09%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      45000 | PA      | $48093.75     | 0.03%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                           | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      75000 | PA      | $64191.68     | 0.04%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69041.47     | 0.04%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2017-C3                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93723.61     | 0.05%             | 2050-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40450.00     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2157234 | PA      | $48934.47     | 0.03%             | 2051-03-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90053.66     | 0.05%             | 2051-10-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     142000 | PA      | $173061.08    | 0.10%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     177000 | PA      | $171482.03    | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83690.83     | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                           | United Wholesale Mortgage LLC                                                    | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84468.75     | 0.05%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     695000 | PA      | $635490.63    | 0.35%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     725000 | PA      | $694414.06    | 0.38%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     121000 | PA      | $121283.59    | 0.07%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2611000 | PA      | $2697489.38   | 1.49%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      70000 | PA      | $70262.50     | 0.04%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1657000 | PA      | $1660624.69   | 0.92%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108487.50    | 0.06%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                              | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25531.25     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                     | VOLT XCII LLC                                                                    | CUSIP: 91835MAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     749525 | PA      | $749004.76    | 0.41%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                              | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      31000 | PA      | $30537.57     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                     | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     100000 | PA      | $106040.30    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35656.25     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10125.00     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10550.00     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     155000 | PA      | $146668.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                               | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15843.75     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                                       | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45279.27     | 0.02%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                               | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37217.12     | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2022-8                                                | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78392 | PA      | $80944.29     | 0.04%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75731 | PA      | $75033.22     | 0.04%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     179000 | PA      | $173404.46    | 0.10%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                            | Philippine Government International Bond                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5000000 | PA      | $86149.41     | 0.05%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                             | Treasury Corp of Victoria                                                        | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $73128.26     | 0.04%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                            | Philippine Government International Bond                                         | CUSIP: ZS5626230<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     285000 | PA      | $294818.34    | 0.16%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                              | Indonesia Government International Bond                                          | CUSIP: BN3328919<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $86655.64     | 0.05%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                | Republic of Austria Government Bond                                              | CUSIP: ZM2051344<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      50000 | PA      | $53919.18     | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20250516                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-18.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20250516                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $17.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1035.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $54422.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                  | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |      59847 | PA      | $57914.56     | 0.03%             | 2026-10-26      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                               | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |      14962 | PA      | $14901.06     | 0.01%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                            | United Rentals North America Inc                                                 | CUSIP: 91136EAL9<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      99299 | PA      | $100106.12    | 0.06%             | 2031-02-14      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                                        | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      29094 | PA      | $29030.18     | 0.02%             | 2031-02-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      74454 | PA      | $71952.60     | 0.04%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |       1958 | PA      | $1892.12      | 0.00%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                   | UFC Holdings LLC                                                                 | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     200000 | PA      | $199721.01    | 0.11%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                       | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      20000 | PA      | $20037.50     | 0.01%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      62325 | PA      | $62309.04     | 0.03%             | 2027-08-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      83000 | PA      | $83051.88     | 0.05%             | 2028-10-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     335000 | PA      | $331660.05    | 0.18%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CAP SA                                             | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $164250.00    | 0.09%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PARAGUAY                               | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     143000 | PA      | $141391.25    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     100000 | PA      | $114279.69    | 0.06%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                           | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $36396.16     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                           | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $37109.96     | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                            | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22750.00     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                    | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37600.00     | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250310.50    | 0.14%             | 2032-10-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                    | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $173596.00    | 0.10%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                              | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAL5<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      24938 | PA      | $24925.78     | 0.01%             | 2031-09-26      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $84362.50     | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                    | Madison IAQ LLC                                                                  | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      60000 | PA      | $59512.50     | 0.03%             | 2032-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                              | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10000.00     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                               | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15286.47     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                           | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125064.25    | 0.07%             | 2043-04-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24937.50     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39850.00     | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46132 | PA      | $43260.24     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      77301 | PA      | $73564.07     | 0.04%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34802 | PA      | $33329.10     | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42102 | PA      | $38028.65     | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37023 | PA      | $33646.27     | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                        | Natgasoline LLC                                                                  | CUSIP: 63232EAB3<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      29918 | PA      | $29843.32     | 0.02%             | 2025-11-14      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                | USD/CNH Vanilla 20251104                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     650000 | NC      | $4188.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USD/CNH Vanilla 20251104                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -650000 | NC      | $-1737.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USD C TRY P 47 EO                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -355000 | NC      | $-30930.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USD P JPY C 135.0000 DI 135.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      36000 | NC      | $160.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USD P TRY C 38.50000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -355000 | NC      | $-2159.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USD/ZAR FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-37.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US ULTRA BOND CBT Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          4 | NC      | $10558.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $5250.00      | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51168.10     | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                            | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23750.00     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     346060 | PA      | $304143.59    | 0.17%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                           | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198850 | PA      | $196678.23    | 0.11%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     810733 | PA      | $61597.78     | 0.03%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                               | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25750.00     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $350218.05    | 0.19%             | 2039-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199000.00    | 0.11%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                      | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503077.60    | 0.28%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       2750 | NS      | $131285.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      83000 | PA      | $80634.42     | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                           | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14287.50     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     160000 | PA      | $154400.00    | 0.09%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87625.00     | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                     | Home Partners of America 2019-1 Trust                                            | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76218 | PA      | $72667.01     | 0.04%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                           | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     243750 | PA      | $239947.50    | 0.13%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      85000 | PA      | $78992.88     | 0.04%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59574.65     | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      68000 | PA      | $67981.50     | 0.04%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15393.75     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                 | Finland Government Bond                                                          | CUSIP: ZK3729587<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     150000 | PA      | $162146.82    | 0.09%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co Inc                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |     140000 | PA      | $140033.60    | 0.08%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                              | The Campbell's Company                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36112.64     | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44986.90     | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     155000 | PA      | $143255.50    | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77853.69     | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35018.58     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      24000 | PA      | $22017.58     | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19122.19     | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                  | T-Mobile US Trust 2022-1                                                         | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76198 | PA      | $76256.47     | 0.04%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                            | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99858.98     | 0.06%             | 2039-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                       | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23750.00     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24812.50     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34825.00     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $213071.88    | 0.12%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $183086.66    | 0.10%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     214000 | PA      | $148477.23    | 0.08%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                           | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |     173454 | PA      | $161765.52    | 0.09%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      29914 | PA      | $29196.54     | 0.02%             | 2027-03-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD                              | Titan Acquisition Ltd/Canada                                                     | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      89550 | PA      | $89279.56     | 0.05%             | 2029-02-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                 | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |      45000 | PA      | $44724.38     | 0.02%             | 2032-02-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                           | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10417 | PA      | $10364.61     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                           | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $292875.00    | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40400.00     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                           | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24843.75     | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                            | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     290000 | PA      | $294967.99    | 0.16%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                            | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30267.03     | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                              | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53021.47     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66300.59     | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59436.19     | 0.03%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                      | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332090 | PA      | $331259.59    | 0.18%             | 2041-03-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                         | Blackbird Capital II Aircraft Lease Ltd                                          | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170152 | PA      | $156856.54    | 0.09%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                           | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15468.75     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                            | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251666.14    | 0.14%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248366.25    | 0.14%             | 2034-04-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                     | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99874.94     | 0.06%             | 2041-08-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                     | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4022380 | PA      | $58143.91     | 0.03%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                     | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4024252 | PA      | $61753.76     | 0.03%             | 2051-08-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      80000 | PA      | $62742.24     | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6976.02      | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99223.40     | 0.05%             | 2036-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                     | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15450.00     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                    | DR Horton Inc                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35025.84     | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                            | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14606.25     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                             | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25812.50     | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELL INC                                           | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37923.55     | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $137662.58    | 0.08%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                             | Delta Air Lines 2020-1 Class A Pass Through Trust                                | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59338 | PA      | $55798.26     | 0.03%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17001.58     | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      37000 | PA      | $33790.81     | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                             | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      33726 | PA      | $3381.23      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                             | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      97403 | PA      | $1915.05      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIRECTV FIN LLC/COINC                              | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $38700.00     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49573.10     | 0.03%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     171000 | PA      | $167329.31    | 0.09%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98076.10     | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                 | CUSIP: 3132DULA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     144350 | PA      | $148851.03    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                            | CUSIP: 3132LVVC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3597588 | PA      | $3459578.80   | 1.91%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     419978 | PA      | $36686.62     | 0.02%             | 2041-12-15      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137ASD43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245757 | PA      | $22085.92     | 0.01%             | 2041-05-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137ASXM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     342706 | PA      | $34199.26     | 0.02%             | 2042-08-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137B4QW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531152 | PA      | $380758.01    | 0.21%             | 2043-09-15      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2243537 | PA      | $316114.17    | 0.17%             | 2050-07-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 31395UF22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177363 | PA      | $12801.39     | 0.01%             | 2035-05-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 31395VG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105699 | PA      | $111820.48    | 0.06%             | 2034-08-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     865023 | PA      | $77055.93     | 0.04%             | 2037-05-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                 | CUSIP: 31425XAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     279923 | PA      | $285379.81    | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                 | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     190573 | PA      | $196232.14    | 0.11%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                 | CUSIP: 3142GTBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159097 | PA      | $162665.59    | 0.09%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                 | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     222624 | PA      | $224687.40    | 0.12%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66665.87     | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                                  | Five Star Bancorp                                                                | CUSIP: 33830TAC7<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47911.05     | 0.03%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     412707 | PA      | $396233.45    | 0.22%             | 2048-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                  | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36213.48     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     770000 | PA      | $634657.10    | 0.35%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                           | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28762.50     | 0.02%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                              | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25187.50     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                              | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20343.75     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $131061.44    | 0.07%             | 2042-08-25      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |      62659 | PA      | $63709.91     | 0.04%             | 2052-03-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTB5<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $88746.15     | 0.05%             | 2042-03-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $185631.74    | 0.10%             | 2044-03-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $108152.28    | 0.06%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                     | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     852783 | PA      | $6841.71      | 0.00%             | 2049-06-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6916 | PA      | $6109.06      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174440 | PA      | $149898.50    | 0.08%             | 2050-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198243 | PA      | $196105.33    | 0.11%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     425469 | PA      | $348910.38    | 0.19%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10921.31     | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499431.00    | 0.28%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31407.19     | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     421535 | PA      | $382355.76    | 0.21%             | 2049-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2020-4                                                  | CUSIP: 46652FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167951 | PA      | $143095.13    | 0.08%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                            | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $103425.00    | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                                  | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |      89207 | PA      | $88812.41     | 0.05%             | 2039-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                  | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $97651.63     | 0.05%             | 2039-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                    | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |     430000 | PA      | $438058.59    | 0.24%             | 2037-04-20      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66302.86     | 0.04%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                            | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18207.34     | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      58000 | PA      | $64088.61     | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      63000 | PA      | $62055.00     | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55962.50     | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      90000 | PA      | $99926.10     | 0.06%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                      | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $297752.46    | 0.16%             | 2042-03-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $204372.75    | 0.11%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                         | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69846 | PA      | $65233.57     | 0.04%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100491.86    | 0.06%             | 2039-11-18      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99690.15     | 0.05%             | 2040-02-18      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                   | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84043.75     | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                   | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43200.00     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19450.00     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2024-FL15                                                                    | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99968.66     | 0.06%             | 2041-08-18      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30840.06     | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5025.00      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20823.83     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30143.10     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2023-FL12 LLC                                                                | CUSIP: 59319MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100182.39    | 0.06%             | 2038-10-19      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23250.00     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28687.50     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NextEra Energy Inc                                                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       8650 | NS      | $394007.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108075.00    | 0.06%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18583.42     | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91012.50     | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                     | Provident Funding Mortgage Trust 2021-J1                                         | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $122577.68    | 0.07%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43985.08     | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                       | QatarEnergy                                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     235000 | PA      | $203259.26    | 0.11%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                          | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      32000 | PA      | $28040.00     | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70113.21     | 0.04%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                 | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     153000 | PA      | $152097.76    | 0.08%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                        | BNG Bank NV                                                                      | CUSIP: AQ6587572<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |     240000 | PA      | $146249.77    | 0.08%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                | FVA 5Y5Y30Y FWD PREM 1750                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | NC      | $25401.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS REC FIXED 8.39% 2/3/2030                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2627.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                 | Province of Quebec Canada                                                        | CUSIP: BH4726221<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $108089.23    | 0.06%             | 2025-04-07      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                   | Mexican Udibonos                                                                 | CUSIP: BN8404384<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12958247 | PA      | $559118.88    | 0.31%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                           | Queensland Treasury Corp                                                         | CUSIP: BI0191519<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $79926.02     | 0.04%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                           | Queensland Treasury Corp                                                         | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     385000 | PA      | $239326.53    | 0.13%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                  | Kommunalbanken AS                                                                | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |      84000 | PA      | $52477.19     | 0.03%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $255062.39    | 0.14%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Euro-BTP Future   Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -9 | NC      | $19210.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4615.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $5804.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3653.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $163500.00    | 0.09%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                    | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2026-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      23199 | PA      | $21861.28     | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                     | KFC Holding Co                                                                   | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     149611 | PA      | $150135.04    | 0.08%             | 2028-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      69984 | PA      | $69989.69     | 0.04%             | 2028-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      33088 | PA      | $30911.90     | 0.02%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                              | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     349362 | PA      | $349095.24    | 0.19%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                   | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      85000 | PA      | $84973.65     | 0.05%             | 2031-09-19      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                         | Alliant Holdings Intermediate LLC                                                | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      99002 | PA      | $98506.87     | 0.05%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                   | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      43000 | PA      | $42986.67     | 0.02%             | 2031-09-19      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                          | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      10000 | PA      | $9985.15      | 0.01%             | 2028-04-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                   | BMC Software Inc                                                                 | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     110000 | PA      | $108241.10    | 0.06%             | 2031-07-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                         | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      34267 | PA      | $33853.12     | 0.02%             | 2032-02-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                         | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      34267 | PA      | $33853.12     | 0.02%             | 2032-02-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                         | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       6466 | PA      | $6387.38      | 0.00%             | 2032-02-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                       | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     145000 | PA      | $143773.30    | 0.08%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                         | Kaseya Inc                                                                       | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |     185000 | PA      | $184654.05    | 0.10%             | 2032-03-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                           | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     143944 | PA      | $143583.86    | 0.08%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | EURO-BUND FUTURE  Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          7 | NC      | $-15748.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                 | Morocco Government International Bond                                            | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $165250.00    | 0.09%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                 | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $192750.00    | 0.11%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                               | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     295000 | PA      | $264762.50    | 0.15%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $155183.66    | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     145000 | PA      | $141701.98    | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109088.32    | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                             | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25687.50     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                           | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167355.65    | 0.09%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                      | First Franklin Mortgage Loan Trust 2004-FF10                                     | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54418 | PA      | $54033.48     | 0.03%             | 2034-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                 | First Horizon Corp                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145644.82    | 0.08%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                             | Webster Financial Corp                                                           | CUSIP: 85917AAC4<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122362.88    | 0.07%             | 2030-11-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                        | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14325.00     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $10150.00     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                           | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23625.00     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2015-SG1                                   | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |     252979 | PA      | $250159.94    | 0.14%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25083.13     | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     519000 | PA      | $518710.92    | 0.29%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      72000 | PA      | $73992.82     | 0.04%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAZ1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    4640030 | PA      | $94969.82     | 0.05%             | 2051-06-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                  | CUSIP: 95002NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $97508.71     | 0.05%             | 2031-09-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $210472.16    | 0.12%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98656.28     | 0.05%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                 | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      88740 | PA      | $87469.77     | 0.05%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10037.50     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                           | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     195000 | PA      | $183109.68    | 0.10%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95688.70     | 0.05%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                 | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109617.11    | 0.06%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                 | WestJet Loyalty LP, Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | N/A       |      69475 | PA      | $67060.74     | 0.04%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                           | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24343.75     | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15543.75     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/PLN FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $356.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1084.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/USD FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $11597.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPY/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $11697.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | MXN/USD FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $16259.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | MXN/USD FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-7683.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | MXN/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3954.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | NOK/USD FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3809.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | NOK/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-11547.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | NOK/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $12.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | NZD/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3266.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SGD/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-151.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SGD/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $38948.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | TRY/USD FWD 20250403                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-9861.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | TRY/USD FWD 20250403                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9911.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | TRY/USD FWD 20251110                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3174.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | TRY/USD FWD 20251110                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3018.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        234 | NC      | $212147.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | US 10YR NOTE (CBT)Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -73 | NC      | $-100369.55   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | US 10yr Ultra Fut Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -70 | NC      | $-130819.44   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                           | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |      14962 | PA      | $14868.16     | 0.01%             | 2029-06-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                              | Gray Television, Inc., Senior Secured First Lien Term Loan                       | CUSIP: 389376AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      15000 | PA      | $13782.83     | 0.01%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                           | Great Outdoors Group LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     564194 | PA      | $563700.10    | 0.31%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                   | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23125.00     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                         | Air Canada                                                                       | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $98309.40     | 0.05%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1B PTT                             | Air Canada 2017-1 Class B Pass Through Trust                                     | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     363757 | PA      | $355846.00    | 0.20%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     130000 | PA      | $123825.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                        | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $142749.15    | 0.08%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $83512.50     | 0.05%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22906.25     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24875.00     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14718.75     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99272.37     | 0.05%             | 2038-09-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                     | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $349671.88    | 0.19%             | 2041-08-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       3650 | NS      | $218379.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     145000 | PA      | $137678.23    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     380000 | PA      | $381894.30    | 0.21%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                              | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175000 | PA      | $175728.44    | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  3 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $29000.00     | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15262.50     | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5012.50      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is                     | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $253541.46    | 0.14%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14287.50     | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $139000.00    | 0.08%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                     | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20275.00     | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                     | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20225.00     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                           | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     145000 | PA      | $141420.97    | 0.08%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      84000 | PA      | $65767.80     | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                           | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23875.00     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                           | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $35301.53     | 0.02%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      83000 | PA      | $71304.47     | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                     | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     577046 | PA      | $5755.23      | 0.00%             | 2049-01-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                 | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $104048.37    | 0.06%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6398 | PA      | $6317.36      | 0.00%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19600.00     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS                               | Allergan Funding SCS                                                             | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $103726.17    | 0.06%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                          | Airbus SE                                                                        | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $101408.94    | 0.06%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                              | Airservices Australia                                                            | CUSIP: BJ4434624<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     210000 | PA      | $116660.11    | 0.06%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                              | Airservices Australia                                                            | CUSIP: ZN2068650<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     240000 | PA      | $154571.29    | 0.09%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                           | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     177083 | PA      | $177082.79    | 0.10%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      29700 | PA      | $28174.08     | 0.02%             | 2030-08-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                           | BroadStreet Partners Inc                                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      31724 | PA      | $31489.38     | 0.02%             | 2031-06-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                           | BroadStreet Partners Inc                                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |       3101 | PA      | $3077.57      | 0.00%             | 2031-06-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      19012 | PA      | $18394.22     | 0.01%             | 2032-07-30      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                        | Creative Artists Agency LLC                                                      | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |       5000 | PA      | $4991.80      | 0.00%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                               | Crown Finance US Inc                                                             | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20000 | PA      | $19919.60     | 0.01%             | 2031-12-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $172000.00    | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     190000 | PA      | $198409.59    | 0.11%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118543.61    | 0.07%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                             | Navigator 2024-1 Aviation Ltd                                                    | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |     239583 | PA      | $237472.36    | 0.13%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                            | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34296.43     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22812.50     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                     | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24312.50     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32779.30     | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                      | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22937.50     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                     | Pagaya AI Debt Trust 2023-3                                                      | CUSIP: 69548BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36600 | PA      | $36641.25     | 0.02%             | 2030-12-16      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $801016.80    | 0.44%             | 2030-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                              | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50812.50     | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                             | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $75562.50     | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                              | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20800.00     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                           | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      71000 | PA      | $71892.40     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84037.50     | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73757.24     | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                                       | City of Oslo Norway                                                              | CUSIP: ZF0839604<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    2000000 | PA      | $185957.21    | 0.10%             | 2029-06-11      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                       | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      24934 | PA      | $22247.57     | 0.01%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAJ8<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |      22216 | PA      | $22445.30     | 0.01%             | 2028-10-02      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAJ8<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |        669 | PA      | $676.05       | 0.00%             | 2028-10-02      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                       | Organon & Co                                                                     | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |      40000 | PA      | $39500.00     | 0.02%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2022-PSB                                                                | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91000 | PA      | $90573.64     | 0.05%             | 2039-08-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                           | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      72873 | PA      | $72100.42     | 0.04%             | 2038-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2024-BIO                                                                | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $97727.29     | 0.05%             | 2041-02-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     253585 | PA      | $253109.47    | 0.14%             | 2041-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $348906.88    | 0.19%             | 2039-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $297844.89    | 0.16%             | 2042-03-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                     | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99812.55     | 0.06%             | 2037-12-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24812.50     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37350.00     | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                       | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23812.50     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $36413.75     | 0.02%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                            | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290496 | PA      | $234529.95    | 0.13%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19202.43     | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20208.50     | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                            | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      45000 | PA      | $45000.00     | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                  | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63650.16     | 0.04%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65571.68     | 0.04%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                              | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29887.50     | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                  | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23656.25     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK GRP INC                           | Independent Bank Group Inc                                                       | CUSIP: 45384BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $71860.18     | 0.04%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                             | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $184939.00    | 0.10%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                            | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT            | CUSIP: 74445PAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     225000 | PA      | $224959.50    | 0.12%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                     | STWD 2019-FL1 Ltd                                                                | CUSIP: 78485WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99987.48     | 0.06%             | 2038-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                     | STWD 2019-FL1 Ltd                                                                | CUSIP: 78485WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99117.73     | 0.05%             | 2038-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23875.00     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                           | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $501458.57    | 0.28%             | 2037-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                     | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC3                    | CUSIP: 86359PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391443 | PA      | $319566.41    | 0.18%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                            | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      43000 | PA      | $37392.54     | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                             | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     437907 | PA      | $358698.67    | 0.20%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                             | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $34912.50     | 0.02%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                             | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23593.75     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                      | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102067.66    | 0.06%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                      | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87646 | PA      | $81503.83     | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                             | Taco Bell Funding LLC                                                            | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129375 | PA      | $129326.37    | 0.07%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                            | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15018.75     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47277.40     | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                           | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68600.00     | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                            | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     195000 | PA      | $176962.50    | 0.10%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                            | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $101062.50    | 0.06%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                            | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22062.50     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                      | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $37086.88     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                 | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $24750.00     | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                           | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $173108.40    | 0.10%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: EI4133860<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1606000000 | PA      | $99269.42     | 0.05%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1779000000 | PA      | $104376.59    | 0.06%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: EJ8243903<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  514000000 | PA      | $33288.95     | 0.02%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: AZ4598522<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1015000000 | PA      | $62769.41     | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: BK8407086<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5458000000 | PA      | $323491.97    | 0.18%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                | Canadian Government Bond                                                         | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     125000 | PA      | $90032.49     | 0.05%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5326000000 | PA      | $311133.60    | 0.17%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                           | New Zealand Local Government Funding Agency Bond                                 | CUSIP: BP3961482<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     320000 | PA      | $160249.21    | 0.09%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                | United Kingdom Gilt                                                              | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     145000 | PA      | $171926.91    | 0.09%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                | Canadian Government Bond                                                         | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      25000 | PA      | $17653.14     | 0.01%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                | Canadian Government Bond                                                         | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $43069.66     | 0.02%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1385000000 | PA      | $81360.39     | 0.04%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                          | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5164000000 | PA      | $309091.59    | 0.17%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                | United Kingdom Gilt                                                              | CUSIP: ZB6713786<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $115839.51    | 0.06%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/NOK FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-5225.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EUR/PLN FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1410.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                             | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      39208 | PA      | $39109.82     | 0.02%             | 2030-03-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     243275 | PA      | $242819.92    | 0.13%             | 2031-10-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      16725 | PA      | $16693.88     | 0.01%             | 2031-10-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                        | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21500.00     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $82768.75     | 0.05%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $32725.00     | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                             | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130373<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     179948 | PA      | $146796.72    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                | United Airlines Inc                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     177902 | PA      | $177742.66    | 0.10%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                | SWF Holdings I Corp                                                              | CUSIP: N/A<br>LEI: 5493000CMZKPQ7BKPB20       | Long             | LON              | CORP              | US        |      10896 | PA      | $8994.91      | 0.00%             | 2028-10-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                 | Hunter Douglas Inc                                                               | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |      44042 | PA      | $42214.54     | 0.02%             | 2032-01-19      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                | Victra Holdings LLC                                                              | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |      25000 | PA      | $24984.50     | 0.01%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                 | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $106000.00    | 0.06%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                             | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      36000 | PA      | $35886.20     | 0.02%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                     | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108762.50    | 0.06%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                      | Wilsonart LLC                                                                    | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27525.00     | 0.02%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                           | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      39900 | PA      | $38781.40     | 0.02%             | 2029-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20500.43     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $448883.42    | 0.25%             | 2036-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197702 | PA      | $194738.49    | 0.11%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2022-CLS                                                                | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $65701.28     | 0.04%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134029 | PA      | $134076.01    | 0.07%             | 2041-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378023 | PA      | $376606.97    | 0.21%             | 2034-05-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329672 | PA      | $324728.82    | 0.18%             | 2034-09-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-RISE                                                               | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380398 | PA      | $377546.09    | 0.21%             | 2036-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84533 | PA      | $83951.97     | 0.05%             | 2036-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22125.00     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $36069.28     | 0.02%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1328318 | PA      | $24770.33     | 0.01%             | 2050-05-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20468.75     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBE4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250080.75    | 0.14%             | 2034-04-20      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2018-INV1                                                              | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170684 | PA      | $157367.68    | 0.09%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12290 | PA      | $11374.20     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2019-J1                                                                | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155699 | PA      | $143671.48    | 0.08%             | 2049-08-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4964.68      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4858.68      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42918.75     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     230000 | PA      | $207000.00    | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     210000 | PA      | $183225.00    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     260000 | PA      | $218818.08    | 0.12%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                 | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     394000 | PA      | $424343.91    | 0.23%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                 | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $95369.53     | 0.05%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                 | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $69483.34     | 0.04%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CenterPoint Energy Inc                                                           | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     210000 | PA      | $227921.40    | 0.13%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                   | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25187.50     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                      | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     682637 | PA      | $8428.44      | 0.00%             | 2049-05-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                      | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102479.85    | 0.06%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                      | Citigroup Mortgage Loan Trust 2015-RP2                                           | CUSIP: 17323TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380466 | PA      | $371240.99    | 0.20%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                      | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941545 | PA      | $14649.87     | 0.01%             | 2050-09-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70042.08     | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                    | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36370.56     | 0.02%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                      | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3605529 | PA      | $120294.88    | 0.07%             | 2072-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15450.00     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     190000 | PA      | $194987.50    | 0.11%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30225.00     | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25156.25     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $12375.00     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84256.25     | 0.05%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      46000 | PA      | $40020.00     | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     324000 | PA      | $312660.00    | 0.17%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     215000 | PA      | $206400.00    | 0.11%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5037.50      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                        | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500656.50    | 0.28%             | 2035-01-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     376000 | PA      | $313987.07    | 0.17%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16625.00     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                 | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34606.04     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10487.50     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      50000 | PA      | $41625.00     | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $202500.00    | 0.11%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                           | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $30112.77     | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9700.00      | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                 | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199250.00    | 0.11%             | 2025-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                            | E.ON SE                                                                          | CUSIP: ZQ3917429<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      75000 | PA      | $68737.63     | 0.04%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                              | Cellnex Finance Co SA                                                            | CUSIP: BR3179453<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $95605.58     | 0.05%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                  | CDP Financial Inc                                                                | CUSIP: ZG3913420<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $73514.47     | 0.04%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                                     | EAB Global Inc                                                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |      29775 | PA      | $28918.97     | 0.02%             | 2028-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                  | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |      33248 | PA      | $31715.98     | 0.02%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                  | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3038.46      | 0.00%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                  | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3038.46      | 0.00%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                              | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |      25236 | PA      | $25312.05     | 0.01%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                              | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |       1029 | PA      | $1032.35      | 0.00%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                       | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      49251 | PA      | $48266.23     | 0.03%             | 2031-04-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                 | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10000 | PA      | $8612.50      | 0.00%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                           | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |      25000 | PA      | $25081.25     | 0.01%             | 2028-10-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                | CUSIP: 18449EAH3<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     139563 | PA      | $140762.53    | 0.08%             | 2028-10-10      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                           | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      26453 | PA      | $26411.28     | 0.01%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                         | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     218800 | PA      | $216964.51    | 0.12%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                         | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |        550 | PA      | $545.14       | 0.00%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                               | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |       9141 | PA      | $9079.87      | 0.01%             | 2031-03-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                               | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      15734 | PA      | $15627.72     | 0.01%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                     | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |      26133 | PA      | $26177.20     | 0.01%             | 2028-02-07      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                  | Clarios Global LP                                                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     440000 | PA      | $434132.60    | 0.24%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                           | Clearwater Analytics LLC                                                         | CUSIP: N/A<br>LEI: 894500N8DN2JO5ZDRQ11       | Long             | LON              | CORP              | US        |     170000 | PA      | $169575.00    | 0.09%             | 2032-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     195656 | PA      | $194800.36    | 0.11%             | 2032-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $23750.00     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                   | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $30375.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                           | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24656.25     | 0.01%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                              | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      25000 | PA      | $24312.50     | 0.01%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                      | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24250.00     | 0.01%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                              | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $114138.33    | 0.06%             | 2042-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                     | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     816852 | PA      | $9661.31      | 0.01%             | 2048-10-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198323 | PA      | $198323.17    | 0.11%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450080 | PA      | $362207.66    | 0.20%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167159 | PA      | $164416.28    | 0.09%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                         | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99000 | PA      | $100642.47    | 0.06%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                           | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23031.25     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24312.50     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     235000 | PA      | $207975.00    | 0.11%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82131.25     | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                     | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      13000 | PA      | $12951.25     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14325.00     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                  | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      90000 | PA      | $55607.36     | 0.03%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                               | Singapore Government Bond                                                        | CUSIP: EJ8015756<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     215000 | PA      | $168609.10    | 0.09%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                              | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     260000 | PA      | $238371.99    | 0.13%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                  | International Finance Corp                                                       | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     250000 | PA      | $139938.14    | 0.08%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                  | CUSIP: ZF2765989<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $129574.07    | 0.07%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                              | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     620000 | PA      | $57195.91     | 0.03%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                             | International Development Association                                            | CUSIP: BS0126323<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |     540000 | PA      | $48874.45     | 0.03%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                  | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |     115000 | PA      | $71278.04     | 0.04%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                   | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $157000.00    | 0.09%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44512 | PA      | $42843.28     | 0.02%             | 2029-03-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      74625 | PA      | $74298.52     | 0.04%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                    | Transdigm, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 89364MCB8<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      29775 | PA      | $29761.60     | 0.02%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      49800 | PA      | $49599.06     | 0.03%             | 2032-01-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30000 | PA      | $28200.00     | 0.02%             | 2031-10-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                               | Signia Aerospace LLC                                                             | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      27000 | PA      | $26898.75     | 0.01%             | 2031-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                               | Signia Aerospace LLC                                                             | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      33000 | PA      | $32876.25     | 0.02%             | 2031-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                               | Signia Aerospace LLC                                                             | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       5000 | PA      | $4981.25      | 0.00%             | 2031-12-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                             | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      69466 | PA      | $66583.07     | 0.04%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                      | GFL ES US LLC                                                                    | CUSIP: N/A<br>LEI: 254900PGDQWC19PRP053       | Long             | LON              | CORP              | US        |      70000 | PA      | $69475.00     | 0.04%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                  | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $189076.20    | 0.10%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPIN                                   | InRetail Shopping Malls                                                          | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     250000 | PA      | $247500.00    | 0.14%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      85000 | PA      | $84787.50     | 0.05%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     120000 | PA      | $118500.00    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                              | Neighborly Issuer LLC                                                            | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     481250 | PA      | $451031.98    | 0.25%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                              | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23062.50     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                        | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15615.65     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                        | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48962.20     | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $491877.73    | 0.27%             | 2035-10-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250043.25    | 0.14%             | 2033-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                          | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     280000 | PA      | $262270.12    | 0.14%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                           | New South Wales Treasury Corp                                                    | CUSIP: BJ1619839<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $84228.59     | 0.05%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                           | New South Wales Treasury Corp                                                    | CUSIP: BG3016121<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     175000 | PA      | $89235.37     | 0.05%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                             | New Zealand Government Bond                                                      | CUSIP: ZN2715698<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     725000 | PA      | $403462.99    | 0.22%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                             | New Zealand Government Bond                                                      | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     445000 | PA      | $250518.60    | 0.14%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                             | New Zealand Government Bond                                                      | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     118000 | PA      | $64470.18     | 0.04%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                           | New South Wales Treasury Corp                                                    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     295000 | PA      | $178710.96    | 0.10%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                             | New Zealand Government Bond                                                      | CUSIP: JK5970583<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     470000 | PA      | $266741.61    | 0.15%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                             | New Zealand Government Bond                                                      | CUSIP: QJ1094474<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     310000 | PA      | $165021.42    | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63124 | PA      | $58894.49     | 0.03%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2160 | PA      | $2015.44      | 0.00%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24969.35     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18867.10     | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                               | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21812.50     | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                           | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9070.33      | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                               | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44212.50     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                            | American Airlines Group Inc                                                      | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $203919.86    | 0.11%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                              | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30375.00     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                              | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      85050 | PA      | $84558.11     | 0.05%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     255000 | PA      | $253087.50    | 0.14%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     605000 | PA      | $596196.22    | 0.33%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                         | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22937.50     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                             | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368612 | PA      | $215418.68    | 0.12%             | 2036-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                             | GSAA Home Equity Trust 2005-6                                                    | CUSIP: 36242D3X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31164 | PA      | $31060.92     | 0.02%             | 2035-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                             | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63895 | PA      | $62330.35     | 0.03%             | 2037-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                         | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183000 | PA      | $7336.63      | 0.00%             | 2034-09-06      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                      | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     247588 | PA      | $200043.63    | 0.11%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                      | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98255 | PA      | $97966.51     | 0.05%             | 2054-08-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                            | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30412.50     | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                   | HF Sinclair Corp                                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24266.78     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     666000 | PA      | $616150.57    | 0.34%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $285900.89    | 0.16%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                      | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100951.91    | 0.06%             | 2038-09-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                             | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30787.50     | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $37145.00     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19023.75     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                        | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22467.06     | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                           | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24062.50     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81387.50     | 0.04%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      24600 | PA      | $22112.00     | 0.01%             | 2028-08-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                               | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      29697 | PA      | $28938.83     | 0.02%             | 2029-03-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                            | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      79600 | PA      | $79152.65     | 0.04%             | 2032-02-17      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                | Hilcorp Energy I LP                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     170000 | PA      | $169973.65    | 0.09%             | 2030-02-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                        | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61909.82     | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                        | CUSIP: 29336TAE0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69699.45     | 0.04%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                      | GS Mortgage-Backed Securities Corp Trust 2020-PJ6                                | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298505 | PA      | $242548.30    | 0.13%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140747 | PA      | $80652.15     | 0.04%             | 2053-12-12      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $407647.08    | 0.22%             | 2029-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36632.33     | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35437.50     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                     | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $353589.88    | 0.20%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $131230.12    | 0.07%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                           | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $218122.75    | 0.12%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     395000 | PA      | $250913.73    | 0.14%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $23468.75     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      21000 | PA      | $17685.36     | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      37000 | PA      | $33738.30     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25156.25     | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                       | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $106972.24    | 0.06%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | N/A       |      30638 | PA      | $30224.53     | 0.02%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      94000 | PA      | $63892.65     | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                             | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $252859.48    | 0.14%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                   | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24406.25     | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                   | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $202750.00    | 0.11%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20131.42     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42692.68     | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24375.00     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18700.00     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     167000 | PA      | $159276.25    | 0.09%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     191000 | PA      | $175958.75    | 0.10%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                           | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97797.11     | 0.05%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                           | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     161000 | PA      | $145733.34    | 0.08%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                     | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89483 | PA      | $91616.44     | 0.05%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                           | Asian Infrastructure Investment Bank/The                                         | CUSIP: ZO9323437<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |     125000 | PA      | $156725.53    | 0.09%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                           | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      45000 | PA      | $38737.89     | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | AUD/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7689.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | 6M USDMXN VOL SWAP 13.5 (SELL PROTECTION)                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $25.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BIN29Q0B0                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     604000 | NC      | $8515.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                           | Asian Infrastructure Investment Bank/The                                         | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   14400000 | PA      | $169443.97    | 0.09%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                             | Asian Development Bank                                                           | CUSIP: ZF2710605<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    1000000 | PA      | $92760.94     | 0.05%             | 2029-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      65617 | PA      | $64960.54     | 0.04%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      44547 | PA      | $44204.48     | 0.02%             | 2028-08-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CDX.NA.HY.43.V1 5YR RTP 104.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1134000 | NC      | $-16949.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BRL/USD FWD 20260105                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-16905.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                            | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAH9<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      34912 | PA      | $35042.98     | 0.02%             | 2030-12-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                | AssuredPartners Inc                                                              | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      89350 | PA      | $89555.44     | 0.05%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BRL/USD FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-8187.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BRL/USD FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9908.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                             | AS Mileage Plan IP Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      94700 | PA      | $94806.54     | 0.05%             | 2031-10-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      94580 | PA      | $93566.26     | 0.05%             | 2028-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CAD/MXN FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-11348.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CAD/USD FWD 20250618                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6911.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CLP/USD FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3743.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CLP/USD FWD 20250425                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3688.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CAN 10YR BOND FUT Jun25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -6 | NC      | $-4051.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | EUR/NOK FWD 20250423                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-301.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                                 | MX Holdings US Inc                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      15000 | PA      | $14971.88     | 0.01%             | 2032-02-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                    | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     150420 | PA      | $144779.25    | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CDX.EM.43.V1 (BUY PROTECTION)                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $72287.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                     | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      60428 | PA      | $54696.78     | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                            | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29662.50     | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2459583 | PA      | $17507.80     | 0.01%             | 2049-12-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189000 | PA      | $3780.00      | 0.00%             | 2036-05-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147000 | PA      | $3675.00      | 0.00%             | 2036-12-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $625.00       | 0.00%             | 2036-12-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     611000 | PA      | $609470.67    | 0.34%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     499000 | PA      | $486579.39    | 0.27%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                         | Morgan Stanley ABS Capital I Inc Trust 2006-NC1                                  | CUSIP: 61744CYB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53648 | PA      | $53411.76     | 0.03%             | 2035-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18192.55     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35457.35     | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      93039 | PA      | $87675.68     | 0.05%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97504 | PA      | $96230.31     | 0.05%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                             | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126643 | PA      | $117177.23    | 0.06%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                             | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     139770 | PA      | $127978.30    | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                             | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87684 | PA      | $78947.88     | 0.04%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      62921 | PA      | $62261.96     | 0.03%             | 2031-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      30000 | PA      | $29287.50     | 0.02%             | 2032-06-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                            | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     190613 | PA      | $184417.85    | 0.10%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64975.94     | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25593.75     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                            | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      65000 | PA      | $65975.00     | 0.04%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                           | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24000.00     | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust I LLC 2019-2                                            | CUSIP: 03463WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1302457.26   | 0.72%             | 2049-03-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                             | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $187459.60    | 0.10%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                           | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $109587.50    | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                           | APA Corp                                                                         | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18966.62     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75016.03     | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                 | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69337.94     | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                              | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26469.04     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                     | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31000 | PA      | $30940.42     | 0.02%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                             | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50380.55     | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $1120.00      | 0.00%             | 2034-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1255000 | PA      | $98398.40     | 0.05%             | 2054-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                            | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98461.38     | 0.05%             | 2038-11-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      32000 | PA      | $25514.91     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1378268 | PA      | $58161.92     | 0.03%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                           | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49125.00     | 0.03%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                     | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $95396.80     | 0.05%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67491 | PA      | $66943.34     | 0.04%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $171391.97    | 0.09%             | 2036-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85730 | PA      | $85381.74     | 0.05%             | 2038-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $113544.17    | 0.06%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98250.62     | 0.05%             | 2036-09-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                 | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100292.92    | 0.06%             | 2035-09-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                 | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100728.61    | 0.06%             | 2035-09-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                 | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99843.75     | 0.06%             | 2039-07-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                          | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     380000 | PA      | $330600.00    | 0.18%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                          | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178281.25    | 0.10%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                            | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     150000 | PA      | $152794.50    | 0.08%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  3 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                           | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $198500.00    | 0.11%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                           | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     100000 | PA      | $98781.60     | 0.05%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                           | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      90000 | PA      | $86498.19     | 0.05%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8808.09      | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1708.58      | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     129000 | PA      | $107466.68    | 0.06%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1754.44      | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                                | Bank of Hawaii Corp                                                              | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       5875 | NS      | $150987.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $70548.95     | 0.04%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32771.67     | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                            | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $16687.50     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                           | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     250000 | PA      | $230517.25    | 0.13%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                           | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19525.00     | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $268494.21    | 0.15%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |      31000 | PA      | $31620.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58503.90     | 0.03%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208853.80    | 0.12%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                     | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $333429.01    | 0.18%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2019-BNK18                                                                  | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $108525.81    | 0.06%             | 2062-05-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2019-BNK21                                                                  | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3928985 | PA      | $115899.95    | 0.06%             | 2052-10-17      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10933997 | PA      | $142070.88    | 0.08%             | 2061-03-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1232208 | PA      | $66114.46     | 0.04%             | 2053-12-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2017-BNK8                                                                   | CUSIP: 06650AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7050000 | PA      | $210870.44    | 0.12%             | 2050-11-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $195500.00    | 0.11%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41200.00     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $5875.00      | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15206.25     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $952.50       | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                 | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25375.00     | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                            | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      58922 | PA      | $58899.36     | 0.03%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                     | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     399952 | PA      | $370193.83    | 0.20%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                     | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     205000 | PA      | $165789.24    | 0.09%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                        | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      22000 | PA      | $22144.39     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $114749.73    | 0.06%             | 2051-02-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $326245.50    | 0.18%             | 2051-07-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820000 | PA      | $90550.48     | 0.05%             | 2062-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1424816 | PA      | $74212.83     | 0.04%             | 2053-07-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2198747 | PA      | $99015.09     | 0.05%             | 2054-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1796913 | PA      | $47154.06     | 0.03%             | 2055-05-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                   | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49875.00     | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                             | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197547.00    | 0.11%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                   | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67144.55     | 0.04%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35437.50     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34650.00     | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      44000 | PA      | $42521.12     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                           | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $33741.16     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                              | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $145209.90    | 0.08%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100775 | PA      | $100617.91    | 0.06%             | 2038-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                  | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      39000 | PA      | $35559.50     | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                     | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528723 | PA      | $5550.64      | 0.00%             | 2058-05-10      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22000.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $77429.52     | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $209276.86    | 0.12%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $30266.53     | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                     | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392620 | PA      | $392620.14    | 0.22%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     395000 | PA      | $370534.10    | 0.20%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      67000 | PA      | $66298.44     | 0.04%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                 | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     194834 | PA      | $168772.67    | 0.09%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                  | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29775.00     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                           | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13331.25     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BCRR Trust                                         | BCRR 2016-FRR3 Trust                                                             | CUSIP: 81753WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797720 | PA      | $782360.07    | 0.43%             | 2026-05-26      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                             | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $104641.54    | 0.06%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                           | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: BJ3055610<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      55000 | PA      | $45107.48     | 0.02%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                              | China Government Bond                                                            | CUSIP: BQ8787179<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     680000 | PA      | $95269.48     | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                           | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: BN2612610<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      95000 | PA      | $89603.92     | 0.05%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                 | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $197248.88    | 0.11%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                           | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: ZF1451532<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     165000 | PA      | $171968.89    | 0.09%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                           | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $203250.00    | 0.11%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                               | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     237536 | PA      | $184387.55    | 0.10%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                              | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     186000 | PA      | $189377.39    | 0.10%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                             | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      95720 | PA      | $94105.08     | 0.05%             | 2028-07-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     131240 | PA      | $130943.79    | 0.07%             | 2027-05-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                   | Berry Global Inc                                                                 | CUSIP: 08579JBH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |     253647 | PA      | $253879.11    | 0.14%             | 2029-07-02      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS L                           | BCP VI Summit Holdings LP                                                        | CUSIP: N/A<br>LEI: 254900LK60A9DK5W5N81       | Long             | LON              | CORP              | US        |      50000 | PA      | $50052.00     | 0.03%             | 2032-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                        | CHG Healthcare Services Inc                                                      | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      98426 | PA      | $98406.92     | 0.05%             | 2028-09-29      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                        | CHG Healthcare Services Inc                                                      | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |        249 | PA      | $248.60       | 0.00%             | 2028-09-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                           | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      69675 | PA      | $68804.06     | 0.04%             | 2030-12-26      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                            | Banco Internacional del Peru SAA Interbank                                       | CUSIP: BK3122268<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $197510.60    | 0.11%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $205975.60    | 0.11%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                              | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $195500.00    | 0.11%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                      | United States Treasury Bill                                                      | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4800000 | PA      | $4732482.00   | 2.61%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                             | Treasury Corp of Victoria                                                        | CUSIP: EJ6963270<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $123668.91    | 0.07%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                             | Treasury Corp of Victoria                                                        | CUSIP: EK0887258<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     140000 | PA      | $81789.57     | 0.05%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                             | Treasury Corp of Victoria                                                        | CUSIP: BZ6602487<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     450000 | PA      | $266890.68    | 0.15%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                           | Queensland Treasury Corp                                                         | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     355000 | PA      | $209542.23    | 0.12%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-21

**Name of Applicant:** Wilshire Mutual Funds Inc

**Signature:** /s/ Gaurav Chopra

**Name of Signer:** Wilshire Mutual Funds Inc

**Title:** Assistant Treasurer